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Euro area private consumption : is there a role for housing wealth effects?

Skudelny, Frauke - 2009

, the panel estimation yields somewhat lower results (0.6 to 1.1 cents). The MPC out of nominal housing wealth lies between … effect of volatile house prices, we find similar effects in the times series estimation while the MPC is larger in the panel … estimation (2.5 cents). -- Housing wealth ; financial wealth ; consumption ; euro area …

Persistent link: https://www.econbiz.de/10003866560

Early estimates of euro area real GDP growth : a bottom up approach from the production side

Hahn, Elke; Skudelny, Frauke - 2008

This paper derives forecasts for euro area real GDP growth based on a bottom up approach from the production side. That is, GDP is forecast via the forecasts of value added across the different branches of activity, which is quite new in the literature. Linear regression models in the form of...

Persistent link: https://www.econbiz.de/10003825975

Pass-through of external shocks along the pricing chain : a panel estimation approach for the euro area

Landau, Bettina; Skudelny, Frauke - 2009

In this paper we analyse in a mark-up framework the pass-through of commodity price and exchange rate shocks to the main components of producer and consumer prices. Thereby we link movements in prices at the different production stages as firms set their prices as a mark-up over production...

Persistent link: https://www.econbiz.de/10003963792

Intra- and extra-euro area import demand for manufactures

Anderton, Bob; Baltagi, Badi H.; Skudelny, Frauke; … - 2005

. Using a simultaneous equation estimation framework, and pooling the data across nine euro area countries as an approximation …

Persistent link: https://www.econbiz.de/10003162210

Trade effects of the euro : evidence from sectoral data

Baldwin, Richard E. (contributor); … - 2005

This paper contributes to the literature on the impact of EMU on trade, adding two new elements. First, we propose a theoretical model for explaining how the euro could have increased trade by the large amounts found in the empirical literature. Second, we propose a sectoral dataset to test the...

Persistent link: https://www.econbiz.de/10002817377

Forecast combination for euro area inflation : a cure in times of crisis?

Hubrich, Kirstin; Skudelny, Frauke - 2016

Persistent link: https://www.econbiz.de/10011619840