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Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules
Wesche, Katrin - 2003
We estimate monetary policy reaction functions for France, Germany, Italy, the United Kingdom, and the United States using a Markov-switching model that incorporates switching in the monetary policy regime as well as an independent switching process for shifts in the state of the economy....
Persistent link: https://www.econbiz.de/10010263091
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Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … Einzelgleichungsschätzverfahren wie dem ARDL Ansatz sowie FM-OLS, CCR und DOLS mit der üblichen kointegrierten Johansen VAR Prozedur verglichen. …
Persistent link: https://www.econbiz.de/10010269994
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Is euro area money demand (still) stable? Cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …
Persistent link: https://www.econbiz.de/10010271383
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …
Persistent link: https://www.econbiz.de/10003939738
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand … Einzelgleichungsschätzverfahren wie dem ARDL Ansatz sowie FM-OLS, CCR und DOLS mit der üblichen kointegrierten Johansen VAR Prozedur verglichen. …
Persistent link: https://www.econbiz.de/10003941679
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A microfounded model of money demand under uncertainty, and its empirical validation using cointegration and rolling-window dynamic multiplier analysis
Größl, Ingrid; Tarassow, Artur - 2015
In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into account leads to ambiguous effects w.r.t. to the...
Persistent link: https://www.econbiz.de/10010520781
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Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
Belke, Ansgar Hubertus - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …
Persistent link: https://www.econbiz.de/10013144626
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Is euro area demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …
Persistent link: https://www.econbiz.de/10010208785
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - In: Applied economics quarterly 56 (2010) 4, pp. 285-315
stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand … Einzelgleichungsschätzverfahren wie dem ARDL Ansatz sowie FM-OLS, CCR und DOLS mit der üblichen kointegrierten Johansen VAR Prozedur verglichen. …
Persistent link: https://www.econbiz.de/10009316570
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A microfounded model of money demand under uncertainty, and some empirical evidence
Größl, Ingrid; Tarassow, Artur - 2018
In this article we derive a microfounded model of money demand under uncertainty built on intertemporally optimizing risk-averse households. Deriving a complete solution of the optimization problem taking the intertemporal budget constraint into account where linearization procedures in our...
Persistent link: https://www.econbiz.de/10011790638