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Business cycles in EU member states
Buscher, Herbert S. - 1999
The paper investigates the business cycle relationships between the EU-15, the EU-11, as well as the EU-core countries for the period 1971 to 1997. Emphasis is put on the question whether there is a synchronization in the national business cycles or not. Using One-way- and Twoway-Anova...
Persistent link: https://www.econbiz.de/10013428213
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Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - 2024
Persistent link: https://www.econbiz.de/10015047395
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Capital mobility within EMU
Stirböck, Claudia; Heinemann, Friedrich - 1999
in the Eurozone. It is the aim of this paper to assess the likely degree of capital mobility in the FH sense within EMU …
Persistent link: https://www.econbiz.de/10013428227
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The evolution of economic convergence in the European Union
Borsi, Mihály Tamás; Metiu, Norbert - 2013
This paper investigates economic convergence in real income per capita between 27 European Union countries. We employ a … convergence in the EU, however, we identify subgroups that converge to different steady states using an iterative testing … procedure. Regional linkages play a significant role in determining the formation of convergence clubs. The empirical evidence …
Persistent link: https://www.econbiz.de/10009784195
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The convergence processes in Europe and Latvia
Meļihovs, Aleksejs; Kasjanovs, Igors - 2011
Persistent link: https://www.econbiz.de/10011438236
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Nowcasting GDP with a large factor model space
Eraslan, Sercan; Schröder, Maximilian - 2019
-time data flow as well as parameter uncertainty and time-varying volatility. In addition, we develop a fast estimation algorithm … German GDP. Our recursive out-of-sample forecast evaluation results reveal that our framework is able to generate forecasts …
Persistent link: https://www.econbiz.de/10012119825
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Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10010471858
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The (ir)relevance of the nominal lower bound for real yield curve analysis
Schupp, Fabian - 2020
I propose a new term structure model for euro area real and nominal interest rates which explicitly incorporates a time-varying lower bound for nominal interest rates. Results suggest that the lower bound is of importance in structural analyses implying time-varying impulse responses of yield...
Persistent link: https://www.econbiz.de/10012222610
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Bank loan supply shocks and alternative financing of non-financial corporations in the euro area
Mandler, Martin; Scharnagl, Michael - 2019
We analyse the macroeconomic effects of exogenous contractions in bank lending to non-financial corporations in the Euro Area, Germany, France, Italy and Spain using a Bayesian vector autoregressive model with endogenous hyperparameter selection and identification via sign restrictions. We focus...
Persistent link: https://www.econbiz.de/10012034573
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Money growth and consumer price inflation in the euro area : a wavelet analysis
Mandler, Martin; Scharnagl, Michael - 2014
Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet analysis. Wavelet analysis allows to account for variations in the money growth-inflation relationship both across the frequency spectrum and across time. We find evidence of...
Persistent link: https://www.econbiz.de/10010433361