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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration …
Persistent link: https://www.econbiz.de/10010264545
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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration …
Persistent link: https://www.econbiz.de/10010289307
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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration … ; comovement ; cointegration ; serial correlation common feature ; codependence …
Persistent link: https://www.econbiz.de/10003807777
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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration … ; comovement ; cointegration ; serial correlation common feature ; code-pendence …
Persistent link: https://www.econbiz.de/10009660985
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Common Trends and Common Cycles among Interest Rates of the G7-Countries
Lindenberg, Nannette; Westermann, Frank - Institut für Empirische Wirtschaftsforschung, … - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration …
Persistent link: https://www.econbiz.de/10008739190
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Common Trends and Common Cycles among Interest Rates of the G7-Countries
Lindenberg, Nannette; Westermann, Frank - CESifo - 2009
operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration …
Persistent link: https://www.econbiz.de/10005405925
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Common trends and common cycles among interest rates of the G7-countries
Lindenberg, Nannette; Westermann, Frank - In: Journal of Macroeconomics 34 (2012) 4, pp. 1125-1140
short-run comovements in the G7-countries by conducting tests for cointegration, common serial correlation and codependence …
Persistent link: https://www.econbiz.de/10010595242
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Why has the Euro been falling?
Sinn, Hans-Werner; Westermann, Frank - 2001
This paper reconsiders the determinants of the exchange rate by studying the historical episode after the fall of the Iron Curtain. Testing a modified portfolio balance model, we attribute the strength of the deutschmark in the early nineties and the puzzling decline of the euro during its...
Persistent link: https://www.econbiz.de/10011398903
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Why Has the Euro Been Falling?
Sinn, Hans-Werner; Westermann, Frank - 2021
This paper reconsiders the determinants of the exchange rate by studying the historical episode after the fall of the Iron Curtain. Testing a modified portfolio balance model, we attribute the strength of the deutschmark in the early nineties and the puzzling decline of the euro during its...
Persistent link: https://www.econbiz.de/10013320908
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Why Has the Euro Been Falling? An Investigation into the Determinants of the Exchange Rate
Sinn, Hans-Werner; Westermann, Frank - National Bureau of Economic Research (NBER) - 2001
This paper reconsiders the determinants of the exchange rate by studying the historical episode after the fall of the Iron Curtain. Testing a modified portfolio balance model, we attribute the strength of the deutschmark in the early nineties and the puzzling decline of the euro during its...
Persistent link: https://www.econbiz.de/10005830291