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Exchange rate misalignments : historical experience of Japan, Germany, Singapore and Taiwan compared to China today
Qin, Duo; He, Xinhua; Liu, Yimeng - 2010
This is a comparative study on the historical experience of real effective exchange rate (REER) misalignment of Japanese yen, Deutsche mark, Singapore dollar and Taiwan dollar, with regard to the recent dispute over the Renminbi (RMB) valuation. Panel-based misalignment estimates of the four...
Persistent link: https://www.econbiz.de/10003990427
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Exchange Rate Misalignments : A Comparison of China Today Against Recent Historical Experiences of Japan, Germany, Singapore and Taiwan
He, Xinhua - 2011
The familiar claim of Chinese currency manipulation is generally asserted without reference to empirical evidence. To investigate the legitimacy of the claim, we ask if the undervalued misalignment found in the real effective exchange rate (REER) of the Chinese renminbi (RMB) over the past...
Persistent link: https://www.econbiz.de/10013121272
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Business Cycle Transmission from the US to Germany: a Structural Factor Approach
Eickmeier, Sandra - 2004
This paper investigates the transmission of US macroeconomic shocks to Germany by employing a large-dimensional structural dynamic factor model. This framework allows us to investigate many transmission channels simultaneously, including 'new' channels like stock markets, foreign direct...
Persistent link: https://www.econbiz.de/10010295639
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Convergence in European GDP Series
Luginbuhl, Rob; Koopman, Siem Jan - 2003
Convergence in gross domestic product series of five European countriesis empirically identified using multivariate time series models that arebased on unobserved components with dynamic converging properties.We define convergence in terms of a decrease in dispersion over timeand model this...
Persistent link: https://www.econbiz.de/10010325025
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Business Cycle Transmission from the US to Germany : A Structural Factor Approach
Eickmeier, Sandra - 2016
Persistent link: https://www.econbiz.de/10012991366
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Re-Evaluating Cryptocurrencies’ Contribution to Portfolio Diversification – A Portfolio Analysis With Special Focus on German Investors
Schmitz, Tim - 2020
In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (mean variance) portfolio analysis using a toolbox consisting of:(i) the comparison of descriptive statistics, (ii)...
Persistent link: https://www.econbiz.de/10012831425
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Business Cycle Transmission from the Us to Germany - a Structural Factor Approach
Eickmeier, Sandra - 2005
This paper investigates the transmission of US macroeconomic shocks to Germany using a large-dimensional structural dynamic factor model. This framework allows us to investigate many transmission channels simultaneously, including "new" channels such as stock markets, foreign direct investment,...
Persistent link: https://www.econbiz.de/10014064587
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Common Business and Housing Market Cycles in the Euro Area from a Multivariate Decomposition
Ferrara, Laurent - 2010
The 2007 sub-prime crisis in the United States, prolonged by a severe economic recession spread over many countries around the world, has led many economic researchers to focus on the recent fluctuations in housing prices and their relationships with macroeconomics and monetary policies. The...
Persistent link: https://www.econbiz.de/10013142705
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The Swedish ICT miracle: Myth or reality
Edquist, Harald - 2004
This paper investigates the relative labor productivity level for total manufacturing in Germany, Sweden and the US for … the period 1980-2001. The paper also presents estimates of labor productivity levels for 18 different manufacturing … industries for the period 1993-2000. The results show that the Swedish manufacturing productivity caught up with German and US …
Persistent link: https://www.econbiz.de/10010281385
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International sectoral spillovers : an empircal analysis for German and US Industries
Smolny, Werner - 1995
In the paper, productivity convergence is analyzed with a broad panel of industry sector data for the United States and … had a significant effect on German sectoral productivity growth in the sixties and seventies. Some part of the catching …-up is due to capital-deepening, but most of it is total factor productivity convergence, i.e. endogenous growth models …
Persistent link: https://www.econbiz.de/10009542183