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to the literature by analysing a unique panel dataset covering a wide range of real estate market data and other economic … etablieren. Es trägt zur Literatur bei, indem es einen einzigartigen Panel-Datensatz analysiert, der eine breite Palette …
Persistent link: https://www.econbiz.de/10011779146
Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen … ; Kreditvolumen ; Kointegration …
Persistent link: https://www.econbiz.de/10003904552
Persistent link: https://www.econbiz.de/10003956654
Persistent link: https://www.econbiz.de/10012036441
unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we … national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and … in line with the suggestions of the monetary model. -- Monetary exchange rate model ; common factors ; panel data …
Persistent link: https://www.econbiz.de/10009124360
unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we … national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010274448
analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and … long-run pass-through coefficients. Secondly, in a panel data approach we estimate time-varying pass-through coefficients …
Persistent link: https://www.econbiz.de/10009771153
analyze data for different product categories, and also cointegration techniques to carefully distinguish between short …-run and long-run pass-through coefficients. Secondly, in a panel data approach we estimate time-varying pass …
Persistent link: https://www.econbiz.de/10010341125
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10010255146
analyze data for different product categories, and also cointegration techniques to carefully distinguish between shortrun and … long-run pass-through coefficients. Secondly, in a panel data approach we estimate time-varying pass-through coefficients …
Persistent link: https://www.econbiz.de/10010255170