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Long-run money demand in the new EU Member States with exchange rate effects
Dreger, Christian; Reimers, Hans-Eggert; Roffia, Barbara - 2006
analysis in the new Member States of the European Union (EU) is conducted using panel cointegration methods. A well …
Persistent link: https://www.econbiz.de/10011604674
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Long-Run Money Demand in the New EU Member States with Exchange Rate Effects
Dreger, Christian; Reimers, Hans-Eggert; Roffia, Barbara - 2021
analysis in the new Member States of the European Union (EU) is conducted using panel cointegration methods. A well …
Persistent link: https://www.econbiz.de/10013317611
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Regime-Switching Global Vector Autoregressive Models
Binder, Michael - 2013
The purpose of the paper is to develop a Regime-Switching Global Vector Autoregressive (RS-GVAR) model. The RS-GVAR model allows for recurring or non-recurring structural changes in all or a subset of countries. It can be used to generate regime-dependent impulse response functions which are...
Persistent link: https://www.econbiz.de/10013078535