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Money growth and consumer price inflation in the euro area : a wavelet analysis

Mandler, Martin; Scharnagl, Michael - 2014

Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet … analysis. Wavelet analysis allows to account for variations in the money growth-inflation relationship both across the … frequency spectrum and across time. We find evidence of strong comovements between money growth and inflation at low frequencies …

Persistent link: https://www.econbiz.de/10010433361

A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure

Blaskowitz, Oliver Jim - 2009

Persistent link: https://www.econbiz.de/10003934002

Handbook of computable general equilibrium modeling ; Vol. 1B

Dixon, Peter B. (contributor) - 2013

Persistent link: https://www.econbiz.de/10009696085

Handbook of computable general equilibrium modeling ; Vol. 1A

Dixon, Peter B. (contributor) - 2013

Persistent link: https://www.econbiz.de/10009696144

Zeitvariable Asset-Pricing-Modelle für den deutschen Aktienmarkt : empirische Untersuchung der Bedeutung makroökonomischer Einflussfaktoren

Opfer, Heiko - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002465981

Time variation in macro-financial linkages

Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013

We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian VAR with time-varying parameters estimated over 1958-2012. Our main findings are: (i) The contribution of financial shocks to GDP growth fluctuates from about 20 percent in...