Similar Search Results

La désaisonnalisation des séries d’agrégats monétaires et de crédit à la Banque de France : aspects théoriques et mise en oeuvre.

Fonteny, E. - Banque de France - 2006

Since July 2003, the Banque de France has been using seasonally adjusted (SA) data for the monthly reporting of national monetary developments, with renewed statistical tools. Before the start of the single currency in 1999, the Banque de France already calculated seasonally adjusted data, using...

Persistent link: https://www.econbiz.de/10004998809

Structural breaks, inflation and interest rates : evidence from the G7 countries

Clemente, Jesús; Gadea, María Dolores; Montañés, Antonio - In: Econometrics : open access journal 5 (2017) 1, pp. 1-17

the G7 countries. We first show that nominal interest and inflation rates are better represented as I(0) variables. Later … inflation rates to nominal interest rates is very different than one. …

Persistent link: https://www.econbiz.de/10011654168

Modelling Ireland's exchange rates : from EMS to EMU

Bond, Derek (contributor); Harrison, Michael J. (contributor) - 2007

This paper attempts to model the nominal and real exchange rate for Ireland, relative to Germany and the UK from 1975 to 2003. It offers an overview of the theory of purchasing power parity (Ppp), focusing particularly on likely sources of nonlinearity. Potential difficulties in placing the...

Persistent link: https://www.econbiz.de/10003616696

Modelling Ireland's Exchange Rates : From EMS to EMU

Bond, Derek - 2007

Persistent link: https://www.econbiz.de/10012775859

The persistence of suicides in G20 countries between 1990 and 2017 : an SPSM approach to three generations of unit root tests

Anyikwa, Izunna; Hamman, Nicolene; Phiri, Andrew - In: Comparative economic research : Central and Eastern Europe 24 (2021) 2, pp. 153-173

Suicides represent an encompassing measure of psychological wellbeing, emotional stability as well as life satisfaction, and they have been recently identified by the World Health Organization (WHO) as a major global health concern. The G20 countries represent the powerhouse of global economic...

Persistent link: https://www.econbiz.de/10012666866

Conditional Threshold Autoregression (CoTAR)

Motegi, Kaiji; Dennis, Jay; Hamori, Shigeyuki - 2022

We propose a new time series model where the threshold is specified as an empirical quantile of recent observations of a threshold variable. The resulting conditional threshold traces the fluctuation of the threshold variable, which can enhance the fit and interpretation of the model. In the...

Persistent link: https://www.econbiz.de/10013313908

Is It the natural rate hypothesis or the hysteresis hypothesis for unemployment rates in newly industrialized economies?

Nsenga, Dieu; Nach, Mirada; Khobai, Hlalefang; Moyo, Clement - In: Comparative economic research : Central and Eastern Europe 22 (2019) 4, pp. 39-55

The focus of our study is on determining whether unemployment rates in 8 New Industrialized Economies conform to the natural rate hypothesis or the hysteresis hypothesis. To this end, we employ a variety of unit of unit root testing procedures to quarterly data collected between 2002:q1 and...

Persistent link: https://www.econbiz.de/10012145673

Resurrecting the role of real money balance effects

Dorich, José - 2009

inflation and output dynamics in the United States. In particular, I find that real money balance effects are quantitatively …

Persistent link: https://www.econbiz.de/10010279877

Money-based Inflation Risk Indicator: A Regime Switching Model

Deryugina, E.; A. Ponomarenko. - In: VOPROSY ECONOMIKI 9 (2013)

We examine the relationship between probability of large fluctuations of inflation rate and monetary developments. With … this purpose we identify the periods of high inflation regime for the cross-section of 15 transition economies. The … to a high inflation regime and money growth. We calculate the conditional probability of transition to a high inflation …

Persistent link: https://www.econbiz.de/10010860810

Chapter 3. Money and Inflation : Some Critical Issues

McCallum, Bennett T.; Nelson, Edward - In: Handbook of monetary economics : volume 3, (pp. 97-153). 2010

We consider what, if any, relationship there is between monetary aggregates and inflation, and whether there is any … paribus unitary relationship between inflation and money growth. Simulations of a New Keynesian model suggest that we should … allowance needed for the phase shift in the relationship between monetary growth rates and inflation. While financial innovation …

Persistent link: https://www.econbiz.de/10014025677