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Kuntz, Laura-Chloé - 2020

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...

Persistent link: https://www.econbiz.de/10012264452

The timing of monetary policy shocks

Olivei, Giovanni P. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003335381

The lag from monetary policy actions to inflation : Friedman revisited

Batini, Nicoletta; Nelson, Edward - 2002

This paper updates and extends Friedman's (1972) evidence on the lag between monetary policy actions and the response of inflation. Our evidence is based on UK and US data for the period 1953 2001 on money growth rates, inflation, and interest rates, as well as annual data on money growth and...

Persistent link: https://www.econbiz.de/10011518018

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major … exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for …-volatility periods. The biggest forecast improvements are obtained by modelling time variation in the volatilities of the innovations …

Persistent link: https://www.econbiz.de/10011489395

Wage setting patterns and monetary policy : international evidence

Olivei, Giovanni P. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003731035

Compiling a harmonized database from Germany's 1978 to 2003 sample surveys of income and expenditure

Bönke, Timm; Schröder, Carsten; Werdt, Clive - 2010

We outline a procedure for combining six cross-sections of the German Sample Survey of Income and Expenditure, and discuss potential pitfalls of such a venture. Particularly, we investigate the consequences of a major break in the survey design for inter-temporal comparisons of expenditure...

Persistent link: https://www.econbiz.de/10003952561

Maturity shortening and market failure

Thierfelder, Felix - 2012

Motivated by the financial crisis of 2007-2009 several papers have provided explanations for why liquidity may dry up during market stress. This paper also looks at this issue but focuses on the question as to why the liquidity crunch was not uniform across maturities. As funding pressures were...

Persistent link: https://www.econbiz.de/10009509089

The optimal timing of UI benefits : theory and evidence from Sweden

Kolsrud, Jonas; Landais, Camille; Nilsson, J. Peter; … - 2015

Persistent link: https://www.econbiz.de/10011296871

Term limits and electoral accountability

Smart, Michael (contributor); Sturm, Daniel (contributor) - 2006

Persistent link: https://www.econbiz.de/10003403175

Duration and calendar time dependence of the exit rate out of unemployment in Belgium : is it true or spurious?

Cockx, Bart; Dejemeppe, Muriel - 2000

Persistent link: https://www.econbiz.de/10001456580

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