CESifo Research Network Fellow

Peter A. Zadrozny

Bureau of Labor Statistics
Division of Price Index Number Research
2 Massachusetts Ave., NE, 20212, Washington, USA, DC

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

  • Multivariate Time Series Modelling
  • Computational Economics
  • Macro Forecasting
  • Price Indexes
  • Productivity Analysis

CESifo Working Papers

Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims

Peter A. Zadrozny
CESifo, Munich, 2022
CESifo Working Paper No. 10078

Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI

Peter A. Zadrozny
CESifo, Munich, 2016
CESifo Working Paper No. 5897

Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.

Peter A. Zadrozny
CESifo, Munich, 2016
CESifo Working Paper No. 5884

Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model

Baoline Chen, Peter A. Zadrozny
CESifo, Munich, 2005
CESifo Working Paper No. 1526

Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process

Peter A. Zadrozny
CESifo, Munich, 2005
CESifo Working Paper No. 1505

Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data

Stefan Mittnik, Peter A. Zadrozny
CESifo, Munich, 2004
CESifo Working Paper No. 1203