Sökning: "Marius Koechlin"

Hittade 1 uppsats innehållade orden Marius Koechlin.

  1. 1. Nowcasting Private Consumption in Switzerland using a Mixed-Frequency Dynamic Factor Model with High-Frequency Data

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Marius Koechlin; [2021]
    Nyckelord :Nowcasting; Private consumption; Dynamic factor mode; Mixed-frequency data; Kalman filter;

    Sammanfattning : Various empirical papers have provided evidence that dynamic factor models and the use of high- and mixed-frequency data yield good estimates for nowcasts. This thesis uses the dynamic factor model framework of Giannone et al. (2008) with daily, weekly, and monthly data to nowcast private consumption in Switzerland. LÄS MER