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 1 126
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 4 249 4 4 19 686
Google data in bridge equation models for German GDP 0 0 1 103 2 4 10 200
Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes 0 1 1 89 4 6 7 142
Large mixed-frequency VARs with a parsimonious time-varying parameter structure 0 1 2 67 3 5 9 163
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 173 1 1 1 183
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 1 5 6 330
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 3 105
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 5 8 11 113
Testing for Granger causality in large mixed-frequency VARs 0 0 3 134 1 2 7 187
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 0 3 257
Total Working Papers 0 2 13 1,248 21 36 77 2,492


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 35 2 5 23 108
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 1 4 77
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 4 44 1 4 12 136
Google data in bridge equation models for German GDP 0 0 3 87 2 4 9 294
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 2 6 156
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 1 3 5 164
Total Journal Articles 0 2 14 284 8 20 63 980


Statistics updated 2025-12-06