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1
Micro and Macro Data : A Comparison of the Household Finance and Consumption Survey with Financial Accounts in
Austria
Andreasch, Michael
-
2014
Finance and Consumption Survey (HFCS) in
Austria
with administrative records from the national accounts for the household …
Persistent link: https://www.econbiz.de/10013054679
Saved in:
2
Profit Dynamics Across the Largest Euro Area Countries and Sectors
Maurin, Laurent
-
2011
This paper explores the behavior of profits in the four largest euro area countries (
Germany
, France, Italy and Spain …
Persistent link: https://www.econbiz.de/10013117688
Saved in:
3
Modeling Euro Area Bond Yields Using a Time-Varying Factor Model
Adam, Tomas
-
2017
In this paper, we study the dynamics and drivers of sovereign bond yields in euro area countries using a factor model with time-varying loading coeffi cients and stochastic volatility, which allows for capturing changes in the pricing mechanism of bond yields. Our key contribution is exploring...
Persistent link: https://www.econbiz.de/10012963728
Saved in:
4
The Cyclicality of Effective Wages Within Employer-Employee Matches : Evidence from German Panel Data
Anger, Silke
-
2008
workers who received overtime payments. The procyclicality of earnings revealed for
Germany
is of comparable size with the one …
Persistent link: https://www.econbiz.de/10012773491
Saved in:
5
Modelling Ireland's Exchange Rates : From EMS to EMU
Bond, Derek
-
2007
This paper attempts to model the nominal and real exchange rate for Ireland, relative to
Germany
and the UK from 1975 … exchange rates are effectively modelled, and in the case of Ireland and
Germany
, Ppp is found to be valid not only in the long …
Persistent link: https://www.econbiz.de/10012775859
Saved in:
6
Mind the Gap : A Multi-Country BVAR Benchmark for the Eurosystem Projections
Angelini, Elena
-
2019
The Eurosystem staff forecasts are conditional on the financial markets, the global economy and fiscal policy outlook, and include expert judgement. We develop a multi-country BVAR for the four largest countries of the euro area and we show that it provides accurate conditional forecasts of...
Persistent link: https://www.econbiz.de/10012893903
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7
Dissecting Long-Term Bund Yields in the Run-Up to the ECB's Public Sector Purchase Programme
Lemke, Wolfgang
-
2017
Starting in summer 2014, markets began to build up expectations that the European Central Bank (ECB) would embark on large-scale sovereign bond purchases. The ECB's Public Sector Purchase Programme (PSPP) was eventually announced on 22 January 2015 and purchases started in March. Both during the...
Persistent link: https://www.econbiz.de/10012944299
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8
What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007-09?
Attinasi, Maria Grazia
;
Checherita-Westphal, Cristina D.
; …
-
2021
-à-vis
Germany
in selected euro area countries during the period end-July 2007 to end-March 2009, when the financial turmoil … debt ratios relative to
Germany
contributed to higher government bond yield spreads in the euro area during the analysed …
Persistent link: https://www.econbiz.de/10013316284
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9
Econometric Analyses with Backdated Data : Unified
Germany
and the Euro Area
Angelini, Elena
;
Marcellino, Massimiliano Giuseppe
-
2021
Unified
Germany
prior to 1991, and then use them for the construction of corresponding time series for the euro area. The … resulting series for
Germany
and the euro area are compared with existing ones on the basis of both descriptive statistics and …
Persistent link: https://www.econbiz.de/10013317098
Saved in:
10
Market Discipline, Financial Integration and Fiscal Rules : What Drives Spreads in the Euro Area Government Bond Market?
Manganelli, Simone
;
Wolswijk, Guido
-
2021
This paper studies the determinants of interest rate spreads of euro area 10 year government bonds against the benchmark, the German bund, after the introduction of the euro. In particular, it pays attention to the question whether market discipline is advanced or obstructed by financial...
Persistent link: https://www.econbiz.de/10013317173
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