Essays on real-time econometrics and forecasting

The thesis contains four essays covering topics in the field of real time econometrics and forecasting.<p><p>The first Chapter, entitled “An area wide real time data base for the euro area” and coauthored with Domenico Giannone, Jerome Henry and Magda Lalik, describes how we constructed...

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Bibliographic Details
Main Author: Modugno, Michèle
Other Authors: Giannone, Domenico
Format: Doctoral Thesis
Language:fr
Published: Universite Libre de Bruxelles 2011
Subjects:
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209841