6
H index
6
i10 index
94
Citations
Deutsche Bundesbank | 6 H index 6 i10 index 94 Citations RESEARCH PRODUCTION: 7 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Götz. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE) | 5 |
Discussion Papers / Deutsche Bundesbank | 3 |
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) | 2 |
Year | Title of citing document |
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2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273. Full description at Econpapers || Download paper |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper |
2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper |
2021 | Electricity Consumption and Economic Growth in Turkey: A Mixed Frequency Var Approach. (2021). Berument, Hakan M ; Dogan, Nukhet ; Berksun, Dilara. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:95-108. Full description at Econpapers || Download paper |
2022 | Obtaining consistent time series from Google Trends. (2022). MartÃnez, Isabel ; Sax, Christoph ; Martinez, Isabel Z ; Indergand, Ronald ; Eichenauer, Vera Z. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705. Full description at Econpapers || Download paper |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper |
2021 | Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05. Full description at Econpapers || Download paper |
2022 | Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Mohrle, Sascha ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917. Full description at Econpapers || Download paper |
2021 | Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605. Full description at Econpapers || Download paper |
2021 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113. Full description at Econpapers || Download paper |
2022 | Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341. Full description at Econpapers || Download paper |
2022 | A babel of web-searches: Googling unemployment during the pandemic. (2022). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Caperna, Giulio. In: Labour Economics. RePEc:eee:labeco:v:74:y:2022:i:c:s0927537121001329. Full description at Econpapers || Download paper |
2022 | Impact of the COVID-19 event on U.S. banks’ financial soundness. (2022). Dunbar, Kwamie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001410. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Shobande, Olatunji ; Enemona, Joseph Onuche. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659. Full description at Econpapers || Download paper |
2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc. Full description at Econpapers || Download paper |
2021 | Forecasting tourist arrivals: Google Trends meets mixed-frequency data. (2021). Havranek, Tomas ; Zeynalov, Ayaz. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:1:p:129-148. Full description at Econpapers || Download paper |
2021 | Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2. Full description at Econpapers || Download paper |
2021 | Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:627. Full description at Econpapers || Download paper |
2022 | Measuring real activity using a weekly economic index. (2022). Trivedi, Mihir ; Stock, James H ; Mertens, Karel ; Lewis, Daniel J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:667-687. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Granger Causality Testing in Mixed?Frequency VARs with Possibly (Co)Integrated Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
2018 | Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Nowcasting causality in mixed frequency vector autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2013 | Nowcasting causality in mixed frequency vector autoregressive models.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2021 | An unconventional weekly economic activity index for Germany In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2016 | Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2014 | Testing for Granger causality in large mixed-frequency VARs.(2014) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2015 | Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2015 | Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2016 | Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2019 | Google data in bridge equation models for German GDP In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2017 | Google data in bridge equation models for German GDP.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum. [Full Text][Citation analysis] | paper | 11 |
2014 | Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
2012 | Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data).(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum. [Full Text][Citation analysis] | paper | 17 |
2014 | Forecasting Mixed?Frequency Time Series with ECM?MIDAS Models.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2018 | Large mixed-frequency VARs with a parsimonious time-varying parameter structure In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
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