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Modeling the dynamics of Spain's relative export strength
Vollmer, Sebastian; Martínez-Zarzoso, Inmaculada; … - 2007
to Brazil, China, Japan, and the U.S.. The period under study is 1980 to 2001 and we distinguish in our analysis between …
Persistent link: https://www.econbiz.de/10010291869
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On mean reversion in real interest rates: An application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
Using data from Germany, Japan, UK, and the U.S., we explore possible threshold cointegration in nominal short- and …
Persistent link: https://www.econbiz.de/10010292774
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Conditional cooperation on three continents
Kocher, Martin G.; Cherry, Todd; Kroll, Stephan; … - 2007
regularity. Yet, the number of conditional cooperators and the extent of conditional cooperation are much higher in the U.S.A …
Persistent link: https://www.econbiz.de/10010293430
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
-linear VAR with threshold cointegration based on data from Germany, Japan, UK, and the U.S. Following a traditional comparative …
Persistent link: https://www.econbiz.de/10010294000
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Are stock returns a leading indicator for real macroeconomic developments?
Burgstaller, Johann - 2002
Austria, Japan and the USA. Further I deal with the concept of stock market efficiency, the question whether or not …
Persistent link: https://www.econbiz.de/10010294592
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Central Bank accountability and transparency: theory and some evidence
Eijffinger, Sylvester C. W.; Hoeberichts, Marco - 2000
accountability of the ECB with some other central banks (Bank of Canada, Bank of Japan, Bank of England and the Federal Reserve … Japan, Bank of England und Federal Reserve System). Im zweiten Teil stellen wir eine Theorie über die Rechenschaftspflicht …
Persistent link: https://www.econbiz.de/10010295694
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Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States
McKinnon, Ronald - 2005
China or Japan, has no predictable effect on its trade surplus. Currency appreciation by the creditor country will slow its …-growth and low-growth economies, as between Japan and the U.S. from in 1950 to 1971 and China and the U.S. from 1994 to 2005 …
Persistent link: https://www.econbiz.de/10010297476
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Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis
Dornau, Robert - 1998
This paper investigates empirically the interrelationships between the daily stock market returns of the Nikkei 225, DAX and Dow Jones Industrial index. Contrary to former work this paper uses the succession of the markets in time to form different econometric models. In this way it is possible...
Persistent link: https://www.econbiz.de/10010297581
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Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
Schröder, Michael; Lüders, Erik - 2004
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10010298005
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International Stock Return Predictability Under Model Uncertainty
Schrimpf, Andreas - 2008
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10010298059