Heiner Mikosch

ETH Zürich - KOF Swiss Economic Institute

Zurich

Switzerland

SCHOLARLY PAPERS

16

DOWNLOADS

2,243

SSRN CITATIONS

13

CROSSREF CITATIONS

16

Scholarly Papers (16)

1.
Downloads 319 (180,453)
Citation 1

Real-Time Forecasting with a MIDAS VAR

BOFIT Discussion Paper No. 13/2015
Number of pages: 34 Posted: 15 Apr 2015
Heiner Mikosch and Stefan Neuwirth
ETH Zürich - KOF Swiss Economic Institute and Swiss State Secretariat for Economic Affairs SECO
Downloads 195 (291,930)
Citation 1

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Forecasting, mixed frequency data, MIDAS, VAR, real time

Real-Time Forecasting with a MIDAS VAR

KOF Working Paper No. 377
Number of pages: 33 Posted: 02 Apr 2015 Last Revised: 29 Apr 2015
Heiner Mikosch and Stefan Neuwirth
ETH Zürich - KOF Swiss Economic Institute and Swiss State Secretariat for Economic Affairs SECO
Downloads 124 (428,306)
Citation 2

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Forecasting, mixed frequency data, MIDAS, VAR, real time

2.

The Nowcasting Lab: Live Out-of-Sample Forecasting and Model Testing

Number of pages: 65 Posted: 09 Feb 2023
ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute, Swiss State Secretariat for Economic Affairs SECO, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zürich - KOF Swiss Economic Institute
Downloads 312 (184,680)
Citation 1

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Forecasting, nowcasting, GDP, automated, live, real time

Uncertainty and Information Acquisition: Evidence from Firms and Households

Number of pages: 80 Posted: 11 Feb 2022
ETH Zürich - KOF Swiss Economic Institute, University of Cologne, ETH Zurich and University of Copenhagen
Downloads 111 (466,086)

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Information acquisition, Uncertainty, Expectation formation, Firms, Households.

Uncertainty and Information Acquisition: Evidence from Firms and Households

Number of pages: 81 Posted: 11 Feb 2022
University of Cologne, ETH Zürich - KOF Swiss Economic Institute, ETH Zurich and University of Copenhagen
Downloads 65 (654,295)

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Information acquisition, Uncertainty, Stake Size, Firms, Households,

Uncertainty and Information Acquisition: Evidence from Firms and Households

CESifo Working Paper No. 9462
Number of pages: 82 Posted: 10 Dec 2021
ETH Zürich - KOF Swiss Economic Institute, University of Cologne, ETH Zurich and University of Copenhagen
Downloads 32 (884,050)
Citation 1

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information acquisition, uncertainty, stake size, firms, households

Uncertainty and Information Acquisition: Evidence from Firms and Households

CEPR Discussion Paper No. DP16765
Number of pages: 83 Posted: 04 Feb 2022
ETH Zürich - KOF Swiss Economic Institute, University of Warwick, Faculty of Social Studies, Department of Economics, Students, ETH Zurich and University of Copenhagen
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4.

Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?

KOF Working Paper No. 359
Number of pages: 45 Posted: 11 Jul 2014
Heiner Mikosch and Ying Zhang
ETH Zürich - KOF Swiss Economic Institute and Partners Group
Downloads 187 (303,981)
Citation 3

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forecasting, mixed frequency data, MIDAS, China, GDP growth

5.

Membership Has its Privileges – The Effect of Membership in International Organizations on FDI

CEGE Discussions Paper No. 114
Number of pages: 46 Posted: 22 Oct 2010
Axel Dreher, Heiner Mikosch and Stefan Voigt
Heidelberg University, ETH Zürich - KOF Swiss Economic Institute and University of Hamburg - Institute of Law & Economics
Downloads 173 (325,809)
Citation 5

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Membership in International Organizations, FDI, Investment Climate, Political Risk, Signaling, Separating Equilibrium

6.

Tracking Economic Activity With Alternative High-Frequency Data

Number of pages: 66 Posted: 22 Nov 2022 Last Revised: 24 May 2024
ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute and Swiss State Secretariat for Economic Affairs SECO
Downloads 164 (341,221)
Citation 2

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Mixed-Frequency Dynamic Factor Model, Data Augmentation, Alternative High-Frequency Data, Real-Time Economic Activity Indicator

7.

Uncertainty Shocks, Adjustment Costs and Firm Beliefs: Evidence From a Representative Survey

KOF Working Paper, No. 496, October 2021
Number of pages: 73 Posted: 18 Nov 2021 Last Revised: 11 Apr 2022
Andreas Dibiasi, Heiner Mikosch and Samad Sarferaz
Aix Marseille University, ETH Zürich - KOF Swiss Economic Institute and ETH Zurich
Downloads 147 (373,712)
Citation 5

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Uncertainty, Shock, Firms, Survey, Vignette, Expectations, Investment, Employment, Production

8.

