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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
uncertainty as well as disagreement among CPI inflation forecasters to account for different dimensions of uncertainty. Based on a …
Persistent link: https://www.econbiz.de/10011533201
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
uncertainty as well as disagreement among CPI inflation forecasters to account for different dimensions of uncertainty. Based on a …
Persistent link: https://www.econbiz.de/10011532311
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What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries
Belke, Ansgar; Beckmann, Joscha; Dubova, Irina - 2018
Inflation expectations play a crucial role for monetary policy transmission, having become even more important since … determinants of professional inflation expectations for the G7 economies. We emphasize the role of international spillovers in … inflation expectations stemming from monetary policy decisions in the US. We also consider several possible determinants, such …
Persistent link: https://www.econbiz.de/10011892023
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Monetary policy shocks, expectations and information rigidities
Beckmann, Joscha; Czudaj, Robert - 2018
This paper contributes to the literature by assessing expectation effects from monetary policy for the G7 economies. We consider a sample period running from 1995M1 to 2016M6 based on a panel VAR framework, which accounts for international spillovers and time-variation. Relying on a broad set of...
Persistent link: https://www.econbiz.de/10011853950
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Monetary policy shocks, expectations and information rigidities
Czudaj, Robert; Beckmann, Joscha - 2018
This paper contributes to the literature by assessing expectation effects from monetary policy for the G7 economies. We consider a sample period running from 1995M1 to 2016M6 based on a panel VAR framework, which accounts for international spillovers and time-variation. Relying on a broad set of...
Persistent link: https://www.econbiz.de/10011892078
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Monetary policy shocks, expectations and information rigidities
Beckmann, Joscha; Czudaj, Robert - 2018
This paper contributes to the literature by assessing expectation effects from monetary policy for the G7 economies. We consider a sample period running from 1995M1 to 2016M6 based on a panel VAR framework, which accounts for international spillovers and time-variation. Relying on a broad set of...
Persistent link: https://www.econbiz.de/10011806725
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Exchange rates expectations and chaotic dynamics: A replication study
Belaire-Franch, Jorge - 2018
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov...
Persistent link: https://www.econbiz.de/10011822180
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Exchange rates expectations and chaotic dynamics: A replication study
Belaire-Franch, Jorge - In: Economics: The Open-Access, Open-Assessment E-Journal 12 (2018) 2018-37, pp. 1-9
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: Empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov...
Persistent link: https://www.econbiz.de/10011863688
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Exchange rates expectations and chaotic dynamics : a replication study
Belaire-Franch, Jorge - 2018
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: Empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov...
Persistent link: https://www.econbiz.de/10011863440
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Exchange rates expectations and chaotic dynamics : a replication study
Belaire-Franch, Jorge - 2018
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov...
Persistent link: https://www.econbiz.de/10011821529