Martyna Marczak

University of Hohenheim

Schloss, Museumsfluegel

Stuttgart, 70593

Germany

http://labour.uni-hohenheim.de/

SCHOLARLY PAPERS

6

DOWNLOADS

209

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach

CEIS Working Paper No. 325
Number of pages: 46 Posted: 24 Aug 2014
Martyna Marczak and Tommaso Proietti
University of Hohenheim and University of Rome II - Department of Economics and Finance
Downloads 102 (271,882)
Citation 4

Abstract:

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Indicator saturation, seasonal adjustment, structural time series model, outliers, structural change, general-to-specific approach, state space model

2.

A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models

CEIS Working Paper No. 374
Number of pages: 30 Posted: 31 Mar 2016
Martyna Marczak, Tommaso Proietti and Stefano Grassi
University of Hohenheim, University of Rome II - Department of Economics and Finance and University of Kent - Canterbury Campus
Downloads 51 (399,818)

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robust filtering, augmented Kalman filter, structural time series model, additive outlier, innovation outlier

3.

EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

CEIS Working Paper No. 340
Number of pages: 45 Posted: 14 Apr 2015
Tommaso Proietti, Martyna Marczak and Gian Luigi Mazzi
University of Rome II - Department of Economics and Finance, University of Hohenheim and Eurostat
Downloads 30 (485,647)

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Density Forecast Combination and Evaluation; Mixed–Frequency Data; Dynamic Factor Models; State Space Models

Real Wages and the Business Cycle in Germany

IZA Discussion Paper No. 5199
Number of pages: 37 Posted: 04 Oct 2010
Martyna Marczak and Thomas Beissinger
University of Hohenheim and University of Hohenheim
Downloads 17 (581,204)

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real wages, business cycle, frequency domain, time domain, Germany, trend-cycle decomposition, structural time series model, phase angle

Real Wages and the Business Cycle in Germany

Empirical Economics, 2012
Posted: 18 Feb 2012
Martyna Marczak and Thomas Beissinger
University of Hohenheim and University of Hohenheim

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Real wages, business cycle, frequency domain, phase angle, time domain, trend-cycle decomposition, structural time series model, Germany

5.

Competitiveness at the Country-Sector Level: New Measures Based on Global Value Chains

IZA Discussion Paper No. 11499
Number of pages: 72 Posted: 14 May 2018
Martyna Marczak and Thomas Beissinger
University of Hohenheim and University of Hohenheim
Downloads 9 (612,111)

Abstract:

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unit labor costs, real effective exchange rate, global supply chains, input-output analysis, sectoral analysis, international competitiveness, WIOD, Germany

6.

Illuminating the World Cup Effect: Night Lights Evidence from South Africa

Journal of Regional Science, Vol. 58, Issue 5, pp. 887-920, 2018
Number of pages: 34 Posted: 09 Nov 2018
Gregor Pfeifer, Fabian Wahl and Martyna Marczak
University of Hohenheim, University of Hohenheim - Department of Economics and University of Hohenheim
Downloads 0 (692,841)
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economic growth, Football World Cup, mega sports events, night lights data, public infrastructure, South Africa, synthetic control methods