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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph; Czudaj, Robert - 2013
developed here to test for unit roots in OECD panels of gross domestic products and inflation rates, yielding inference robust … to the `Great Moderation.' We find little evidence of trend stationarity, and mixed evidence regarding inflation …
Persistent link: https://www.econbiz.de/10010343777
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Detecting financial contagion in a multivariate system : conference paper
Blatt, Dominik; Candelon, Bertrand; Manner, Hans - 2014
This paper proposes an original three-part sequential testing procedure (STP), with which to test for contagion using a multivariate model. First, it identifies structural breaks in the volatility of a given set of countries. Then a structural break test is applied to the correlation matrix to...
Persistent link: https://www.econbiz.de/10010484769
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Asian corporate recovery : findings from firm-level surveys in five countries
Dwor-Frécaut, Dominique (contributor);  … - 2000 - 1. print
Persistent link: https://www.econbiz.de/10013536826
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Die ökonomische Dynamik politischer Herrschaft : das pazifische Asien und Lateinamerika
Dosch, Jörn (ed.) - 2000
Persistent link: https://www.econbiz.de/10001485990
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Monetary policy in low-inflation economies
Altig, David (ed.) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003836206
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What can break-even inflation rates tell us about the anchoring of inflation expectations in the Euro area? : conference paper
Lemke, Wolfgang; Strohsal, Till - 2013 - Preliminary
We assess whether euro area inflation expectations, as measured by break-even inflation rates (BEIRs), have remained … illiquidity or demand-supply imbalances, but not reflecting genuine inflation expectations and inflation risk premia. We estimate … a bivariate VAR with short-term and long-term BEIRs, allowing for measurement noise in both. Anchoring of inflation …
Persistent link: https://www.econbiz.de/10010341627
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Exchange rate pass-through into German import prices : a disaggregated perspective ; conference paper/ Belke, Ansgar; Beckmann, Joscha; Verheyen, Florian
Beckmann, Joscha; Belke, Ansgar; Verheyen, Florian - 2013
analyze data for different product categories, and also cointegration techniques to carefully distinguish between short …
Persistent link: https://www.econbiz.de/10010341125
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Testing long-run neutrality : empirical evidence for G7-countries with special emphasis on Germany ; paper prepared for the Carnegie-Rochester Conference Series on Public Policy, F...
Weber, Axel A. - Carnegie Rochester Conference on Public Policy - 1993
Modem neo-Keynesian, new classical and real business cycle models typically differ in the degree to which they incorporate certain long-run or even short-run neutrality propositions. Given the importance of these neutrality propositions, it is somewhat surprising how little firm international...
Persistent link: https://www.econbiz.de/10011614244
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Central banking and monetary policy : what will be the post-crisis new normal?
Capie, Forrest; Cukierman, Alex; Haan, Jakob de; … - SUERF/BAFFI CAREFIN Centre Conference Central Banking …; … - 2016
changed central banking in many ways: by shifting the focus of monetary policy from fighting too high inflation towards … fighting too low inflation; by prompting new ‘experimental’ non-conventional measures, which risk to cause large, long …
Persistent link: https://www.econbiz.de/10011554981
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Complexity, endogenous money and macroeconomic theory : essays in honour of Basil J. Moore
Moore, Basil J. (contributor); Setterfield, Mark (contributor) - 2006
macroeconomics of endogenous money -- pt. 4. The macroeconomics of exogenous interest rates -- pt. 5. Unemployment, inflation and the …
Persistent link: https://www.econbiz.de/10011850869