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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

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

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

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/10010265822

How stable are monetary models of the Dollar-Euro exchange rate? A time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

Persistent link: https://www.econbiz.de/10010271135

Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis

Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011

This paper tackles the issue of cross-section dependence for the monetary exchange rate model in the presence of unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we distinguish between common factors and idiosyncratic...