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Asset prices and aggregate consumption in West Germany : a multi-input transfer function model analysis
Funke, Michael - 1991
Persistent link: https://www.econbiz.de/10000130901
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The message in daily West German stock prices : empirical evidence using GARCH
Funke, Michael - 1992
Persistent link: https://www.econbiz.de/10000137097
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Testing for nonlinearity in daily German stock returns
Funke, Michael - 1993
Persistent link: https://www.econbiz.de/10000142708
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Stock market wealth effects in an estimated DSGE model for Hong Kong
Funke, Michael; Paetz, Michael; Pytlarczyk, Ernest - In: Economic modelling 28 (2011) 1/2, pp. 316-334
Persistent link: https://www.econbiz.de/10009270199
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The message in daily West German stock prices : empirical evidence using GARCH
Funke, Michael - In: Kredit und Kapital 27 (1994) 3, pp. 348-362
Persistent link: https://www.econbiz.de/10001170199
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Asset prices and aggregate consumption in West Germany : a multi-input transfer function model analysis
Funke, Michael - In: Jahrbücher für Nationalökonomie und Statistik (1992), pp. 193-202
Persistent link: https://www.econbiz.de/10001129817
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Testing for nonlinearity in daily German stock returns
Funke, Michael - In: Allgemeines statistisches Archiv : AStA ; journal of … 78 (1994) 3, pp. 281-292
Persistent link: https://www.econbiz.de/10001165432
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Stock Market Wealth Effects in an Estimated DSGE Model for Hong Kong
Funke, Michael - 2009
This paper develops and estimates an open economy dynamic stochastic general equilibrium (DSGE) model of the Hong Kong economy. The model features short-run price rigidities generated by monopolistic competition and staggered reoptimisation. The model is enhanced with wealth effects due to stock...
Persistent link: https://www.econbiz.de/10013155755
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The undisclosed renminbi basket: are the markets telling us something about where the renminbi - US dollar exchange rate is going?
Funke, Michael; Gronwald, Marc - 2008
On 21 July 2005 China adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual …
Persistent link: https://www.econbiz.de/10010264340
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The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment
Funke, Michael; Tsang, Andrew - 2020
The People's Bank of China (PBoC) has taken numerous measures to cushion the impacts of the COVID-19 health crisis on … pricing signals, we employ a dynamic-factor modeling approach to derive an indicator of China's monetary policy stance. Our …
Persistent link: https://www.econbiz.de/10012614234