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Macro wine in financial skins : the Oil-FX interdependence
Weber, Enzo (contributor) - 2008
This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing …
Persistent link: https://www.econbiz.de/10003727689
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Testing for codependence of non-stationary variables
Trenkler, Carsten; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697059
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Macro wine in financial skins: the Oil-FX interdependence
Weber, Enzo - 2008
This paper analyses mutual causalities between crude oil price and euro / US dollar exchange rate. Instead of focusing …
Persistent link: https://www.econbiz.de/10010263739
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On the identification of codependent VAR and VEC Models
Trenkler, Carsten; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697061
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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The effects of skill-biased technical change on productivity flattening and hours worked
Hutter, Christian; Weber, Enzo - 2017
In a structural macroeconometric analysis based on comprehensive micro data, we examine the role of skill-biased technical change for the flattening of productivity growth and effects on hours worked. The results show that more than 60 percent of the slowdown in productivity growth in Germany...
Persistent link: https://www.econbiz.de/10011752244
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Identifying the shocks behind business cycle asynchrony in Euroland
Trenkler, Carsten; Weber, Enzo - 2012
This paper investigates which shocks drive asynchrony of business cycles in the euro area. Thereby, it unites two …. Results reveal that differences in the GDP dynamics in several peripheral countries compared to a euro zone core are triggered …
Persistent link: https://www.econbiz.de/10011489953
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Structural dynamic conditional correlation
Weber, Enzo - 2008
). The additional fexibility is shown to make an important contribution in the estimation of empirical real-data examples …
Persistent link: https://www.econbiz.de/10003796131
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Risk and policy shocks on the US term structure
Weber, Enzo; Wolters, Jürgen - 2010
Persistent link: https://www.econbiz.de/10003943724
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On the sources of U.S. stock market comovement
Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10003943740