Showing 1 - 10 of 2,448
Persistent link: https://www.econbiz.de/10012517086
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
why large negative output gaps in Japan during the period 1998-2002 did not lead to accelerating deflation, but instead …
Persistent link: https://www.econbiz.de/10010293439
-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
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory counterparts. Since long memory models should have a...
Persistent link: https://www.econbiz.de/10010294979
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory counterparts. Since long memory models should have a...
Persistent link: https://www.econbiz.de/10010295136
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
Japan and Korea are close countries in terms of economic interaction as well as geography. To quantify the impact of …
Persistent link: https://www.econbiz.de/10010295371
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
This paper examines the methods used by the Bank of Japan for the estimation of the output gap. Attention is paid to …
Persistent link: https://www.econbiz.de/10010295641