Narrow search
Showing 1 - 10 of 311
Cover Image
Multivariate forecast evaluation and rationality testing
Komunjer, Ivana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003741004
Cover Image
Asymmetric error correction models for the oil-gasoline price relationship
Grasso, Margherita (contributor); Manera, Matteo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003357807
Cover Image
Sales and the real effects of monetary policy
Kehoe, Patrick J. (contributor);  … - 2007
In the data, a sizable fraction of price changes are temporary price reductions referred to as sales. Existing models include no role for sales. Hence, when confronted with data in which a large fraction of price changes are sales related, the models must either exclude sales from the data or...
Persistent link: https://www.econbiz.de/10003479621
Cover Image
Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of macroeconomics 29 (2007) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
Cover Image
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
Cover Image
Sticky prices and sectoral real exchange rates
Kehoe, Patrick J. (contributor);  … - 2007
theory for persistence have some modest support: in the data, the stickier is the price of a good the more persistent is its … real exchange rate, but the theory predicts much more variation in persistence than is in the data. The predictions of the … theory for volatiity fare less well: in the data, the stickier is the price of a good the smaller is its conditional variance …
Persistent link: https://www.econbiz.de/10003579972
Cover Image
Mortgages and monetary policy
Garriga, Carlos; Kydland, Finn E.; Šustek, Roman - 2015
Persistent link: https://www.econbiz.de/10011392896
Cover Image
Mortgages and monetary policy
Garriga, Carlos; Kydland, Finn E.; Šustek, Roman - 2015
Mortgages are prime examples of long-term nominal loans. As a result, under incomplete asset markets, monetary policy can affect household decisions through the cost of new mortgage borrowing and the value of payments on outstanding debt. These channels are distinct from the transmission through...
Persistent link: https://www.econbiz.de/10011306278
Cover Image
Mortgages and monetary policy
Garriga, Carlos; Kydland, Finn E.; Šustek, Roman - 2013
Persistent link: https://www.econbiz.de/10010226701
Cover Image
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013
Persistent link: https://www.econbiz.de/10009791133