EconPapers    
Economics at your fingertips  
 

Details about Peter A. Zadrozny

Postal address:Bureau of Labor Statistics 2 Massachusetts Ave., NE, Room 3105 Washington, DC 20212, USA
Workplace:Bureau of Labor Statistics, Department of Labor, Government of the United States, (more information at EDIRC)

Access statistics for papers by Peter A. Zadrozny.

Last updated 2016-07-29. Update your information in the RePEc Author Service.

Short-id: pza34


Jump to Journal Articles

Working Papers

2016

  1. Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads

    See also Journal Article in Journal of Econometrics (2016)
  2. Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)

2009

  1. Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Structural Economic Model
    Working Papers, U.S. Bureau of Labor Statistics Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  2. Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005
    Working Papers, U.S. Bureau of Labor Statistics Downloads
    See also Journal Article in Journal of Productivity Analysis (2013)

2007

  1. Cointegration Analysis with Mixed-Frequency Data
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)

2005

  1. Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
  2. Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
  3. Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads

2004

  1. Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (34)

2001

  1. An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games
    Computing in Economics and Finance 2001, Society for Computational Economics

1988

  1. Analytic Derivatives for Estimation of Linear Dynamic Models
    Working Papers, U.S. Census Bureau, Center for Economic Studies Downloads View citations (5)
  2. Long-Run Expectations And Capacity
    Working Papers, U.S. Census Bureau, Center for Economic Studies Downloads View citations (4)

Journal Articles

2016

  1. Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data
    Journal of Econometrics, 2016, 193, (2), 438-446 Downloads View citations (1)
    See also Working Paper (2016)

2013

  1. Estimation of vector error correction models with mixed-frequency data
    Journal of Time Series Analysis, 2013, 34, (2), 194-205 Downloads View citations (6)
  2. Further model-based estimates of US total manufacturing production capital and technology, 1949–2005
    Journal of Productivity Analysis, 2013, 39, (1), 61-73 Downloads View citations (1)
    See also Working Paper (2009)

2009

  1. Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model
    Journal of Economic Dynamics and Control, 2009, 33, (7), 1398-1418 Downloads
    See also Working Paper (2009)
  2. Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity
    Computational Statistics & Data Analysis, 2009, 53, (6), 2061-2074 Downloads View citations (3)

2003

  1. Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem
    Computational Economics, 2003, 21, (1_2), 45-64 Downloads View citations (2)

2002

  1. An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1397-1416 Downloads View citations (2)

2001

  1. Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1
    Journal of Economic Dynamics and Control, 2001, 25, (12), 1867-1879 Downloads View citations (2)

1998

  1. An eigenvalue method of undetermined coefficients for solving linear rational expectations models
    Journal of Economic Dynamics and Control, 1998, 22, (8-9), 1353-1373 Downloads View citations (19)

1997

  1. An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations
    Economic Change and Restructuring, 1997, 30, (2-3), 221-38 Downloads View citations (3)

1993

  1. Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
    Econometrica, 1993, 61, (4), 857-70 Downloads View citations (20)

1990

  1. Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model
    Economic Review, 1990, (Nov), 2-15 View citations (9)

1988

  1. A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games
    Journal of Economic Dynamics and Control, 1988, 12, (1), 155-159 Downloads View citations (2)
  2. Analytic Derivatives for Estimation of Discrete-Time
    Econometrica, 1988, 56, (2), 467-72 Downloads View citations (2)
  3. Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies
    Econometric Theory, 1988, 4, (01), 108-124 Downloads View citations (38)
 
Page updated 2017-04-27