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Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2009
CVAR fits the data very well. -- Commodity prices ; cointegration ; CVAR analysis ; global liquidity ; inflation …
Persistent link: https://www.econbiz.de/10003824866
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Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2009
CVAR fits the data very well. -- Commodity prices ; cointegration ; CVAR analysis ; global liquidity ; inflation …
Persistent link: https://www.econbiz.de/10003844907
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2010
This paper examines the interactions between money, interest rates, goods and commodity prices at a global level. For this purpose, we aggregate data for major OECD countries and follow the Johansen/Juselius cointegrated VAR approach. Our empirical model supports the view that, when controlling...
Persistent link: https://www.econbiz.de/10010208787
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Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010209430
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Global liquidity and house prices : a VAR analysis for OECD countries
Belke, Ansgar; Orth, Walther; Setzer, Ralph - 2008
Global monetary dynamics has been particularly strong in recent years. At the same time, house prices in many OECD countries increased sharply, significantly outpacing the relatively subdued development in consumer prices. In this paper we argue that different price elasticities on asset and...
Persistent link: https://www.econbiz.de/10010206379
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2010
drivers of the current financial crisis, if not possibly more. -- Commodity prices ; cointegration ; CVAR analysis ; global …
Persistent link: https://www.econbiz.de/10003931399
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Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar; Bordon, Ingo G.; Hendricks, Torben - 2010
drivers of the current financial crisis, if not possibly more. -- Commodity prices ; cointegration ; CVAR analysis ; global …
Persistent link: https://www.econbiz.de/10003934679
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Energy consumption and economic growth : new insights into the cointegration relationship
Belke, Ansgar; Dreger, Christian; Haan, Frauke de - 2010
-run relationship. Indeed, cointegration between the common components of the underlying variables indicates that international … energy consumption and economic growth. -- Energy consumption ; panel unit roots ; panel cointegration ; vector error …
Persistent link: https://www.econbiz.de/10003974670
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Energy consumption and economic growth : new insights into the cointegration relationship
Belke, Ansgar; Dreger, Christian; Haan, Frauke de - 2010
-run relationship. Indeed, cointegration between the common components of the underlying variables indicates that international … energy consumption and economic growth. -- Energy consumption ; panel unit roots ; panel cointegration ; vector … Langfristbeziehung differenziert werden. In der Tat deutet Kointegration zwischen den gemeinsamen Faktoren der zugrundeliegenden …
Persistent link: https://www.econbiz.de/10003975447
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Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and … ; cointegration ; vector error-correction models …
Persistent link: https://www.econbiz.de/10009426693