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income. The significance of this link increases with economic integration. -- Cointegration ; European integration …
Persistent link: https://www.econbiz.de/10003904544
economic integration. -- Cointegration ; European integration ; financial markets ; restricted autoregressive model …
Persistent link: https://www.econbiz.de/10003950852
analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and …
Persistent link: https://www.econbiz.de/10009771153
analyze data for different product categories, and also cointegration techniques to carefully distinguish between short …
Persistent link: https://www.econbiz.de/10010341125
Persistent link: https://www.econbiz.de/10010462839
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10010207061
analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and …
Persistent link: https://www.econbiz.de/10010255170
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
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …-periods. -- Structural exchange rate models ; cointegration ; structural breaks ; switching regression ; time-varying coefficient approach …
Persistent link: https://www.econbiz.de/10003898577
konzentriert sich erstmals auf die Bundesrepublik Deutschland, deren Immobilienmarkt von einer moderaten Preisentwicklung … Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen … ; Kreditvolumen ; Kointegration …
Persistent link: https://www.econbiz.de/10003904552