Philipp Kronenberg
Biographic Data
| ID | 9678691 |
|---|---|
| NAME | Philipp Kronenberg |
| GIVEN NAMES | Philipp |
| FAMILY NAME | Kronenberg |
| SIGNATURE | KRONENBERG P |
| AFFILIATIONS | KOF Swiss Economic Institute ETH Zurich Zurich Switzerland |
| ORCID | 0000-0002-7009-9048 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Tracking Economic Activity With Alternative High‐Frequency Data
Monthly macroeconomic series captured the sharp fluctuations during the COVID‐19 pandemic only with a lag. The use of alternative high‐frequency data is promising for crisis periods, but it is difficult to extract relevant business cycle information from them. We present a Bayesian mixed‐frequency dynamic factor model with stochastic volatility for measuring GDP growth at high‐frequency intervals. Its novelty is an additional state‐space block, i…
No prominent works on this page.
Tracking Economic Activity With Alternative High‐Frequency Data
Monthly macroeconomic series captured the sharp fluctuations during the COVID‐19 pandemic only with a lag. The use of alternative high‐frequency data is promising for crisis periods, but it is difficult to extract relevant business cycle information from them. We present a Bayesian mixed‐frequency dynamic factor model with stochastic volatility for measuring GDP growth at high‐frequency intervals. Its novelty is an additional state‐space block, i…
Computer Science (1 work) · Econometrics (1 work) · Economics (1 work) · Financial Risk and Volatility Modeling (1 work) · Market Dynamics and Volatility (1 work) · Monetary Policy and Economic Impact (1 work) · Psychology (1 work)