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Inflation and the skewness of the distribution of relative price changes : empirical evidence for Germany
Döpke, Jörg; Pierdzioch, Christian - 2001
The present paper uses German annual data covering the period 1969-2000 to present evidence on the link between aggregate inflation and the higher-order moments of the distribution of relative price changes. Our empirical findings confirm predictions of contributions to the theoretical...
Persistent link: https://www.econbiz.de/10011476471
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Inflation and the skewness of the distribution of relative price changes : empirical evidence for Germany : empirische Evidenz für Deutschland
Döpke, Jörg; Pierdzioch, Christian - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 2, pp. 136-158
Persistent link: https://www.econbiz.de/10001740784
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Inflation and the skewness of the distribution of relative price changes : empirical evidence for Germany
Döpke, Jörg - 2001
Persistent link: https://www.econbiz.de/10013261157
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Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg; Pierdzioch, Christian - 2000
This paper elaborates on the relative importance of sectoral shocks for real economic activity in Germany. Implications of multisectoral real business cycle models are examined by resorting to testing techniques based on stock market returns. The empirical evidence is obtained by calculating...
Persistent link: https://www.econbiz.de/10011476130
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Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg; Pierdzioch, Christian - In: Swiss journal of economics and statistics 136 (2000) 4, pp. 531-555
Persistent link: https://www.econbiz.de/10001554649
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Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg - 2000
Persistent link: https://www.econbiz.de/10013261073
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The effects of business cycles on growth : time series evidence for the G7-countries using survey-based measures of the business cycle
Döpke, Jörg - In: CESifo economic studies : CESifo, a joint initiative of … 50 (2004) 2, pp. 333-349
quarterly time series for the G7-countries. A vector-autoregressive model containing total factor productivity and a survey … response of productivity to a business cycle innovation. The results suggest that positive business cycles shocks have a small … negative impact on long-run productivity. However, the results appear to be not robust against changes in the empirical model. …
Persistent link: https://www.econbiz.de/10002094014
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Sector-specific shocks, stock market returns, and business cycle fluctuations in EMU : a note
Döpke, Jörg; Pierdzioch, Christian - In: Konjunkturpolitik : applied economics quarterly ; … 47 (2001) 3, pp. 200-213
Persistent link: https://www.econbiz.de/10001680940
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Inflation and the Skewness of the Distribution of Relative Price Changes: Empirical Evidence for Germany
Döpke, Jörg; Pierdzioch, Christian - 2001
The present paper uses German annual data covering the period 1969-2000 to present evidence on the link between aggregate inflation and the higher-order moments of the distribution of relative price changes. Our empirical findings confirm predictions of contributions to the theoretical...
Persistent link: https://www.econbiz.de/10010260622
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Business cycle volatility in Germany
Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002
Stylized facts suggest that output volatility in OECD countries has declined in recent years. However, the causes and the nature of this decline have so far been analyzed mainly for the United States. In this paper, we analyze whether structural breaks in the dynamics and the volatility of the...
Persistent link: https://www.econbiz.de/10011475861