Similar Search Results

BACE and BMA variable selection and forecasting for UK money demand and inflation with Gretl

Błażejowski, Marcin; Kwiatkowski, Jacek; Kufel, Paweł - In: Econometrics : open access journal 8 (2020) 2/21, pp. 1-29

automatic modeling procedures for two well-known macroeconometric models: UK demand for narrow money and long-term inflation …

Persistent link: https://www.econbiz.de/10012265491

Stability, budget deficits, and the monetary dynamics of hyperinflation

Kiguel, Miguel A. - 1986

Persistent link: https://www.econbiz.de/10000695244

The demand and supply of money under high inflation : Brazil 1974/94

Tourinho, Octávio Augusto Fontes - 1997

Persistent link: https://www.econbiz.de/10000968411

Welfare cost of inflation in Brazil : an approach with time-varying cointegration and Kalman Filter

Campos, Eduardo Lima; Cysne, Rubens Penha - 2018

Persistent link: https://www.econbiz.de/10011898482

The demand and supply of money under high inflation : Brazil 1974/94

Tourinho, Octávio Augusto Fontes - 2015

A specification for the demand for money in economies where inflation is high and stochastic is presented. It uses a … generalized functional form and includes the variance of the inflation rate as an explanatory variable, and is estimated for … Brazil in the period 1974/94 under the assumption that the monetary policy is passive and that expectations are adaptive. The …

Persistent link: https://www.econbiz.de/10011997229

Expected money growth, Markov trends and the instability of money demand in the euro area

Kaufmann, Sylvia; Kugler, Peter - 2007 - This version: December 2007

This paper analyzes the recently documented instability of money demand in the euro area in the framework of a Markov switching trend model. First, we consider a standard flexible price model with stable money demand, rational expectations, and an exogenous income-money ratio which follows a...

Persistent link: https://www.econbiz.de/10011570250

Real-time inflation forecasting with high-dimensional models : the case of Brazil

Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: International journal of forecasting 33 (2017) 3, pp. 679-693

Persistent link: https://www.econbiz.de/10011746198

Bayesian Inference in Cointegrated VAR Models : With Applications to the Demand for Euro Area M3

Warne, Anders - 2021

The paper considers a Bayesian approach to the cointegrated VAR model with a uniform prior on the cointegration space. Building on earlier work by Villani (2005b), where the posterior probability of the cointegration rank can be calculated conditional on the lag order, the current paper also...

Persistent link: https://www.econbiz.de/10013317369

Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan : Bayesian econometric analysis

Akbar, Muhammad - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1470-1487

Persistent link: https://www.econbiz.de/10014253415

The demand and supply of money under high inflation : Brazil 1974 - 1994

Tourinho, Octávio Augusto Fontes - In: Revista de econometria 17 (1997) 2, pp. 87-118

Persistent link: https://www.econbiz.de/10001535213

1
2
3
4
5
6
7
8
9
10
Next
Last