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Essays on financial markets and the macroeconomy
Mönch, Emanuel - 2006
Diese Arbeit besteht aus vier Essays, die empirische und methodische Beiträge zu den Gebieten der Finanzmarktökonomik und der Makroökonomik liefern. Der erste Essay beschäftigt sich mit der Spezifikation der Investoren verfügbaren Informationsmenge in Tests bedingter Kapitalmarktmodelle. Im...
Persistent link: https://www.econbiz.de/10009467089
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Towards a Monthly Business Cycle Chronology for the Euro Area
Mönch, Emanuel; Uhlig, Harald - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and...
Persistent link: https://www.econbiz.de/10005862105
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Towards a monthly business cycle chronology for the Euro Area
Mönch, Emanuel; Uhlig, Harald - In: Journal of business cycle measurement and analysis : a … 2 (2005) 1, pp. 43-69
Persistent link: https://www.econbiz.de/10002908029
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Towards a monthly business cycle chronology for the euro area
Mönch, Emanuel (contributor); Uhlig, Harald (contributor) - 2005
This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine. we construct several monthly series of Euro area GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration...
Persistent link: https://www.econbiz.de/10003049456
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Towards a monthly business cycle chronology for the euro area
Mönch, Emanuel - 2004
Persistent link: https://www.econbiz.de/10013424413
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Towards a monthly business cycle chronology for the euro area
Mönch, Emanuel; Uhlig, Harald - 2005
This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine. we construct several monthly series of Euro area GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and duration...
Persistent link: https://www.econbiz.de/10010319190
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Towards a Monthly Business Cycle Chronology for the Euro Area
Mönch, Emanuel; Uhlig, Harald - In: Journal of Business Cycle Measurement and Analysis 2005 (2005) 1, pp. 43-69
This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and...
Persistent link: https://www.econbiz.de/10008492399
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Towards a Monthly Business Cycle Chronology for the Euro Area
Mönch, Emanuel; Uhlig, Harald - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2003
This paper is an exercise in dating the Euro area business cycle on a monthly basis. Using a quite flexible interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure. To account for the asymmetry in growth regimes and...
Persistent link: https://www.econbiz.de/10005677891
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Towards a Monthly Business Cycle Chronology for the Euro Area
Mönch, Emanuel - 2005
Persistent link: https://www.econbiz.de/10009594062
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Pension Systems and the Allocation of Macroeconomic Risk
Bovenberg, A Lans; Uhlig, Harald - C.E.P.R. Discussion Papers - 2006
This paper explores the optimal risk sharing arrangement between generations in an overlapping generations model with endogenous growth. We allow for nonseparable preferences, paying particular attention to the risk aversion of the old as well as overall 'life-cycle' risk aversion. We provide a...
Persistent link: https://www.econbiz.de/10005662132