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Money and housing : evidence for the euro area and the US
Greiber, Claus; Setzer, Ralph - 2007
This paper examines the relation between money and housing variables in the euro area and in the US. Our empirical model is based on a standard money demand relation which is augmented by housing market variables. In doing so, co-integrated money demand relationships can be established for both...
Persistent link: https://www.econbiz.de/10010206407
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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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The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.; Binner, Jane M.; Karoglou, Michail - In: The European journal of finance 29 (2023) 16, pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
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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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Sectoral Money Demand and the Great Disinflation in the US
Calza, Alessandro - 2011
Estimates of the welfare costs of inflation based on Bailey's (1956) methodology are typically computed on the basis of aggregate money demand models. Yet, the behavior of money demand is likely to vary across sectors. As a result, the impact on welfare of changes in the inflation regime may...
Persistent link: https://www.econbiz.de/10013125759
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The laws of motion of the broker call rate in the United States
Garivaltis, Alex - In: International Journal of Financial Studies : open … 7 (2019) 4/56, pp. 1-23
) arbitrage theory of corporate liability pricing to study theoretical constraints on the risk premia that could be generated in …
Persistent link: https://www.econbiz.de/10012150532
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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
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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 - This version: May 8, 2014
We measure consumers' use of cash by harmonizing payment diary surveys from seven countries. The seven diary surveys were conducted in 2009 (Canada), 2010 (Australia), 2011 (Austria, France, Germany, and the Netherlands), and 2012 (the United States). Our paper finds cross-country differences -...
Persistent link: https://www.econbiz.de/10010384798
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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. The seven diary surveys were conducted in 2009 (Canada), 2010 (Australia), 2011 (Austria, France, Germany and the Netherlands), and 2012 (the United States). Our paper finds cross-country differences -...
Persistent link: https://www.econbiz.de/10010360396
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On the construction of two-country cointegrated VAR models with an application to the UK and US
Heinlein, Reinhold; Krolzig, Hans-Martin - 2012
the approach by Aoki (1981) frequently used in economic theory. Aoki showed that for a system of linear differential …. Symmetry is rejected for the short-run, thus for the given cointegration vectors the final modelling stage is based on the full …, where the VAR based cointegration analysis is combined with a graph-theoretic search for instantaneous causal relations and …
Persistent link: https://www.econbiz.de/10009672516