Showing 1 - 10 of 825,092
Persistent link: https://www.econbiz.de/10002976877
Persistent link: https://www.econbiz.de/10001790878
Persistent link: https://www.econbiz.de/10014249665
processes, implying that cointegration is a necessary condition both for consistent estimation of the parameters of the model … and compatibility between the model and the data. Tests find little support for cointegration and, together with an out …
Persistent link: https://www.econbiz.de/10014062471
Persistent link: https://www.econbiz.de/10003778923
Persistent link: https://www.econbiz.de/10011966001
Persistent link: https://www.econbiz.de/10011285642
Persistent link: https://www.econbiz.de/10010503500
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
Persistent link: https://www.econbiz.de/10003446669