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Exchange rate pass-through to consumer prices : a European perspective

Hüfner, Felix P.; Schröder, Michael - 2002

We study the pass-through of exchange rate changes to consumer prices for the euro area by estimating vector error … Prices (HICP) we compute a weighted average of the country results for the euro area. We find that in response to a ten … percent depreciation of the euro nominal effective exchange rate index, the HICP tends to increase by 0,4 percent after 12 …

Persistent link: https://www.econbiz.de/10001657237

Multifaktormodelle zur Erklärung deutscher Aktienrenditen : eine empirische Analyse

Ziegler, Andreas; Eberts, Elke; Schröder, Michael; … - 2003

Persistent link: https://www.econbiz.de/10013428577

What's on their mind: Do exchange rate forecasters stick to theoretical models?

Schröder, Michael; Dornau, Robert - 1999

-price monetary model and the Mundell-Fleming model. These models are the theoretical basis for the estimation of latent structural …

Persistent link: https://www.econbiz.de/10013428206

Unternehmens- versus Analystenbefragungen - zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen

Hüfner, Felix; Schröder, Michael - 2001

In der vorliegenden Arbeit untersuchen wir die Eignung der ifo-Geschäftserwartungen und der ZEW-Konjunkturerwartungen als Frühindikatoren für die deutsche Industrieproduktion. Anhand von Granger-Kausalitätstests wird gezeigt, dass die auf Umfragen unter Finanzanalysten basierenden...

Persistent link: https://www.econbiz.de/10013428388

Forecasting economic activity in Germany : how useful are sentiment indicators?

Hüfner, Felix; Schröder, Michael - 2002

We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic...

Persistent link: https://www.econbiz.de/10013428496

Socially responsible investments in Germany, Switzerland and the United States : an analysis of investment funds and indices

Schröder, Michael - 2003

Persistent link: https://www.econbiz.de/10013428544