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The forward premium puzzle and latent factors day by day

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010

We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...

Persistent link: https://www.econbiz.de/10003949496

The structure of income in elderly households and relative poverty rates in Japan from the viewpoint of international comparisons

Murozumi, Masako (contributor); Shikata, Masato (contributor) - 2008

We examine the poverty rates and the income configurations among Japan and the LIS countries. The LIS countries are … Germany, Italy, the UK, Denmark, the US, and Taiwan. We divide household including elderly into five types: living alone … decreasing recently in Japan. In Japan and Taiwan even in households cohabiting with children, the poverty rates and income …

Persistent link: https://www.econbiz.de/10003749008

International evidence on the sources of macroeconomic fluctuations

Bergman, Michael U. - In: European economic review : EER 40 (1996) 6, pp. 1237-1258

Persistent link: https://www.econbiz.de/10001202719

Is there trend reversion in purchasing power parity?

Ardeni, Pier Giorgio - In: European economic review : EER 35 (1991) 5, pp. 1035-1055

Persistent link: https://www.econbiz.de/10001108184

Exchange rate and wage-price dynamics : a theoret. analysis and an econometric investigation

Artus, Patrick - In: European economic review : EER 30 (1986) 1, pp. 57-90

Persistent link: https://www.econbiz.de/10001020586

Interpreting the macroeconomic time series facts : the effects of monetary policy

Sims, Christopher A. - In: European economic review : EER 36 (1992) 5, pp. 975-1000

Persistent link: https://www.econbiz.de/10001330175

Gross worker and job flows in Europe

Burda, Michael C. - In: European economic review : EER 38 (1994) 6, pp. 1287-1315

Persistent link: https://www.econbiz.de/10001332255

Monetary policy rules in practice : some international evidence

Clarida, Richard H. - In: European economic review : EER 42 (1998) 6, pp. 1033-1067

Persistent link: https://www.econbiz.de/10001338478

Is smoking behavior culturally determined? : evidence from British immigrants

Christopoulou, Rebekka; Lillard, Dean R. - 2013

We exploit migration patterns from the UK to Australia, South Africa, and the US to investigate whether a person's decision to smoke is determined by culture. For each country, we use retrospective data to describe individual smoking trajectories over the life-course. For the UK, we use these...

Persistent link: https://www.econbiz.de/10009696931

Cultural diversity and economic growth : evidence from the US during the age of mass migration

Ager, Philipp; Brückner, Markus - In: European economic review : EER 64 (2013), pp. 76-97

Persistent link: https://www.econbiz.de/10010360145

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