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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:
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treatment and analysis
of financial data (monthly, weekly, daily and intra-daily
frequencies), in particular with respect to the estimation
of variances and correlations; |
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analysis of financial
series and formulation of multivariate models (for correlation
analysis, variance analysis, foreign exchange market analysis); |
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estimation
of relevant statistics for aggregates of countries (Euro
area, EU, Enlarged EU...); |
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temporal
disaggregation techniques for the estimation of macroeconomic
variables at non-available frequencies; |
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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; |
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construction
of composite leading indicators; |
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back-recalculation
and constrained recalculation of official statistics using
the partial available informations; |
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interpretation
and use of business and consumer surveys for forecasting
and business cycle dating purposes; |
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formulation
of forecasting models for "flash" estimation
of relevant variables of combined forecasts; |
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analysis
of revisions on official statistics; |
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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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