Vladimir Kuzin

German Institute for Economic Research (DIW Berlin)

Mohrenstra├če 58

Berlin, 10117

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

265

SSRN CITATIONS
Rank 12,194

SSRN RANKINGS

Top 12,194

in Total Papers Citations

5

CROSSREF CITATIONS

75

Scholarly Papers (5)

Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

CESifo Working Paper Series No. 2845
Number of pages: 27 Posted: 13 Nov 2009
Brunel University London - Department of Economics and Finance, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 84 (313,005)

Abstract:

Loading...

stock market, financial integration, European Monetary Union convergence, factor model

Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

DIW Berlin Discussion Paper No. 932
Number of pages: 25 Posted: 01 Nov 2009
Brunel University London - Department of Economics and Finance, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 75 (335,186)
Citation 11

Abstract:

Loading...

Stock Market, Financial Integration, European Monetary Union Convergence, Factor Model

2.

Midas Versus Mixed-Frequency VAR: Nowcasting GDP in the Euro Area

Bundesbank Series 1 Discussion Paper No. 2009,07
Number of pages: 36 Posted: 08 Jun 2016
German Institute for Economic Research (DIW Berlin), European University Institute and Deutsche Bundesbank
Downloads 49 (409,813)

Abstract:

Loading...

nowcasting, mixed-frequency data, mixed-frequency VAR, MIDAS

3.

Unemployment and Portfolio Choice: Does Persistence Matter?

DIW Berlin Discussion Paper No. 978
Number of pages: 28 Posted: 06 Jun 2010
Vladimir Kuzin and Franziska Bremus
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 30 (489,055)
Citation 2

Abstract:

Loading...

Precautionary savings, unemployment insurance, long-term unemployment, income uncertainty

Pooling Versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP

Bundesbank Series 1 Discussion Paper No. 2009,03
Number of pages: 56 Posted: 08 Jun 2016
German Institute for Economic Research (DIW Berlin), European University Institute and Deutsche Bundesbank
Downloads 19 (571,688)

Abstract:

Loading...

casting, forecast combination, forecast pooling, model selection, mixed - frequency data, factor models, MIDAS

Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP

CEPR Discussion Paper No. DP7197
Number of pages: 41 Posted: 11 Mar 2009
German Institute for Economic Research (DIW Berlin), European University Institute and Deutsche Bundesbank
Downloads 4 (680,795)
  • Add to Cart

Abstract:

Loading...

factor models, forecast combination, forecast pooling, MIDAS, mixed-frequency data, model selection, nowcasting

5.

Midas Vs. Mixed-Frequency VAR: Nowcasting GDP in the Euro Area

CEPR Discussion Paper No. DP7445
Number of pages: 25 Posted: 07 Oct 2009
German Institute for Economic Research (DIW Berlin), European University Institute and Deutsche Bundesbank
Downloads 4 (651,447)
Citation 4
  • Add to Cart

Abstract:

Loading...

euro area growth, MIDAS, mixed-frequency data, mixed-frequency VAR, nowcasting