Narrow search
Showing 1 - 10 of 709
Cover Image
Identifying the Weights in Exchange Market Pressure
Klaassen, Franc - 2011
exploit the persistence of pressure and add instruments based on currency crisis theories to identify the weights, and we …
Persistent link: https://www.econbiz.de/10010325742
Cover Image
The dynamic effects of shocks to wages and prices in the United States and the euro area
Duarte, Rita; Marques, Carlos Robalo - 2009
) with a special focus on persistence of real wages, wage and price inflation. The analysis is conducted within a structural …
Persistent link: https://www.econbiz.de/10011605113
Cover Image
Is the Euro-Area core price index really more persistent than the food and energy price indexes?
Belbute, José M. - In: Research in economics : an international review of economics 67 (2013) 4, pp. 307-315
Persistent link: https://www.econbiz.de/10010258508
Cover Image
Measuring euro area monetary policy
Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - In: Journal of monetary economics 108 (2019), pp. 162-179
Persistent link: https://www.econbiz.de/10012267236
Cover Image
Measuring euro area monetary policy
Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - 2019
We study the information flow from the ECB on policy dates since its inception, using tick data. We show that three factors capture about all of the variation in the yield curve but that these are different factors with different variance shares in the window that contains the policy decision...
Persistent link: https://www.econbiz.de/10012009157
Cover Image
Measuring euro area monetary policy
Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - 2019
We study the information flow from the ECB on policy dates since its inception, using tick data. We show that three factors capture about all of the variation in the yield curve but that these are different factors with different variance shares in the window that contains the policy decision...
Persistent link: https://www.econbiz.de/10012029090
Cover Image
Measuring euro area monetary policy
Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - 2019
We study the information flow from the ECB on policy dates since its inception, using tick data. We show that three factors capture about all of the variation in the yield curve but that these are different factors with different variance shares in the window that contains the policy decision...
Persistent link: https://www.econbiz.de/10012015831
Cover Image
"Conditional PPP" and real exchange rate convergence in the euro area
Bergin, Paul R.; Glick, Reuven; Wu, Jyh-lin - In: Journal of international money and finance 73 (2017), pp. 78-92
Persistent link: https://www.econbiz.de/10011787703
Cover Image
Measuring euro area monetary policy
Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - 2019
Persistent link: https://www.econbiz.de/10012166925
Cover Image
Persistence of the sovereign debt components and debt sustainability : some evidence for the US and Europe
Caporale, Guglielmo Maria; Martin-Valmayor, Miguel A.; … - 2024
This paper analyses the persistence and mean reversion properties of sovereign debt and its components by applying … persistence in all debt/GDP series, which appear to be I(1). However, cross-country differences emerge when analysing the … low persistence and mean reversion (0<d<0.5). We also assess debt sustainability by analysing the stochastic properties of …
Persistent link: https://www.econbiz.de/10015077843