Access Statistics for Peter A. Zadrozny

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
An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games 0 0 0 0 7 14 24 488
Analytic Derivatives for Estimation of Linear Dynamic Models 0 1 1 44 1 3 7 104
Cointegration Analysis with Mixed-Frequency Data 0 1 1 281 6 9 16 702
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 1 1 77 0 3 8 405
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 0 2 5 171 5 10 22 439
Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data 0 0 0 0 2 2 7 10
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 7 1 3 15 61
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 0 33 0 2 14 71
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 0 696 2 4 16 3,258
Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models 0 16 16 16 0 10 10 10
Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims 0 1 1 2 1 4 8 14
Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims 0 1 1 21 1 5 10 23
Long-Run Expectations And Capacity 0 0 0 103 0 2 8 642
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 124 1 4 11 382
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 12 2 5 8 52
Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 0 2 2 8 10
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 1 283 7 11 18 1,064
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 1 1 6 9
Total Working Papers 0 23 27 1,870 39 94 216 7,744

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games 0 0 0 22 0 0 8 83
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 2 6 9 187
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 33 2 6 13 223
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 231 4 6 15 1,091
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 53 2 3 8 201
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 2 4 9 633
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 0 1 1 72 1 3 9 297
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 0 0 14 0 0 2 29
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 32 1 3 13 306
Estimation of vector error correction models with mixed-frequency data 0 0 0 26 1 1 5 74
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 0 12 2 3 8 63
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 2 4 11 658
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 17 3 4 11 142
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 0 3 93 1 1 9 193
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 5 5 9 510
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 17 4 8 20 231
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 0 2 1 1 5 17
Total Journal Articles 0 1 4 947 33 58 164 4,938

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA 0 0 0 0 1 3 3 4
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data 0 0 0 0 3 4 10 19
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p 0 0 0 0 2 2 3 5
Total Chapters 0 0 0 0 6 9 16 28
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Statistics updated 2026-05-06