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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures
Tarassow, Artur - 2017
This paper evaluates the predictive out-of-sample forecasting properties of six different economic uncertainty variables for both growth in aggregate M2 and growth in household-sector M2 in the U.S. using data between 1971m1 and 2014m12. The core contention is that economic uncertainty improves...
Persistent link: https://www.econbiz.de/10011713871
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Money and housing : evidence for the euro area and the US
Greiber, Claus; Setzer, Ralph - 2007
inflation channels, that is, liquidity fuels housing market developments. …
Persistent link: https://www.econbiz.de/10010206407
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Money growth and inflation: a regime switching approach
Amisano, Gianni; Fagan, Gabriel - 2010
We develop a time-varying transition probabilities Markov Switching model in which inflation is characterised by two … regimes (high and low inflation). Using Bayesian techniques, we apply the model to the euro area, Germany, the US, the UK and … switches between inflation regimes. Thus money growth provides an important early warning indicator for risks to price …
Persistent link: https://www.econbiz.de/10003973538
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Testing for the Lucas critique : a quantitative investigation
Lindé, Jesper - 2000
In this paper, I try to shed some new light on the puzzle why the Lucas critique, belived to be important by most economists, seems to have received very little empirical support. I use a real business cycle model to examine the properties of the super exogeneity test, which is used to detect...
Persistent link: https://www.econbiz.de/10011585378
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Adding bond funds to M2 in the P-Star model of inflation
Becsi, Zsolt - In: Economics letters 46 (1994) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001168097
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US inflation and output since the 1970s : a P-star approach
Cronin, David - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 567-591
Persistent link: https://www.econbiz.de/10011949286
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Is money useful in the conduct of monetary policy?
Dotsey, Michael; Lantz, Carl D.; Santucci, Lawrence - In: Economic quarterly 86 (2000) 4, pp. 23-48
Persistent link: https://www.econbiz.de/10001586646
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Measuring inflation anchoring and uncertainty : a US and Euro area comparison
Grishchenko, Olesya; Mouabbi, Sarah; Renne, Jean-Paul - 2017
We use several US and euro-area surveys of professional forecasters to estimate a dynamic factor model of inflation … featuring time-varying uncertainty. We obtain survey-consistent distributions of future inflation at any horizon, both in the US … and the euro area. Equipped with this model, we propose a novel measure of the anchoring of inflation expectations that …
Persistent link: https://www.econbiz.de/10011803186
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Consumer cash usage : a cross-country comparison with payment diary survey data
Bagnall, John; Bounie, David; Huynh, Kim P.; Kosse, Anneke - 2014
We measure consumers’ use of cash by harmonizing payment diary surveys from seven countries: Australia, Austria, Canada, France, Germany, the Netherlands, and the United States (conducted 2009 through 2012). Our paper finds important cross-country differences, for example, the level of cash...
Persistent link: https://www.econbiz.de/10010384150