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, Dutch and Russian gas export prices to Germany in 1990-1998 are examined. Cointegration tests show that the different border …
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Models recently studied by Farmer (2012, 2013, 2015) predict that, due to labor-market frictions and "animal spirits", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger-causality tests on more than half a century of data of German...
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This paper considers the leading indicator properties of quantitative and qualitative variables for France, Germany, and Italy. The analysis employs cross-correlograms to gain a basic understanding as to the lead-lag characteristics of indicator variables. Furthermore, the study qualifies the...
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