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During its experiences as statistic consultant, GRETA tackled with both theoretical and empirical tasks as well as with the production of statistics. The know-how of the associates and of GRETA's staff allows to develop and analyse various thematics; in particular, GRETA can make available projects (from planning, to implementation and analysis of the outcomes) in the following areas:

treatment and analysis of financial data (monthly, weekly, daily and intra-daily frequencies), in particular with respect to the estimation of variances and correlations;
analysis of financial series and formulation of multivariate models (for correlation analysis, variance analysis, foreign exchange market analysis);
estimation of relevant statistics for aggregates of countries (Euro area, EU, Enlarged EU...);
temporal disaggregation techniques for the estimation of macroeconomic variables at non-available frequencies;
business cycle analysis and financial cycle analysis, identification of turning points, model formulation and dating parametric and non-parametric methodologies; formulation of multivariate VAR model with regime switches;
construction of composite leading indicators;
back-recalculation and constrained recalculation of official statistics using the partial available informations;
interpretation and use of business and consumer surveys for forecasting and business cycle dating purposes;
formulation of forecasting models for "flash" estimation of relevant variables of combined forecasts;
analysis of revisions on official statistics;
teaching and tutorials in statistics and econometrics (GRETA organises several courses on its own premises).

Recently,GRETA provided statistics concultancies (both methodologial and data production) to the Unit A6 of EUROSTAT (see the concluded projects). The obtained results are collected in a set of reports and softwares sold to EUROSTAT.

Further experiences cover the creation of the MERAMO model for the foreign exchange market analysis (developed for ENI) and the analysis of financial data under the project HCM "A comparison of econometric techniques for inference based on financial data". The results of this last project are reported in several working papers issued by GRETA (see the working paper series)

GRETA's staff includes academics and allows for the development of ad hoc projects

 

 

 

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Monthly Econometric Financial International Model - MEFIM
Econometric Financial Regional Model - MEFR
MEFIM Plus
Global Asset Model - GAM
GRETA Pension Fund Performance - GRETA-PFP
GRETA Regional Econometric Model - GREM
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JAE 2005
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