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Forecasting employment for Germany
Hinz, Darius; Logeay, Camille - 2006 - First Version: November 2004, This version: January 9, 2006
This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and …, however, is affected by German reunification and relative factor prices no longer play a significant role. The forecasting …
Persistent link: https://www.econbiz.de/10003744528
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Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data
De Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary economics 7 (2013) 1, pp. 19-32
walk model suggests that the forecasting performance of the monetary model is superior. …
Persistent link: https://www.econbiz.de/10009770376
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Predicting inflation in Euroland : the Pstar approach
Scheide, Joachim; Trabandt, Mathias - 2000
Inflation is a monetary phenomenon. While this statement is widely accepted in terms of a long-run relationship, the quantity theory has been made operational also for the short-run dynamics of inflation by so-called Pstar models. An error correction model with quarterly data for the Euro Area...
Persistent link: https://www.econbiz.de/10011477146
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A note on the predictive content of PPI over CPI inflation: The case of Mexico
Sidaoui, José; Capistrán, Carlos; Chiquiar, Daniel; … - 2009
This note studies the causal relationship that may exist between the producer price index (PPI) and the consumer price index (CPI). In contrast with previous international studies, the results suggest that, in the case of Mexico, information on the PPI seems to be useful to improve forecasts of...
Persistent link: https://www.econbiz.de/10010322560
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A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
Sidaoui, José Julián; Capistrán, Carlos; Chiquiar, Daniel - Banco de México - 2009
This note studies the causal relationship that may exist between the producer price index (PPI) and the consumer price index (CPI). In contrast with previous international studies, the results suggest that, in the case of Mexico, information on the PPI seems to be useful to improve forecasts of...
Persistent link: https://www.econbiz.de/10008468951
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Forecasting Commodity Prices with Mixed-Frequency Data : An OLS-Based Generalized ADL Approach
Chen, Yu-Chin - 2011
-to-use method for conducting mixed data-sampling analysis as well as for forecasting world commodity price movements …
Persistent link: https://www.econbiz.de/10013128703
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Multiplicative Error Models
Brownlees, Christian T. - 2011
Moments estimation. In the application, we show the regularity in parameter estimates and forecasting performance obtainable …
Persistent link: https://www.econbiz.de/10013124649
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Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems
Nocciola, Luca - 2022
forecasting performance and highlight under which conditions. In doing so, we generalize the Pesaran & Timmermann (2005)’s …
Persistent link: https://www.econbiz.de/10013293595
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Chinese Foreign Direct Investment and Economic Growth of Bangladesh : A VECM Analysis
Sakib, Mohammad Nazmus; Pande, Saikat; Kumar, Rimon - 2021
The main objective of this study was to find out the impact of Chinese FDI on the economic growth of Bangladesh where yearly time series data is used over a period from 1997 to 2020. To obtain those objectives, this study implies the Johansen Co-integration test and vector error correction model...
Persistent link: https://www.econbiz.de/10013213927
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Empirical analysis of the relationship between purchasing managers index and bist industrial index under structural breaks
Şahin, Emrah; Güngör, Selim; Karaca, Süleyman Serdar - In: Financial studies 24 (2020) 3, pp. 6-22
The purpose of the study is to put forward the long-term and causality relationship between the BIST Industrial Index and the Purchasing Managers Index (PMI) for the period January 2008-December 2018 in Turkey. First of all,the existence of a long-run relationship between variables has been...
Persistent link: https://www.econbiz.de/10012421676