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 1 126
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 1 4 249 1 3 15 682
Google data in bridge equation models for German GDP 0 1 1 103 1 2 6 196
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 0 0 1 66 1 1 6 158
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 0 0 0 36 0 0 3 105
Testing for Granger causality in large mixed-frequency VARs 0 0 3 134 0 1 5 185
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 1 3 257
Total Working Papers 0 2 12 1,246 4 9 47 2,456


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 4 34 0 7 22 103
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 1 6 76
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 4 43 0 3 11 132
Google data in bridge equation models for German GDP 0 2 4 87 0 2 9 290
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 1 1 1 13 1 1 3 44
Nowcasting causality in mixed frequency vector autoregressive models 0 0 1 46 1 3 7 154
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 0 1 2 161
Total Journal Articles 1 5 15 282 2 18 60 960


Statistics updated 2025-09-05