Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data
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- Stefan Mittnik & Peter Zadrozny, 2005. "Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 19-48, Springer.
References listed on IDEAS
- Flaig, Gebhard, 2003. "Seasonal and Cyclical Properties of Ifo Business Test Variables," Munich Reprints in Economics 20379, University of Munich, Department of Economics.
- Flaig Gebhard, 2003. "Seasonal and Cyclical Properties of Ifo Business Test Variables / Saisonale und zyklische Eigenschaften von ifo Konjunkturtest Variablen," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(5), pages 556-570, October.
- Mittnik, Stefan, 1990. "Macroeconomic forecasting experience with balanced state space models," International Journal of Forecasting, Elsevier, vol. 6(3), pages 337-348, October.
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More about this item
Keywords
mixed-frequency data; VAR models; maximum-likelihood estimation; Kalman filter;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-07-17 (Econometrics)
- NEP-ETS-2004-07-04 (Econometric Time Series)
- NEP-MAC-2004-07-04 (Macroeconomics)
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