DIW Berlin: Suche

Suche

clear
223 Ergebnisse, ab 211
Diskussionspapiere 1395 / 2014

Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis

This paper analyses the long-memory properties of both the conditional mean and variance of UK real GDP over the period 1851-2013 by estimating a multivariate ARFIMA-FIGARCH model (with the unemployment rate and inflation as explanatory variables). .

2014| Guglielmo Maria Caporale, Marinko Skare
Vierteljahrshefte zur Wirtschaftsforschung 4 / 2013

Nachhaltige europäische Konsolidierungspolitik - Chancen und Herausforderungen: Editorial

2013| Dorothea Schäfer, Willi Semmler, Brigitte Young
Externe referierte Aufsätze

Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation

This paper examines the stability of money demand and the forecasting performances of a broad monetary aggregate (M3), excess liquidity and excess inflation in predicting euro area inflation. The out-of sample forecasting performances are compared to

In: International Journal of Forecasting 30 (2014), 2, S. 303-312 | Christian Dreger, Jürgen Wolters
Diskussionspapiere 1332 / 2013

The Transmission of Oil and Food Prices to Consumer Prices: Evidence for the MENA Countries

This paper investigates the effects of global oil and food price shocks to consumer prices in Middle East-North African (MENA) countries using threshold cointegration methods. Oil and food price shocks increase domestic prices in the long run, ...

2013| Ansgar Belke, Christian Dreger
Monographien

The Transmission of Oil and Food Prices to Consumer Prices: Evidence for the MENA Countries

This paper investigates the effects of global oil and food price shocks to consumer prices in Middle East-North African (MENA) countries using threshold cointegration methods. Oil and food price shocks increase domestic prices in the long run, ...

Essen: RWI, 2013, 26 S.
(Ruhr Economic Papers ; 448)
| Ansgar Belke, Christian Dreger
Externe referierte Aufsätze

Current Account Imbalances in the Euro Area: Does Catching up Explain the Development?

In the debate on global imbalances, the euro area countries received inreasing attention since the outbreak of the financial crisis. While the current account is on balance for the entire area, divergences between individual member states have ...

In: Review of International Economics 21 (2013), 1, S. 6-17 | Ansgar Belke, Christian Dreger
Externe referierte Aufsätze

The Global Dimension of Inflation: Evidence from Factor-Augmented Phillips Curve

We examine the global dimension of inflation in 24 OECD countries between 1980 and 2007 in a Phillips curve framework. We decompose output gaps and changes in unit labour costs into common (or global) and idiosyncratic components using a factor ...

In: Oxford Bulletin of Economics and Statistics 75 (2013), 1, S. 103-122 | Sandra Eickmeier, Katharina Pijnenburg
DIW Wochenbericht 50 / 2013

Zinskartelle, Währungskartelle... und was kommt noch? Kommentar

2013| Dorothea Schäfer
Externe referierte Aufsätze

Sovereign Risk Premiums in the European Government Bond Market

This paper provides a study of bond yield differentials among EU government bonds on the basis of a unique data set of issue spreads in the US and DM (Euro) bond market between 1993 and 2009. Interest differentials between bonds issued by EU ...

In: Journal of International Money and Finance 31 (2012), 5, S. 975-995 | Kerstin Bernoth, Jürgen von Hagen, Ludger Schuknecht
223 Ergebnisse, ab 211