Details about Thomas Götz

Access statistics for papers by Thomas Götz.

Last updated 2023-10-02. Update your information in the RePEc Author Service.

Short-id: pgt4

Working Papers

2018

1. Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes, Journal of Time Series Analysis, Wiley Blackwell (2019) View citations (4) (2019)
2. Large mixed-frequency VARs with a parsimonious time-varying parameter structure
   Discussion Papers, Deutsche Bundesbank View citations (14)

2017

3. Google data in bridge equation models for German GDP
   Discussion Papers, Deutsche Bundesbank View citations (1)
   See also Journal Article Google data in bridge equation models for German GDP, International Journal of Forecasting, Elsevier (2019) View citations (28) (2019)

2015

4. Testing for Granger Causality in Large Mixed-Frequency VARs
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (1)
   Also in Discussion Papers, Deutsche Bundesbank (2015)
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2014) View citations (2)
   See also Journal Article Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Elsevier (2016) View citations (27) (2016)

2014

5. Combining distributions of real-time forecasts: An application to U.S. growth
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE)
   Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2012) View citations (2)

2013

6. Nowcasting causality in mixed frequency vector autoregressive models
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (2)
   See also Journal Article Nowcasting causality in mixed frequency vector autoregressive models, Economics Letters, Elsevier (2014) View citations (16) (2014)
7. Testing for common cycles in non-stationary VARs with varied frecquency data
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (20)

2012

8. Forecasting Mixed Frequency Time Series with ECM-MIDAS Models
   Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (7)
   See also Journal Article Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models, Journal of Forecasting, John Wiley & Sons, Ltd. (2014) View citations (22) (2014)

Journal Articles

2021

1. An unconventional weekly economic activity index for Germany
   Economics Letters, 2021, 204, (C) View citations (20)

2019

2. Google data in bridge equation models for German GDP
   International Journal of Forecasting, 2019, 35, (1), 45-66 View citations (28)
   See also Working Paper Google data in bridge equation models for German GDP, Discussion Papers (2017) View citations (1) (2017)
3. Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes
   Journal of Time Series Analysis, 2019, 40, (6), 914-935 View citations (4)
   See also Working Paper Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes, MPRA Paper (2018) (2018)

2016

4. Combining forecasts from successive data vintages: An application to U.S. growth
   International Journal of Forecasting, 2016, 32, (1), 61-74 View citations (5)
5. Testing for Granger causality in large mixed-frequency VARs
   Journal of Econometrics, 2016, 193, (2), 418-432 View citations (27)
   See also Working Paper Testing for Granger Causality in Large Mixed-Frequency VARs, Research Memorandum (2015) View citations (1) (2015)

2014

6. Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models
   Journal of Forecasting, 2014, 33, (3), 198-213 View citations (22)
   See also Working Paper Forecasting Mixed Frequency Time Series with ECM-MIDAS Models, Research Memorandum (2012) View citations (7) (2012)
7. Nowcasting causality in mixed frequency vector autoregressive models
   Economics Letters, 2014, 122, (1), 74-78 View citations (16)
   See also Working Paper Nowcasting causality in mixed frequency vector autoregressive models, Research Memorandum (2013) View citations (2) (2013)