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A Framework for Forecasting the Components of the Consumer Price
Aron, Janine; Muellbauer, John; Pretorius, Coen - EconWPA - 2004
Inflation is a far from homogeneous phenomenon, but this fact is ignored in most work on consumer price inflation …, allowing sectoral sources of inflation to be identified. Aggregating the forecasts of the components with appropriate weights …
Persistent link: https://www.econbiz.de/10005062419
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A Structural Model of the Inflation Process in South Africa
Aron, Janine; Muellbauer, John; Smit, Benjamin - EconWPA - 2004
We build a 4-equation model of the inflation process in South Africa (which has recently adopted inflation targeting … inflation. The model is in the tradition of central bank models of the inflation process, but carefully tests for asymmetries …
Persistent link: https://www.econbiz.de/10005556034
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MODEL OF INFLATION PROCESSES IN THE REPUBLIC OF BELARUS
Chernookiy, Valery - EconWPA - 2005
This paper discusses the econometric model of inflation processes in the Republic of Belarus which makes it possible to …
Persistent link: https://www.econbiz.de/10005561160
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Purchasing power parity: an empirical study of three EMU countries
Duarte, António Portugal - EconWPA - 2005
We apply Purchasing Power Parity (PPP) theory to the analysis of long- run equilibrium in the foreign exchange market. We study the case of Portugal vis-à-vis Germany and Spain, and the case of Spain vis-à-vis Germany, in the period 1960-1990. The empirical analysis was based on unit-root...
Persistent link: https://www.econbiz.de/10005124909
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Economia sintetica
Vildosola, Luis - EconWPA - 1998
Theoretical study identifying one modality with conditions necesary for the financial stabilization of an inherently unstable system; and 5040 other unstable dynamic modes. It draws on knowledge made available by the academic field of Control Engineering.
Persistent link: https://www.econbiz.de/10005125628
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The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence.
Maro, Vincenzo Di - EconWPA - 2002
This paper analyses the NAIRU making use of a cointegrated VAR and of Italian labour market data. We show that a cointegrated VAR represents a statistically adequate (using Aris Spanos's terminology) approach to the estimation of the NAIRU. This is an effective way to overcome several problems...
Persistent link: https://www.econbiz.de/10005062554
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Purchasing power parity: an empirical study of three EMU countries
Duarte, António Portugal - EconWPA - 2005
We apply Purchasing Power Parity (PPP) theory to the analysis of long- run equilibrium in the foreign exchange market. We study the case of Portugal vis-à-vis Germany and Spain, and the case of Spain vis-à-vis Germany, in the period 1960-1990. The empirical analysis was based on unit-root...
Persistent link: https://www.econbiz.de/10005408164
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A note on the modelling of hyper-inflations
SALIES, Evens; MOFFATT, Peter - EconWPA - 2004
rates of change are small. Models of hyper-inflation are a case in point, since in these models, by definition, changes in … price are large. In this letter, Cagan’s model is applied to Hungarian hyper-inflation data. It is then demonstrated that … use of the approximation in the formation of the price inflation variable is causing an upward bias in the model’s key …
Persistent link: https://www.econbiz.de/10005556297
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Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
Kostov, Philip; Lingard, John - EconWPA - 2004
The standard Vector Error Correction Model (VECM) approach to investigating the underlying dynamics of economic variables assumes a constant co-integration space. This paper relaxes this assumption by implementing a regime switching VECM that allows for shifts in both the drift and the long-run...
Persistent link: https://www.econbiz.de/10005556387
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DEMAND PULL AND SUPPLY PUSH IN PORTUGUESE CABLE TELEVISION
Leitão, João - EconWPA - 2004
In this paper a Vector Autoregressive Model is applied to the most representative Portuguese cable television operators, in order to obtain a dynamic analysis of the interactivity established between the supply and the demand of network services, through the strategy of vertical integration of...
Persistent link: https://www.econbiz.de/10005556388