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Real-time forecasts of the real price of oil
Baumeister, Christiane; Kilian, Lutz - 2011
-time forecasts of the real price of oil can be more accurate than the no-change forecast at horizons up to one year. In some cases … prices, forecasts based on AR and ARMA models, and the no-change forecast. In addition, these VAR models have consistently … forecasters to interpret their oil price forecast in light of economic models and to evaluate its sensitivity to alternative …
Persistent link: https://www.econbiz.de/10010279855
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The information content of money in forecasting Euro area inflation
Berger, Helge; Stavrev, Emil - 2008
This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among various classes of structural and empirical models in a consistent framework using...
Persistent link: https://www.econbiz.de/10010299146
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EMU and the adjustment to asymmetric shocks: the case of Italy
Amisano, Gianni; Giammarioli, Nicola; Stracca, Livio - 2009
at a time-varying VAR model of Italy’s relative performance compared with the rest of the euro area, spanning from 1976 …
Persistent link: https://www.econbiz.de/10011605174
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Panel data dynamics and measurement errors: GMM bias, IV validity and model fit - a Monte Carlo study
Biørn, Erik; Han, Xuehui - 2012
An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators are explored by Monte Carlo (MC) simulations. Two kinds...
Persistent link: https://www.econbiz.de/10010330209
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The measurement error problem in dynamic panel data analysis: Modeling and GMM estimation
Biørn, Erik - 2012
The Generalized Method of Moments (GMM) is discussed for handling the joint occurrence of fixed effects and random measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors is assumed. Two specializations of GMM are...
Persistent link: https://www.econbiz.de/10010330243
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Talsohle durchschritten: Nachfrage nach Industriegütern legt wieder zu
Lucke, Dorothea - In: DIW Wochenbericht 76 (2009) 49, pp. 861-868
, sodass es insgesamt nur zu einer schwachen Erholung der Industrieproduktion kommen dürfte. …
Persistent link: https://www.econbiz.de/10011602103
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Deutsche Industrie kommt mit Schwung aus der Krise
Lucke, Dorothea - In: DIW Wochenbericht 77 (2010) 47, pp. 13-20
kommenden Jahr wird sich die Expansion fortsetzen, wenn auch mit geringerem Tempo. Die Industrieproduktion wird ihr Niveau von …
Persistent link: https://www.econbiz.de/10011602267
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Täglicher Lkw-Maut-Fahrleistungsindex aus digitalen Prozessdaten der Lkw-Mauterhebung
Cox, Michael; Triebel, Jürgen; Linz, Stefan; Fries, Claudia - In: WISTA – Wirtschaft und Statistik 72 (2020) 4, pp. 63-76
Anhaltspunkte zur Entwicklung der Industrieproduktion in Deutschland. Während der Coronakrise wird der Index arbeitstäglich …
Persistent link: https://www.econbiz.de/10012268162
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Structural filters for monetary analysis: the inflationary movements of money in the euro area
Bruggeman, Annick; Camba-Méndez, Gonzalo; Fischer, Björn - 2005
The quantity theory of money predicts a positive relationship between monetary growth and inflation over long-run horizons. However, in the short-run, transitory shocks to either money or inflation can obscure the inflationary signal stemming from money. The spectral analysis of time series...
Persistent link: https://www.econbiz.de/10011604516
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Modeling and forecasting Pakistan's inflation by using time series ARIMA models
Salam, Muhammad Abdus; Salam, Shazia; Feridun, Mete - 2007
basis of in-sample and out-of-sample forecast it can be concluded that the model has sufficient predictive powers and the … findings are well in line with those of other studies. Further, in this study, the main focus is to forecast the monthly …
Persistent link: https://www.econbiz.de/10010280985