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Forecasting aggregates and disaggregates with common features
Espasa Terrades, Antoni; Mayo-Burgos, Iván - In: International journal of forecasting 29 (2013) 4, pp. 718-732
Persistent link: https://www.econbiz.de/10010221293
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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The impact of COVID-19 infections on money demand : a cointegration analysis in the euro area
Zangelidis, Leonidas - In: International journal of sustainable economy : IJSE 15 (2023) 4, pp. 478-501
Persistent link: https://www.econbiz.de/10014428239
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Bayesian Inference in Cointegrated VAR Models : With Applications to the Demand for Euro Area M3
Warne, Anders - 2021
The paper considers a Bayesian approach to the cointegrated VAR model with a uniform prior on the cointegration space …. Building on earlier work by Villani (2005b), where the posterior probability of the cointegration rank can be calculated … the marginal likelihood identity is used for calculating these probabilities, a point estimator of the cointegration space …
Persistent link: https://www.econbiz.de/10013317369
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An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021
Recent developments in inflation and M3 velocity in the euro area have raised serious doubts about the reliability of M3 growth as a pillar of the ECB's monetary policy strategy. We develop a very flexible and comprehensive state-space framework for modeling the velocity of circulation. Our...
Persistent link: https://www.econbiz.de/10012395397
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Non-performing loans in the euro area : does bank market power matter?
Karadima, Maria; Louri, Helen - In: International review of financial analysis 72 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012437362
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Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R. - 2021
Persistent link: https://www.econbiz.de/10012589414
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Predictions vs. Preliminary Sample Estimates : The Case of Eurozone Quarterly GDP
D'Elia, Enrico - 2014
Economic agents are aware to incur in a loss basing their decisions on their own extrapolations instead of sound statistical data, but the loss could be smaller than the one related to waiting for the dissemination of final data. A broad guidance in deciding when statistical offices should...
Persistent link: https://www.econbiz.de/10013053002
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Monthly employment indicators of the euro area and larger member states : real-time analysis of indirect estimates
Moauro, Filippo - In: Journal of forecasting 33 (2014) 5, pp. 339-349
Persistent link: https://www.econbiz.de/10010425640