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Monetary aggregates to improve early output gap estimates in the euro area : an empirical assessment
Boysen-Hogrefe, Jens - In: Journal of forecasting 34 (2015) 7, pp. 533-542
Persistent link: https://www.econbiz.de/10011390448
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Monetary aggregates to improve early output gap estimates in the euro area -- an empirical assessment
Boysen-Hogrefe, Jens - 2014
Output gap estimates at the current edge are subject to severe revisions. This study analyzes whether monetary aggregates can be used to improve the reliability of early output gap estimates as proposed by several theoretical models. A real-time experiment shows that real M1 can improve output...
Persistent link: https://www.econbiz.de/10010248220
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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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P-star in times of crisis : forecasting inflation for the euro area
Czudaj, Robert - In: Economic systems 35 (2011) 3, pp. 390-407
Persistent link: https://www.econbiz.de/10009307440
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Modelling euro area money demand and forecasting inflation in a time-varying environment
Czudaj, Robert - In: International journal of monetary economics and finance 5 (2012) 3, pp. 244-267
Persistent link: https://www.econbiz.de/10009697049
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Money demand in Europe : evidence from the past
Hahn, Elke; Müller, Christian - 2000
long term real interest rate (Fisher parity). Particular emphasis is given both to the data sources and their aggregation …
Persistent link: https://www.econbiz.de/10011432808
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Die Geldnachfrage in Europa : Aggregationsprobleme und Empirie
Wesche, Katrin - 1998
Geldnachfragefunktionen auf nationaler Ebene verglichen. Dabei bildet die Untersuchung der Auswirkungen von Aggregation einen Schwerpunkt. Mit … einem europäischen Divisia-Index wird außerdem ein mikroökonomisch fundierter¤ Ansatz für die Aggregation verschiedener …
Persistent link: https://www.econbiz.de/10000643831
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Money demand in Europe : evidence from the past
Müller-Kademann, Christian; Hahn, Elke - 2000
both to the data sources and their aggregation, by providing a transparent account of our calculation procedure, which is … not yet common in the existing literature. -- european money demand ; monetary targeting ; aggregation …
Persistent link: https://www.econbiz.de/10009583887
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Money demand in Europe : an empirical approach ; with 46 tables
Müller, Christian - 2003
Persistent link: https://www.econbiz.de/10001748095
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Aggregation of national data and stability of Euro area money demand
Holtemöller, Oliver - In: Advances in macroeconometric modeling : papers and …, (pp. 181-203). 2004
Persistent link: https://www.econbiz.de/10002009143