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Monetary policy and dividend growth in Germany : long-run structural modelling versus bounds testing approach

Belke, Ansgar; Polleit, Thorsten - In: Applied economics 38 (2006) 12, pp. 1409-1423

Persistent link: https://www.econbiz.de/10003351436

Multiple equilibria in German employment : a note on the simultaneous identification of structural breaks

Belke, Ansgar; Göcke, Matthias - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 171-187). 2005

Persistent link: https://www.econbiz.de/10003345133

Estimating and forecasting European migration methods, problems and results

Brücker, Herbert; Siliverstovs, Boriss - In: Journal for labour market research 39 (2006) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10003330622

Sources of German unemployment : a structural vector error correction analysis

Brüggemann, Ralf - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 409-431

Persistent link: https://www.econbiz.de/10003333483

US-euro area monetary policy interdependence : new evidence from Taylor Rule based VECMs

Belke, Ansgar (contributor); Cui, Yuhua (contributor) - 2009

This paper analyses the monetary policy interdependence between the European Central Bank (ECB) and the Federal Reserve (Fed) for the period 1999-2006. Two models are specified: a partial Vector Error Correction Model (VECM) and a general VECM. In the partial VECM, we look for a long-run...

Persistent link: https://www.econbiz.de/10003811795

Corporate taxation and investment : explaining investment dynamics with firm-level panel data

Dwenger, Nadja - 2009

) complementing the usual estimation of a distributed lag model. A correction term accounts for non-random sample attrition, which has …

Persistent link: https://www.econbiz.de/10003883175

The twin deficits in OECD countries : cointegration analysis with regime shifts

Daly, Vince; Siddiki, Jalal Uddin - In: Applied economics letters 16 (2009) 10/12, pp. 1155-1164

Persistent link: https://www.econbiz.de/10003886676

How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …-periods. -- Structural exchange rate models ; cointegration ; structural breaks ; switching regression ; time-varying coefficient approach …

Persistent link: https://www.econbiz.de/10003898577

Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise : ein ARDL-Ansatz für Deutschland

Belke, Ansgar - 2009

konzentriert sich erstmals auf die Bundesrepublik Deutschland, deren Immobilienmarkt von einer moderaten Preisentwicklung … Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen … ; Kreditvolumen ; Kointegration …

Persistent link: https://www.econbiz.de/10003904552

Are daily stock price indices in the major European equity market cointegrated? : tests and evidence

Kasibhatla, Krishna Moorti; Stewart, David B.; Sen, Swapan - In: The American economist : journal of Omnicron Delta … 50 (2006) 2, pp. 47-57

Persistent link: https://www.econbiz.de/10003429409