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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

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

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

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

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

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

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

Monetary policy, commodity prices and inflation : empirical evidence from the US

Verheyen, Florian - 2010

. Dieses Papier untersucht diese Beziehung für die USA mit Hilfe von Granger-Kausalitätstests und strukturellen …

Persistent link: https://www.econbiz.de/10008933736

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...

Persistent link: https://www.econbiz.de/10008935244

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