Similar Search Results

Lünnemann, Patrick (contributor); … - 2006

, Germany, Italy, the UK and the US. The following results emerge from our analysis. First, and contrary to the recent findings …

Persistent link: https://www.econbiz.de/10003337300

The forecasting power of international yield curve linkages

Modugno, Michele; Nikolaou, Kleopatra - 2009

(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 …

Persistent link: https://www.econbiz.de/10003832611

Money growth and inflation: a regime switching approach

Amisano, Gianni; Fagan, Gabriel - 2010

regimes (high and low inflation). Using Bayesian techniques, we apply the model to the euro area, Germany, the US, the UK and …

Persistent link: https://www.econbiz.de/10003973538

Estimating central banks' preferences from a time-varying empirical reaction function

Assenmacher-Wesche, Katrin - In: European economic review : EER 50 (2006) 8, pp. 1951-1974

Persistent link: https://www.econbiz.de/10003391867

The uncovered return parity condition

Cappiello, Lorenzo (contributor); … - 2007

This paper proposes an equilibrium relationship between expected exchange rate changes and differentials in expected returns on risky assets. We show that when expected returns on a risky asset in a certain economy are higher than the returns that are expected from investing in a risky asset in...

Persistent link: https://www.econbiz.de/10003554934

Fiscal policy, housing and stock prices

Afonso, António; Sousa, Ricardo M. - 2009

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 …