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 1 1 126
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 4 249 0 1 15 682
Google data in bridge equation models for German GDP 0 0 1 103 0 1 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 1 1 2 67 2 3 7 160
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 3 3 4 328
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 1 1 4 106
Testing for Granger causality in large mixed-frequency VARs 0 0 3 134 0 0 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 1 1 13 1,247 6 11 52 2,462


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 0 4 34 1 4 22 104
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 1 1 6 77
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 3 43 0 0 8 132
Google data in bridge equation models for German GDP 0 1 4 87 1 2 10 291
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes 0 1 1 13 0 1 3 44
Nowcasting causality in mixed frequency vector autoregressive models 0 0 0 46 0 2 6 154
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 1 2 3 162
Total Journal Articles 0 2 13 282 4 12 58 964


Statistics updated 2025-10-06