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Inflation forecasting with inflation sentiment indicators
Döhrn, Roland (contributor);  … - 2008
indicators for the US and Germany, we demonstrate that our inflation sentiment indicators improve forecast accuracy in comparison …
Persistent link: https://www.econbiz.de/10003785071
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US-euro area monetary policy interdependence : new evidence from Taylor Rule based VECMs
Belke, Ansgar (contributor); Cui, Yuhua (contributor) - 2009
This paper analyses the monetary policy interdependence between the European Central Bank (ECB) and the Federal Reserve (Fed) for the period 1999-2006. Two models are specified: a partial Vector Error Correction Model (VECM) and a general VECM. In the partial VECM, we look for a long-run...
Persistent link: https://www.econbiz.de/10003811795
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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10003877676
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The costs of Babylon : linguistic distance in applied economics
Isphording, Ingo Eduard; Otten, Sebastian - 2012
Effekt einer ansteigenden linguistischen Distanz auf den Spracherwerb von Immigranten in Spanien, den USA und Deutschland …
Persistent link: https://www.econbiz.de/10009580162
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Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha - 2011
close scrutiny. Using monthly data from 1973:01 to 2009:12 from the USA, UK, Germany, France and Japan, this paper as a …
Persistent link: https://www.econbiz.de/10009580305
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Sticky prices vs. sticky information : a cross-country study of inflation dynamics
Bredemeier, Christian; Goecke, Henry - 2011
betrachtet dazu die Inflationsdynamiken in sechs verschiedenen Ländern (USA, Großbritannien, Deutschland, Frankreich, Kanada und … six countries (US, UK, Germany, France, Canada, and Japan). We evaluate the models‘ abilities to match empirical second … parametrizations, sticky information performs better in France while sticky prices dominate in the UK and Germany. Sticky prices match …
Persistent link: https://www.econbiz.de/10009124276
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Does large scale infrastructure investment alleviate poverty? : impacts of Rwanda’s electricity access roll-out program
Lenz, Luciane; Munyehirwe, Anicet; Peters, Jörg; … - 2015
The United Nations’ objective to provide electricity to the 1.3 billion people without access in developing countries comes at high costs. Little evidence exists on socioeconomic impacts of electrification. This paper rigorously investigates effects of a large grid extension program in Rwanda...
Persistent link: https://www.econbiz.de/10010519090
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Exchange rate pass-through into German import prices : a disaggregated perspective
Beckmann, Joscha; Belke, Ansgar; Verheyen, Florian - 2013
This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a monthly basis between 1995 and 2012. Our main contribution is twofold: firstly, we employ various time-series techniques to analyze data for different product categories, and also...
Persistent link: https://www.econbiz.de/10009771153
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(How) do the ECB and the Fed react to financial market uncertainty? : the Taylor rule in times of crisis
Belke, Ansgar; Klose, Jens - 2010
We assess differences that emerge in Taylor rule estimations for the Fed and the ECB before and after the start of the subprime crisis. For this purpose, we apply an explicit estimate of the equilibrium real interest rate and of potential output in order to account for variations within these...
Persistent link: https://www.econbiz.de/10003931391
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Being focused : when the purpose of inference matters for model selection
Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011
In contrast to conventional model selection criteria, the Focused Information Criterion (FIC) allows for purpose-specific choice of models. This accommodates the idea that one kind of model might be highly appropriate for inferences on a particular parameter, but not for another. Ever since its...
Persistent link: https://www.econbiz.de/10009579634