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Early warning system of government debt crises
Dreger, Christian; Cholodilin, Konstantin Arkadʹevič - 2018
. Against this backdrop, early warning systems are of crucial importance. In this study that focuses on euro area member states …
Persistent link: https://www.econbiz.de/10011803028
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Money and Inflation in the euro area during the financial crisis
Dreger, Christian; Wolters, Jürgen - 2011
This paper explores the stability of the relation between money demand for M3 and inflation in the euro area by …
Persistent link: https://www.econbiz.de/10009427840
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Drivers of exchange rate dynamics in selected CIS countries : evidence from a FAVAR analysis
Dreger, Christian; Fidrmuc, Jarko - 2009
We investigate the likely sources of exchange rate dynamics in selected CIS countries (Russia, Kazakhstan, Ukraine, Kyrgyzstan, Azerbaijan, and Moldova) over the past decade (1999-2008). The analysis is based on country VAR models augmented by a regional common factor structure (FAVAR model)....
Persistent link: https://www.econbiz.de/10003818764