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M3 money demand and excess liquidity in the euro area
Dreger, Christian; Wolters, Jürgen - 2008
Money growth in the euro area has exceeded its target since 2001. Likewise, recent empirical studies did not find evidence in favour of a stable long run money demand function. The equation appears to be increasingly unstable if more recent data are used. If the link between money balances and...
Persistent link: https://www.econbiz.de/10011384239
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Money velocity and asset prices in the euro area
Dreger, Christian; Wolters, Jürgen - 2008
of money demand. This presumption is explored by means of a cointegration analysis. To separate income from wealth …
Persistent link: https://www.econbiz.de/10011384244
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Some recent developments in econometric model selection and estimation
Bond, Derek - In: The statistician : journal of the Institute of Statisticians 41 (1992) 3, pp. 315-325
Persistent link: https://www.econbiz.de/10001131266
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Dynamic regional multipliers and the economic base : an application of applied econometric techniques
Bond, Derek - In: Papers of the Regional Science Association 69 (1990), pp. 21-30
Persistent link: https://www.econbiz.de/10001134943
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Estimating unknown arbitrage costs : evidence from a 3-regime threshold vector error correction model
Ters, Kristyna; Urban, Jörg - In: Journal of financial markets 47 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012631780
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What do we know about the oil price-exchange rate link? : the role of time-variation and supply/demand dynamics
Beckmann, Joscha; Czudaj, Robert - In: Applications in Energy Finance : The Energy Sector, …, (pp. 27-54). 2022
Persistent link: https://www.econbiz.de/10013282725
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The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Mansabdar, Sanjay; Yaganti, Hussain C.; Basu, Sankarshan - In: Journal of Indian business research 14 (2022) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10013288116
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A macroeconometric model for the Sudan economy : empirical evidence from error correction framework ; 1956 - 2010
Arabi, Khalafalla Ahmed Mohamed; Abdalla, Suliman … - In: Research in world economy 4 (2013) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10010210785
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Oil prices and effective dollar exchange rates
Beckmann, Joscha; Czudaj, Robert - In: International review of economics & finance : IREF 27 (2013), pp. 621-636
Persistent link: https://www.econbiz.de/10009741978
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The sustainability of external imbalances in the European periphery
Monastiriotis, Vassilis; Tunali, Çiğdem Börke - In: Open economies review 31 (2020) 2, pp. 273-294
Persistent link: https://www.econbiz.de/10012229745