Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Marczak, Martyna"'
Autor:
Marczak, Martyna1 (AUTHOR) marczak@uni-hohenheim.de, Beissinger, Thomas1,2 (AUTHOR)
Publikováno v:
Applied Economics Letters. Dec2016, Vol. 23 Issue 18, p1305-1311. 7p. 2 Graphs.
Autor:
Marczak, Martyna1 marczak@uni-hohenheim.de, Gómez, Víctor2 VGomez@sepg.minhap.es
Publikováno v:
Empirical Economics. Jun2017, Vol. 52 Issue 4, p1379-1408. 30p. 5 Charts, 8 Graphs.
Autor:
Marczak, Martyna1 marczak@uni-hohenheim.de, Beissinger, Thomas beissinger@uni-hohenheim.de
Publikováno v:
Empirical Economics. Apr2013, Vol. 44 Issue 2, p469-490. 22p. 1 Diagram, 7 Charts, 3 Graphs.
Publikováno v:
Proietti, T, Marczak, M & Mazzi, G 2015 ' EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area ' Institut for Økonomi, Aarhus Universitet, Aarhus .
EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom-up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9c23e927887daf5aeaac36d3816cf9ad
https://pure.au.dk/ws/files/85276451/rp15_12.pdf
https://pure.au.dk/ws/files/85276451/rp15_12.pdf
This article presents a robust augmented Kalman filter that extends the data-cleaning filter (Masreliez and Martin, 1977) to the general state space model featuring nonstationary and regression effects. The robust filter shrinks the observations towa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::90b412232e88f12e7201be9eddef0433
https://hdl.handle.net/10419/121860
https://hdl.handle.net/10419/121860
Autor:
Marczak, Martyna, Gómez, Victor
This article proposes a new multivariate method to construct business cycle indicators. The method is based on a decomposition into trend-cycle and irregular. To derive the cycle, a multivariate band-pass filter is applied to the estimated trend-cycl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a3c094487d9178d583ceafe6f8e36bef
http://opus.uni-hohenheim.de/volltexte/2013/808/
http://opus.uni-hohenheim.de/volltexte/2013/808/
Autor:
Marczak, Martyna, Gómez, Víctor
Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to faci
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e40d0699d79b8b65f2031dcc2980cfc2
http://opus.uni-hohenheim.de/volltexte/2012/781/
http://opus.uni-hohenheim.de/volltexte/2012/781/
Autor:
Marczak, Martyna, Gómez, Víctor
This article provides new insights into the cyclical behavior of consumer and producer real wages in the USA and Germany. We apply two methods for the estimation of the cyclical components from the data: the approach based on the structural time seri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b5d0ea9d29ac62312bf7c93c5477995e
http://opus.uni-hohenheim.de/volltexte/2012/726/
http://opus.uni-hohenheim.de/volltexte/2012/726/
Autor:
Marczak, Martyna, Beissinger, Thomas
Publikováno v:
SSRN Electronic Journal.
This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany. As detrending methods we apply the deterministic trend model, the Beveridge-Nelson decomposition, the Hodrick-Prescott filter, the