US Domestic Currency in Forecast Error Variance Decompositions of Inflation and Output

We find that domestic currency, currency corrected for foreign holdings, has a substantial share in forecast error variance decomposition of US inflation. We also find that domestic currency has higher share of the forecast error variance decomposition of US real output than any other narrow monetary aggregate we consider

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Year of publication:	2014
Authors:	Aksoy, Yunus
Other Persons:	Piskorski, Tomasz (contributor)
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Inflation \| Dekompositionsverfahren \| Decomposition method \| Bruttoinlandsprodukt \| Gross domestic product \| USA \| United States \| Geldmenge \| Money supply \| US-Dollar \| US dollar \| Reservewährung \| Reserve currency \| Prognoseverfahren \| Forecasting model \| Informationswert \| Information value
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 86, 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2014 erstellt Volltext nicht verfügbar
Classification:	E3 - Prices, Business Fluctuations, and Cycles ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013056801