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field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually … with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from …-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and …
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In a brilliant career spanning almost five decades, Sir Clive Granger has made numerous contributions to time series econometrics. This paper reappraises his very first paper, published in 1957 on sunspot numbers.
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Der Aufsatz beschreibt, wie mit Hilfe hochwertiger Wirtschaftsdaten kurzfristige Vorhersagen über die Inflationsentwicklung gemacht werden können. Als wichtige Bestandteile eines Modells zur Prognose der Inflationsentwicklung werden die hohe Qualität der Daten und Maßnahmen zur Korrektur von...
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In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
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