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 0 0 0 125
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 1 2 5 248 1 11 15 679
Google data in bridge equation models for German GDP 0 0 2 102 0 1 6 194
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 0 1 88 0 0 2 136
Large mixed-frequency VARs with a parsimonious time-varying parameter structure 1 1 1 66 1 2 7 157
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 0 0 1 182
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 0 0 1 325
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 0 4 104
Testing for Granger causality in large mixed-frequency VARs 1 2 3 134 1 2 5 184
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 1 3 105
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 0 2 256
Total Working Papers 3 5 14 1,244 3 17 46 2,447


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 0 1 5 33 3 8 20 96
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 2 5 75
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 3 42 1 1 11 129
Google data in bridge equation models for German GDP 0 1 4 85 0 1 11 288
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 0 1 12 1 1 3 43
Nowcasting causality in mixed frequency vector autoregressive models 0 0 1 46 0 1 4 151
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 0 0 3 160
Total Journal Articles 0 2 15 277 5 14 57 942


Statistics updated 2025-06-06