How are Firms Affected by Exchange Rate Shocks? Evidence from Survey Based Impulse Responses

KOF Working Papers No. 371
Number of pages: 36 Posted: 21 Feb 2015
ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute, ETH Zurich and ETH Zürich - KOF Swiss Economic Institute
Downloads 112 (460,564)
Citation 3

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Swiss franc/euro exchange rate floor, survey based impulse responses, macroeconomic shock identification, structural micro data, disaggregation

9.

Membership has Its Privileges - The Effect of Membership in International Organizations on FDI

CESifo Working Paper Series No. 3231
Number of pages: 41 Posted: 09 Nov 2010
Axel Dreher, Heiner Mikosch and Stefan Voigt
Heidelberg University, ETH Zürich - KOF Swiss Economic Institute and University of Hamburg - Institute of Law & Economics
Downloads 110 (466,716)
Citation 2

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membership in international organizations, FDI, investment climate, political risk, signaling, separating equilibrium

Has the EMU Reduced Wage Growth and Unemployment? Testing a Model of Trade Union Behaviour

CESifo Working Paper Series No. 3453
Number of pages: 28 Posted: 25 May 2011
Heiner Mikosch and Jan-Egbert Sturm
ETH Zürich - KOF Swiss Economic Institute and KOF Swiss Economic Institute, ETH Zurich
Downloads 68 (638,519)
Citation 1

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common currency areas, EMU, Phillips curve, unemployment, wages

Has the EMU Reduced Wage Growth and Unemployment? Testing a Model of Trade Union Behaviour

KOF Swiss Economic Institute Working Paper No. 280
Number of pages: 29 Posted: 29 Apr 2011
Heiner Mikosch and Jan-Egbert Sturm
ETH Zürich - KOF Swiss Economic Institute and KOF Swiss Economic Institute, ETH Zurich
Downloads 36 (849,337)

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Common currency areas, EMU, Phillips curve, unemployment, wages

11.

Sticky Prices, Competition and the Phillips Curve

KOF Working Paper No. 294
Number of pages: 53 Posted: 13 Jan 2012
Heiner Mikosch
ETH Zürich - KOF Swiss Economic Institute
Downloads 82 (565,850)
Citation 1

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price stickiness, Phillips curve, real rigidity, micro data

12.

An Observation-Driven Mixed-Frequency VAR Model With Closed-Form Solution

Number of pages: 48 Posted: 16 Apr 2024
Maurizio Daniele, Heiner Mikosch and Stefan Neuwirth
ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute and Swiss State Secretariat for Economic Affairs SECO
Downloads 80 (574,264)

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VAR, mixed-frequency data, forecasting, Bayesian estimation

13.

Should One Follow Movements in the Oil Price or in Money Supply? Forecasting Quarterly GDP Growth in Russia with Higher-Frequency Indicators

BOFIT Discussion Paper No. 19/2017
Number of pages: 41 Posted: 12 Dec 2017 Last Revised: 18 Nov 2021
Heiner Mikosch and Laura Solanko
ETH Zürich - KOF Swiss Economic Institute and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads 73 (604,682)

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forecasting, mixed frequency data, Russia, GDP growth

14.

Macro and Micro Level Impulse Responses: A Survey Experimental Identification Procedure

KOF Working Paper No. 386
Number of pages: 45 Posted: 16 Jun 2015
ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute, ETH Zurich and ETH Zürich - KOF Swiss Economic Institute
Downloads 72 (609,287)
Citation 1

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Survey based impulse responses, survey experiments, macroeconomic shock identification, firm level data, oil price shock

15.

Seeing and Hearing is Believing: The Role of Audiovisual Communication in Shaping Inflation Expectations

KOF Working Papers No. 515, KOF Swiss Economic Institute, ETH Zurich
Number of pages: 61 Posted: 28 Mar 2024 Last Revised: 24 May 2024
ETH Zürich, ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute and ETH Zurich
Downloads 62 (658,896)

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Inflation expectations, central bank communication, randomized survey experiment, communication mediums, monetary policy

16.

What Do Firm Managers Tell Us About the Transmission Channels of Oil Price Shocks?

KOF Working Papers No. 507, ETH Zurich (2022)
Number of pages: 59 Posted: 20 Dec 2022
ETH Zürich - KOF Swiss Economic Institute, ETH Zürich - KOF Swiss Economic Institute, ETH Zurich and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 38 (811,038)

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Oil price shocks, transmission channels, firms, expectations, surveys, vignettes