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Exchange rate forecasting in the West African Monetary Zone : a comparison of forecast performance of time series models
Issahaku, Haruna; Abdulai, Hamdeeya; Kriese, Maryiam; … - In: Ghanaian journal of economics : GJE ; a journal of the … 3 (2015), pp. 45-69
Persistent link: https://www.econbiz.de/10011496886
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The link of the monetary indicator to future inflation in the euro area : a simulation experiment
Gottschalk, Jan; Stolz, Stéphanie Marie - 2001
We examine the indicator property of the monetary indicator for inflation. Using a P*-model, Svensson shows …
Persistent link: https://www.econbiz.de/10011476494
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The link of the monetary indicator to future inflation in the Euro area : a simulation experiment
Gottschalk, Jan - 2001
Persistent link: https://www.econbiz.de/10013261155
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On the drivers of inflation in different monetary regimes
Garcés Díaz, Daniel G. - 2020
This document proposes a general macroeconomic framework to analyze the behavior of inflation. This approach has two … price level. When all shocks have a permanent impact, the regime determines the inflation rate, as in inflation targeting … cause the rate of inflation or the price level. With this, a new perspective on four different historical cases emerges. One …
Persistent link: https://www.econbiz.de/10012391020
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The dynamics of interest rates, inflation and exchange rates in the euro area : an empirical evaluation of different modeling strategies
Ruth, Karsten - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003075519
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Did option prices predict the ERM crises?
Mizrach, Bruce Marshall - 1996
Option prices seem to behave in ways inconsistent with the Black-Scholes model. Implied volatility varies with the strike price in a parabolic shape that is often called the volatility 'smile.' My objective in this paper is to identify implied probability distributions that might explain this...
Persistent link: https://www.econbiz.de/10011577049
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Monetary conditions in the euro area : useful indicators of aggregate demand conditions?
Gottschalk, Jan - 2001
This paper reviews the usefulness of monetary conditions in the euro area as leading indicators for aggregate demand conditions. Monetary conditions are measured with the MCI concept proposed by the Bank of Canada, and with the yield spread. A central result is that causality runs in both ways...
Persistent link: https://www.econbiz.de/10011474154
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Monetary conditions in the Euro area - useful indicators of aggregate demand conditions?
Gottschalk, Jan - 2001
Persistent link: https://www.econbiz.de/10013261134
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The choice of exchange rate assumption in the process of forecasting inflation
Bernhardsen, Tom (contributor); Holmsen, Amund (contributor) - 2005
Persistent link: https://www.econbiz.de/10002885390
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Forecasting inflation under uncertainty : the forgotten dog and the frisbee
Nasir, Muhammad Ali - In: Technological forecasting & social change : an … 158 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012519684