Showing 1 - 10 of 15
The goal of the paper is to decompose gross exports/imports to/from Germany for seven selected economies in Central and Eastern Europe (CEE): the Czech Republic, Estonia, Hungary, Lithuania, Latvia, Poland, and Slovakia for 2000 and 2014, to identify the role of German in absorbing, reflecting,...
Persistent link: https://www.econbiz.de/10012033048
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …
Persistent link: https://www.econbiz.de/10010435454
Persistent link: https://www.econbiz.de/10012421579
The notion of the 'holy poor' ceased to figure significantly in the literature of most developed countries after World War II but continues to resonate in countries where poverty is widespread and the Church has grown. This paper explores 1. the origins of the 'holy poor' in the Hebrew Bible,...
Persistent link: https://www.econbiz.de/10012261845
Using vector autoregressions on U.S. time series relative to an aggregate of industrialized countries, this paper provides new evidence on the dynamic effects of government spending and technology shocks on the real exchange rate and the terms of trade. To achieve identi¬fication, we derive...
Persistent link: https://www.econbiz.de/10005138848
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory … series of statistical tools to perform our analyses. The results shed light on the forecast quality of VaR models of the …
Persistent link: https://www.econbiz.de/10005120785
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory … series of statistical tools to perform our analyses. The results shed light on the forecast quality of VaR models of the …
Persistent link: https://www.econbiz.de/10010986415
Using vector autoregressions on U.S. time series relative to an aggregate of industrialized countries, this paper provides new evidence on the dynamic effects of government spending and technology shocks on the real exchange rate and the terms of trade. To achieve identification, we derive...
Persistent link: https://www.econbiz.de/10010986488
identified in a VAR model so they can be interpreted as countryspecific and global supply shocks. The dynamic properties of the … model are analyzed and the relative importance of each shock is measured. It is shown that the VAR model matches most of the …
Persistent link: https://www.econbiz.de/10010958556
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response … response parameters exceeds the number of VAR model parameters. Situations in which this order condition is violated arise …
Persistent link: https://www.econbiz.de/10011097611