Essays about: "Marius Koechlin"
Found 1 essay containing the words Marius Koechlin.
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1. Nowcasting Private Consumption in Switzerland using a Mixed-Frequency Dynamic Factor Model with High-Frequency Data
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : 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. READ MORE
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