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Essays on financial markets and the macroeconomy

Mönch, Emanuel - 2006

Diese Arbeit besteht aus vier Essays, die empirische und methodische Beiträge zu den Gebieten der Finanzmarktökonomik und der Makroökonomik liefern. Der erste Essay beschäftigt sich mit der Spezifikation der Investoren verfügbaren Informationsmenge in Tests bedingter Kapitalmarktmodelle. Im...

Persistent link: https://www.econbiz.de/10009467089

Towards a monthly business cycle chronology for the euro area

Mönch, Emanuel; Uhlig, Harald - 2005

This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine. we construct several monthly series of Euro area GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration...

Persistent link: https://www.econbiz.de/10010319190

Towards a Monthly Business Cycle Chronology for the Euro Area

Mönch, Emanuel; Uhlig, Harald - In: Journal of Business Cycle Measurement and Analysis 2005 (2005) 1, pp. 43-69

This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and...

Persistent link: https://www.econbiz.de/10008492399

Towards a Monthly Business Cycle Chronology for the Euro Area

Mönch, Emanuel; Uhlig, Harald - C.E.P.R. Discussion Papers - 2004

This Paper is an exercise in dating the euro area business cycle on a monthly basis. We construct several monthly European real GDP series, and then apply the Bry-Boschan (1971) procedure. Using this method we identify four business cycles. Studying further indicators of business activity, we...

Persistent link: https://www.econbiz.de/10005067594