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 0 11 28 492
Analytic Derivatives for Estimation of Linear Dynamic Models 0 0 1 44 0 1 7 104
Cointegration Analysis with Mixed-Frequency Data 0 0 1 281 0 6 15 702
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 0 1 77 0 0 8 405
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 0 0 3 171 0 5 20 439
Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data 0 0 0 0 0 3 8 11
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 7 0 1 15 61
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 0 33 0 0 13 71
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 0 696 1 4 15 3,260
Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models 0 0 16 16 0 2 12 12
Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims 0 0 1 2 0 2 7 15
Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims 0 0 1 21 0 1 9 23
Long-Run Expectations And Capacity 0 0 0 103 0 1 9 643
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 124 1 2 12 383
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 12 2 5 11 55
Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 0 0 2 8 10
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 0 283 1 8 18 1,065
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 0 2 7 10
Total Working Papers 0 0 24 1,870 5 56 222 7,761

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 7 83
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 0 3 9 188
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 33 0 5 16 226
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 231 0 5 16 1,092
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 53 1 3 9 202
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 0 3 10 634
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 0 0 1 72 0 1 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 0 4 16 309
Estimation of vector error correction models with mixed-frequency data 0 0 0 26 0 1 5 74
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 0 12 0 2 8 63
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 0 2 10 658
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 17 0 4 12 143
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 0 3 93 1 2 10 194
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 0 8 12 513
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 17 0 5 20 232
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 0 2 0 1 5 17
Total Journal Articles 0 0 4 947 2 49 176 4,954

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 0 1 3 4
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data 0 0 0 0 0 3 10 19
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p 0 0 0 0 0 2 3 5
Total Chapters 0 0 0 0 0 6 16 28
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Statistics updated 2026-07-10