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Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise: ein ARDL-Ansatz für Deutschland

Belke, Ansgar - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

konzentriert sich erstmals auf die Bundesrepublik Deutschland, deren Immobilienmarkt von einer moderaten Preisentwicklung … Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen …

Persistent link: https://www.econbiz.de/10008509517

Multicointegration in US Consumption Data

Siliverstovs, Boriss - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2003

The present paper tests for the existence of multicointegration between real per capita private consumption expenditure and real per capita disposable personal income in the USA. In doing so, we exploit the fact that the flows of disposable income and consumption expenditure on the one hand, and...

Persistent link: https://www.econbiz.de/10005018683

Effects of Global Liquidity on Commodity and Food Prices

Belke, Ansgar; Bordon, Ingo G.; Volz, Ulrich - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012

This paper investigates the relationship between global liquidity and commodity and food prices applying a global cointegrated vector-autoregressive model. We use different measures of global liquidity and various indices of commodity and food prices for the period 1980-2011. Our results support...

Persistent link: https://www.econbiz.de/10010538693

How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....

Persistent link: https://www.econbiz.de/10008596278

On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013

This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate GARCH-BEKK models are estimated...

Persistent link: https://www.econbiz.de/10010635677

Monetary Policy, Global Liquidity and Commodity Price Dynamics

Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben W. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

This paper examines the interactions between money, interest rates, goods and commodity prices at a global level. For this purpose, we aggregate data for major OECD countries and follow the Johansen/Juselius cointegrated VAR approach. Our empirical model supports the view that, when controlling...

Persistent link: https://www.econbiz.de/10008636404

Modelling Turkish Migration to Germany

Akkoyunlu, Sule; Siliverstovs, Boriss - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

This study develops a time series model of Turkish migration to Germany for the period 1963-2004 using the … cointegration technique. A single cointegrating relation between the migration flow variable and the relative income ratio between … Germany and Turkey, the unemployment rates in Germany and Turkey, and the trade variable, that captures intensity of bilateral …

Persistent link: https://www.econbiz.de/10004963965

Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments

Belke, Ansgar; Beckmann, Joscha; Kühl, Michael - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

This paper examines the importance of different economic sentiments, e.g. consumer moods, for the Central and Eastern European countries (CEECs) during the transition process. We first analyze the importance of economic confidence with respect to the CEEC's financial markets. Since the...

Persistent link: https://www.econbiz.de/10008469699

Manufacturing Exports, Mining Exports and Growth: Cointegration and Causality Analysis for Chile (1960 - 2001)

Siliverstovs, Boriss; Herzer, Dierk - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2005

exports affect economic growth via increases in productivity, the study uses Johansen cointegration technique. The estimation …

Persistent link: https://www.econbiz.de/10005068680

The Role of Remittances in Migration Decision: Evidence from Turkish Migration

Akkoyunlu, Sule; Siliverstovs, Boriss - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2007

In this study we analyse the impact of workers' remittances on the decision to migrate by means of cointegration … migration to Germany over the period 1964-2004. A single cointegrating relation between the migration inflows and the relative … income ratio between Germany and Turkey, the unemployment rates in Germany and Turkey, the trade intensity variable, and …

Persistent link: https://www.econbiz.de/10005068698