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Stability issues in German money multiplier forecasts
Polster, Rainer; Gottschling, Andreas - 1999
This paper investigates the stability of the German money supply focusing on the period 1991 - 1998. It is shown that the standard ARIMA-Transfer model approach in the literature needs to be augmented by a cointegration term to adequately model the dynamics of money supply in Germany. Additional...
Persistent link: https://www.econbiz.de/10010301745
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Stability issues in German money multiplier forecasts
Polster, Rainer; Gottschling, Andreas - 1999
This paper investigates the stability of the German money supply focusing on the period 1991 - 1998. It is shown that the standard ARIMA-Transfer model approach in the literature needs to be augmented by a cointegration term to adequately model the dynamics of money supply in Germany. Additional...
Persistent link: https://www.econbiz.de/10010503733
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Stability issues in German money multiplier forecasts
Gottschling, Andreas; Polster, Rainer - In: European Monetary Union, emerging markets and …, (pp. 17-35). 2000
Persistent link: https://www.econbiz.de/10001549867
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Stability issues in German money multiplier forecasts
Polster, Rainer; Gottschling, Andreas - 1999
Persistent link: https://www.econbiz.de/10004449047
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Stability issues in German money multiplier forecasts
Polster, Rainer; Gottschling, Andreas - Deutsche Bank Research - 1999
This paper investigates the stability of the German money supply focusing on the period 1991 - 1998. It is shown that the standard ARIMA-Transfer model approach in the literature needs to be augmented by a cointegration term to adequately model the dynamics of money supply in Germany. Additional...
Persistent link: https://www.econbiz.de/10008677315
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China: Währungspolitik in Wartestellung
Polster, Rainer - In: Aktuelle Themen : Deutschland, Europa, international (2000), pp. 13-16
Persistent link: https://www.econbiz.de/10001472053
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Daewoo: "zu bedeutend für einen Konkurs" oder konkrete Anzeichen für die Umsetzung der Reformen
Polster, Rainer - In: Aktuelle Themen : Deutschland, Europa, international (1999), pp. 13-16
Persistent link: https://www.econbiz.de/10001401160
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Der DBR-Monetary-Conditions-Index : Information zur Inflationsentwicklung in der EWU
Gottschling, Andreas - In: Aktuelle Themen : Deutschland, Europa, international (1997)
Persistent link: https://www.econbiz.de/10001232282