Information about:
Peter A. Zadrozny

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Bureau of Labor Statistics 2 Massachusetts Ave., NE, Room 3105 Washington, DC 20212, USA
Phone:

Affiliation

• Bureau of Labor Statistics
  Department of Labor
  Government of the United States

  Location: Washington, District of Columbia (United States)
  Homepage: http://www.bls.gov/
  Email:
  Phone: (202) 606-5900
  Fax: (202) 606-7890
  Postal: 2 Massachusetts Avenue, N.E. Room 2860, Washington, D. C. 20212
  Handle: RePEc:edi:blsgvus (registered authors at this institution)

Working papers

1. Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny, 2007. "Cointegration Analysis with Mixed-Frequency Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

2. Peter Zadrozny, 2005. "Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

3. Baoline Chen & Peter Zadrozny, 2005. "Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

4. Peter A. Zadrozny & Baoline Chen, 2005. "Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions," Computing in Economics and Finance 2005 378, Society for Computational Economics. [Downloadable!]

5. Baoline Chen & Peter A. Zadrozny, 2005. "Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 2005 254, Society for Computational Economics. [Downloadable!]
   Other versions:
   • Peter Zadrozny & Baoline Chen, 2006. "Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 2006 139, Society for Computational Economics. [Downloadable!]

6. Stefan Mittnik & Peter Zadrozny, 2004. "Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

7. Baoline Chen & Peter A. Zadrozny, 2003. "Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data," Computing in Economics and Finance 2003 123, Society for Computational Economics.

8. Baoline Chen & Peter A. Zadrozny, 2002. "Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP," Computing in Economics and Finance 2002 128, Society for Computational Economics.

9. Baoline Chen and Peter Zadrozny, 2001. "An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games," Computing in Economics and Finance 2001 110, Society for Computational Economics.

10. Peter A. Zadrozny & Baoline Chen, 1999. "Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 1999 334, Society for Computational Economics.

11. Robert H Mcguckin & Peter Zadrozny, 1988. "Long-Run Expectations And Capacity," Working Papers 88-1, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]

12. Peter Zadrozny, . "Optimal Forward-Looking Monetary Policy under Rational Expectations," Computing in Economics and Finance 1997 96, Society for Computational Economics. [Downloadable!]

13. Peter A. Zadrozny, . "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Ace Project Memoranda 96/1, Department of Economics, University of Leicester.
    Published as:
    • Zadrozny, Peter A, 1997. " An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 221-38. [Downloadable!] (restricted)
    • Peter Zadrozny, 1997. "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2), pages 221-238, May. [Downloadable!] (restricted)

1. Baoline Chen & Peter A. Zadrozny, 2003. "Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem," Computational Economics, Springer, vol. 21(1_2), pages 45-64, 02. [Downloadable!]
   Published as:
   • Baoline Chen & Peter Zadrozny, 2003. "Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem," Computational Economics, Springer, vol. 21(1), pages 45-64, February. [Downloadable!] (restricted)

2. Chen, Baoline & Zadrozny, Peter A., 2002. "An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1397-1416, August. [Downloadable!] (restricted)

3. Chen, Baoline & Zadrozny, Peter A., 2001. "Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1," Journal of Economic Dynamics and Control, Elsevier, vol. 25(12), pages 1867-1879, December. [Downloadable!] (restricted)

4. Zadrozny, Peter A., 1998. "An eigenvalue method of undetermined coefficients for solving linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1353-1373, August. [Downloadable!] (restricted)

5. Zadrozny, Peter A, 1997. " An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 221-38. [Downloadable!] (restricted)
   Other versions:
   • Peter A. Zadrozny, . "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Ace Project Memoranda 96/1, Department of Economics, University of Leicester.
   
   Published as:
   • Peter Zadrozny, 1997. "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2), pages 221-238, May. [Downloadable!] (restricted)

6. Mittnik, Stefan & Zadrozny, Peter A, 1993. "Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models," Econometrica, Econometric Society, vol. 61(4), pages 857-70, July. [Downloadable!] (restricted)

7. Peter A. Zadrozny, 1990. "Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 2-15.

8. Zadrozny, Peter, 1988. "Analytic Derivatives for Estimation of Discrete-Time,," Econometrica, Econometric Society, vol. 56(2), pages 467-72, March. [Downloadable!] (restricted)

9. Zadrozny, Peter, 1988. "A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 155-159, March. [Downloadable!] (restricted)

1. NEP-CMP: Computational Economics (1) 2005-11-19
2. NEP-DGE: Dynamic General Equilibrium (1) 2006-07-15
3. NEP-ECM: Econometrics (2) 2004-07-17 2005-08-13 Author is listed
4. NEP-EFF: Efficiency & Productivity (2) 2005-09-29 2005-11-19 Author is listed
5. NEP-ETS: Econometric Time Series (2) 2004-07-04 2005-08-13 Author is listed
6. NEP-FIN: Finance (1) 2005-08-13
7. NEP-MAC: Macroeconomics (1) 2004-07-04

This page was last updated on 2008-6-29.