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A multivariate integer count hurdle model : theory and application to exchange rate dynamics

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Landau, Bettina - 2000

procedure: statistical methods and methods based on economic theory. The latter include a new procedure which is based on the P …. Statistical core inflation rates perform relatively well, while core rates based on economic theory suffer, in particular, from a … der Basis der ökonomischen Theorie. Im Rahmen der letzteren wird auch ein neues Verfahren vorgestellt, das auf dem P …

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Analysing divisia aggregates for the Euro area

Reimers, Hans-Eggert - 2002

In this paper, different Divisia monetary aggregates for the euro area are constructed over the period from 1980 to 2000. Theoretically, one main difference of these aggregates is their reaction to exchange-rate variations. Empirically, the aggregates are compared with respect to three issues....

Persistent link: https://www.econbiz.de/10011431510

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