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Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland
6 references·3 citing·30 second hop
Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland (1999)Estimating Monthly GDP In A General Kalma…State space modeling of multiple time series (1991)State space modeling of multi…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…A Random Walk, Markov Model for the Distribution of Time Series (1983)A Random Walk, Markov Model f…A Methodological Note on the Estimation of Time Series (1981)A Methodological Note on the …Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…The Interpolation of Time Series by Related Series (1962)The Interpolation of Time Ser…One crisis, two crises…the subprime crisis and the European sovereign debt problems (2013)One crisis, two crises…the su…Estimation of vector error correction models with mixed‐frequency data (2012)Estimation of vector error co…Estimating a Taylor Rule with Markov Switching Regimes for Switzerland (2009)Estimating a Taylor Rule with…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Discretion versus policy rules in practice (1993)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Does Crime Affect Economic Growth? (2010)Forecasting with Mixed Frequencies (2010)Short- Term Interest Rates as Predictors of Inflation (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The changing international network of sovereign debt and financial institutions (2018)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time Series Analysis: Forecasting and Control (1977)Forecasting the Volatility of Australian Stock Returns (2006)Dynamic linkages among equity markets in the Middle East and North African countries (2008)Multiscale Granger causality (2017)Spurious Volatility in Historical Unemployment Data (1986)Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (2008)Testing for Granger causality with mixed frequency data (2015)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates (1988)Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory (1988)The effectiveness of different forms of online advertising for purchase conversion in a multiple-channel attribution framework (2015)
this work references cited by second hop

References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited
  • 1983A Random Walk, Markov Model for the Distribution of Time Series289 cited
  • 1962The Interpolation of Time Series by Related Series213 cited
  • 1991State space modeling of multiple time series116 cited

Cited by

  • 2013One crisis, two crises…the subprime crisis and the European sovereign debt problems40 cited
  • 2012Estimation of vector error correction models with mixed‐frequency data32 cited
  • 2009Estimating a Taylor Rule with Markov Switching Regimes for Switzerland13 cited

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