(the US, Germany and the UK). This novel methodology is based on dynamic factor models, the EM algorithm and the Kalman … reveal clear international dependency patterns, strong enough to improve forecasts of Germany and to a lesser extent UK. The …

Sims and Zha (1999, 2006), the empirical evidence for the U.S., the U.K., Germany, and Italy shows that it is important to … minor role in the asset markets of the U.S. and Germany; (ii) they substantially increase the variability of housing and …

, fiscal data; and (vii) analyze empirical evidence from the U.S., the U.K., Germany, and Italy. The results show that …

on the lending markets in the five major EU countries as well as, for comparison, the UK, the US and Japan. Bearing the …, whereas overall loan markets in Germany and Spain were among the best competitive in the EU. The Netherlands occupied a more …, particularly in Germany and the US, than savings and cooperative banks …