Showing 1 - 10 of 3,784
Using data from Germany, Japan, UK, and the U.S., we explore possible threshold cointegration in nominal short- and …
Persistent link: https://www.econbiz.de/10010292774
-linear VAR with threshold cointegration based on data from Germany, Japan, UK, and the U.S. Following a traditional comparative …
Persistent link: https://www.econbiz.de/10010294000
This study explores a new modelling approach that bridges the gap between multilateral country-level data and the bilateral-model based, goods-market specific purchasing power parity (PPP) hypothesis. Under this approach, PPP is embedded in latent common factors, extractable from a large set of...
Persistent link: https://www.econbiz.de/10010295305
the US, Japan and the major European countries in order to estimate the effect of energy prices on energy … significantly positively correlated with innovation in both Japan and the EU. A tentative interpretation might be that a rise in …. Furthermore, the tax ratio, which has consistently risen in Japan and especially the EU, could be seen as an indicator for …
Persistent link: https://www.econbiz.de/10010295565
accountability of the ECB with some other central banks (Bank of Canada, Bank of Japan, Bank of England and the Federal Reserve … Japan, Bank of England und Federal Reserve System). Im zweiten Teil stellen wir eine Theorie über die Rechenschaftspflicht …
Persistent link: https://www.econbiz.de/10010295694
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10010298005
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10010298059
In this paper an index of financial competitiveness is calculated that corresponds to the market-to-book ratio of inward FDI stocks. For a panel of five advanced economies from 1980 to 2006 it is shown that price competitiveness, stable inflation rates and registered patents have a positive...
Persistent link: https://www.econbiz.de/10010298746
, Canada and Japan. Having formerly been embedded into different institutional environments, accounting systems varied widely … Vereinigte Königreich als EU-Fälle und die Vereinigten Staaten, Kanada und Japan als Fälle außerhalb der EU. Traditionell …
Persistent link: https://www.econbiz.de/10010300374
-specific factors. In an empirical analysis of term structures of government bond yields for the Germany, Japan, the U.K. and the U …
Persistent link: https://www.econbiz.de/10010303750