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Profit Dynamics across the Largest Euro Area countries and Sectors
Maurin, Laurent; Roma, Moreno; Vetlov, Igor - Lietuvos Bankas - 2011
This paper explores the behavior of profits in the four largest euro area countries (Germany, France, Italy and Spain … a vector autoregressive modeling framework, discusses the sensitivity of profits to four distinctive structural shocks … of historical developments in profits across countries and sectors. …
Persistent link: https://www.econbiz.de/10009402035
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Profit dynamics across the largest euro area countries and sectors
Maurin, Laurent; Roma, Moreno; Vetlov, Igor - European Central Bank - 2011
This paper explores the behavior of profits in the four largest euro area countries (Germany, France, Italy and Spain … a vector autoregressive modeling framework, discusses the sensitivity of profits to four distinctive structural shocks … of historical developments in profits across countries and sectors. JEL Classification: C32, E23, E25 …
Persistent link: https://www.econbiz.de/10009399785
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The changing role of expectations in US monetary policy: A new look using the Livingston Survey
Banerjee, A.; Malik, S. - Banque de France - 2012
Using a Bayesian structural vector autoregression (TVP-SVAR) with time-varying parameters and volatility we investigate monetary policy in the United States, in particular its interaction with the formation of inflation expectations and the linkages between monetary policy, inflation...
Persistent link: https://www.econbiz.de/10010816004
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Profit dynamics across the largest euro area countries and sectors
Maurin, Laurent; Roma, Moreno; Vetlov, Igor - 2011
of historical developments in profits across countries and sectors. - Profits, sectoral determinants ; VARs ; impulse …This paper explores the behavior of profits in the four largest euro area countries (Germany, France, Italy and Spain … a vector autoregressive modeling framework, discusses the sensitivity of profits to four distinctive structural shocks …
Persistent link: https://www.econbiz.de/10009405591
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Profit Dynamics Across the Largest Euro Area Countries and Sectors
Maurin, Laurent - 2011
This paper explores the behavior of profits in the four largest euro area countries (Germany, France, Italy and Spain … a vector autoregressive modeling framework, discusses the sensitivity of profits to four distinctive structural shocks … of historical developments in profits across countries and sectors …
Persistent link: https://www.econbiz.de/10013117688
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On the long run effect of public capital on aggregate output: Estimation and sensitivity analysis
Batina, Raymond G. - In: Empirical Economics 24 (1999) 4, pp. 711-717
We undertake a sensitivity analysis of the productivity of public capital under the aggregate production function approach. Several proxies are used for the private inputs and for public capital, several dummy variables are included to adjust for energy price shocks, newly revised data is...
Persistent link: https://www.econbiz.de/10005382411
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On the Long Run Effect of Public Capital on Aggregate Output : Estimation and Sensitivity Analysis
Batina, Raymond G. - 2000
We undertake a sensitivity analysis of the productivity of public capital under the aggregate production function approach. Several proxies are used for the private inputs and for public capital, several dummy variables are included to adjust for energy price shocks, newly revised data is...
Persistent link: https://www.econbiz.de/10014172421
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On the Long Run Effects of Public Capital and Disaggregated Public Capital on Aggregate Output
Batina, Raymond G. - 1999
We study the cointegration properties of data on aggregate output, five proxies for labor, two proxies for private capital, public capital, and disaggregated public capital for the United States for 1948-1993. We find evidence of multiple cointegrating vectors; we typically find three or four...
Persistent link: https://www.econbiz.de/10014220700
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Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Econometric reviews 36 (2017) 1/3, pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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Supply-side effects of strong energy price hikes in German industry and transportation
Knetsch, Thomas A.; Molzahn, Alexander - 2009
The paper studies the short-term effects of energy price hikes on the supply of industrial goods and transport services including the repercussions on remuneration of input factors. While industry had suffered more strongly from the oil price shock of the late 1970s compared with the one of the...
Persistent link: https://www.econbiz.de/10010299180