Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data

Author:

Mittnik Stefan,Zadrozny Peter

Publisher

Physica-Verlag

Reference10 articles.

1. Box, G., and G. Jenkins (1976): Time Series Analysis, Forecasting and Control. Holden-Day, San Francisco, CA.

2. Chen, B., and P. Zadrozny (1998): “An Extended Yule-Walker Method for Estimating Vector Autoregressive Models with Mixed-Frequency Data,” in Advances in Econometrics: Messy Data-Missing Observations, Outliers, and Mixed-Frequency Data, ed. by T. Fomby, and R. Hill, vol. 13, pp. 47–73. JAI Press, Greenwich, CT.

3. Doan, T. (2000): RATS Reference Manual, Version 5. Estima, Evanston, IL.

4. Flaig, G. (2003): “Seasonal and Cyclical Properties of Ifo Business Test Variables,” Journal of Economics and Statistics, 223, 556–570.

5. Hansen, L. (1982): “Large Sample Properties of Generalized Method of Moments Estimators,” Econometrica, 50, 1029–1054.

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