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Stability of velocity in the group of seven countries : a Kalman filter approach

Bomhoff, Eduard Jan - 1990

Persistent link: https://www.econbiz.de/10013424921

Money and inflation : the role of persistent velocity movements

Shagi, Makram el-; Giesen, Sebastian - 2010

der Exit-Strategie. -- Umlaufsgeschwindigkeit ; multivariates Zustandsraummodell ; Inflation ; Geldmenge … multivariates Zustandsraummodell, das eine erhebliche Erweiterung des traditionell verwendeten Fehlerkorrekturrahmens darstellt, um …, inwiefern die Beziehung zwischen Geldmenge und Inflation stabil ist, d.h. ob das Parameterregime als konstant unterstellt werden …

Persistent link: https://www.econbiz.de/10003943488

Money and inflation : consequences of the recent monetary policy

Shagi, Makram el-; Giesen, Sebastian - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 4, pp. 520-537

Persistent link: https://www.econbiz.de/10010127358

The decomposition of economic relationships by time scale using wavelets : expenditure and income

Ramsey, James B. (contributor); Lampart, Camille (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10001769695

A new approach to estimating the natural rate of interest

Benati, Luca - 2021

Building upon the insight that M1 velocity is the permanent component of nominal interest rates - see Benati (2020) - I propose a novel, and straightforward approach to estimating the natural rate of interest, which is conceptually related to Cochrane's (1994) proposal to estimate the permanent...

Persistent link: https://www.econbiz.de/10012520193

An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021

Recent developments in inflation and M3 velocity in the euro area have raised serious doubts about the reliability of M3 growth as a pillar of the ECB's monetary policy strategy. We develop a very flexible and comprehensive state-space framework for modeling the velocity of circulation. Our...

Persistent link: https://www.econbiz.de/10012395397