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The transmission mechanism in a changing world

Artis, Michael J.; Galvão, Ana Beatriz C.; Marcellino, … - In: Journal of applied econometrics 22 (2007) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10003448508

A macroeconometric model for the Euro economy

Dreger, Christian; Marcellino, Massimiliano - 2003

Persistent link: https://www.econbiz.de/10001796896

A macrooeconometric model for the Euro economy

Dreger, Christian; Marcellino, Massimiliano - 2003

Persistent link: https://www.econbiz.de/10009782345

Non-linearity and instability in the Euro area

Marcellino, Massimiliano - In: Nonlinear time series analysis of business cycles, (pp. 151-174). 2006

Persistent link: https://www.econbiz.de/10003309347

A macroeconometric model for the Euro economy

Dreger, Christian; Marcellino, Massimiliano - In: Journal of policy modeling : JPMOD ; a social science … 29 (2007) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10003423895

Do fundamentals matter for the D-Mark/Euro - Dollar? : A regime switching approach

Menkhoff, Lukas; MacDonald, Ronald; Froemmel, Michael - 2003

In this paper we demonstrate that there is evidence of an unstable and nonlinear relationship between fundamentals and exchange rates. Modeling this time-varying nature of the importance of fundamentals in a Markov switching framework substantially improves the fit of the real interest rate...

Persistent link: https://www.econbiz.de/10010262916