Access Statistics for Thomas Götz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 1 1 2 127
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 4 249 1 5 20 687
Google data in bridge equation models for German GDP 0 0 1 103 3 7 13 203
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 1 1 89 1 7 8 143
Large mixed-frequency VARs with a parsimonious time-varying parameter structure 0 0 2 67 2 5 11 165
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 1 2 2 184
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 0 2 6 330
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 2 105
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 7 11 113
Testing for Granger causality in large mixed-frequency VARs 0 0 2 134 1 3 7 188
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 0 3 257
Total Working Papers 0 1 12 1,248 10 40 85 2,502


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An unconventional weekly economic activity index for Germany 1 2 6 36 2 6 25 110
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 0 4 77
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 3 44 2 6 12 138
Google data in bridge equation models for German GDP 0 0 3 87 1 4 9 295
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 13 0 1 4 45
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 2 4 8 158
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 5 7 10 169
Total Journal Articles 1 3 14 285 12 28 72 992


Statistics updated 2026-01-09