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A common model approach to macroeconomics : using panel data reduce sampling error

Gavin, William T. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986936

Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset … the longer their investment horizon, while the optimal allocation to stocks declines as a function of the investment … returns from the dividend yield give rise to a non-monotonic relationship between the investment horizon and the demand for …

Persistent link: https://www.econbiz.de/10002917579

Financial deepening and investment in Africa : evidence from Botswana and Mauritius

MacPherson, Malcolm F. (contributor); … - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001530997

Income distribution, investment, and growth

Larraín Bascuñán, Felipe - 1997

Persistent link: https://www.econbiz.de/10000982476

The response of long-term interest rates to news about monetary policy actions : empirical evidence for the US and Germany

Nautz, Dieter; Wolters, Jürgen - 1998

We reexamine the expectations theory of the term structure focusing on the question how monetary policy actions indicated by changes in the very short rate affect long-term interest rates. Our main point is that the expectations hypothesis implies that very long rates should only react to...

Persistent link: https://www.econbiz.de/10009578577

The transmission of German monetary policy in the pre-Euro period

Lütkepohl, Helmut; Wolters, Jürgen - 2001

analysis ; monetary policy ; money demand ; structural vector error correction model …

Persistent link: https://www.econbiz.de/10009616780

Comparison of bootstrap confidence intervals for impulse responses of German monetary systems

Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999

. Special emphasis is placed on systems with cointegrated variables. -- monetary policy ; bootstrap ; impulse response ; money …

Persistent link: https://www.econbiz.de/10009580485

Was there a regime change in the German monetary transmission mechanism in 1983?

Candelon, Bertrand; Lütkepohl, Helmut - 2000

policy was satisfied. -- cointegration analysis ; monetary policy ; Markov regime switching analysis ; money demand ; vector …

Persistent link: https://www.econbiz.de/10009583433

Lag selection in subset VAR models with an application to a US monetary system

Brüggemann, Ralf; Lütkepohl, Helmut - 2000

Alternative modeling strategies for specifying subset VAR models are considered. It is shown that under certain conditions a testing procedure based on t-ratios is equivalent to sequentially eliminating lags that lead to the largest improvement in a prespecified model selection criterion. A...

Persistent link: https://www.econbiz.de/10009583885

Tobins̉ imperfect asset substitution in optimizing general equilibrium

Andrés, Javier (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001987130