Search Results - subject:"STAR Model"

Leading indicators of balance-of-payments crises : a partial review

Chui, Michael - 2002

Persistent link: https://www.econbiz.de/10001723341

Mayes, David G.; Virén, Matti E. E. - 2002

This paper provides an exposition of the nature, means of estimation and uses of Financial Conditions Indexes (FCIs) and their relationship to the more common Monetary Conditions Indexes (MCIs) that are used by market analysts, international organisations and central banks. Using panel datasets...

Persistent link: https://www.econbiz.de/10014114970

The Accuracy of Press Reports Regarding the Foreign Exchange Interventions of the Bank of Japan

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - 2002

This paper presents evidence on the accuracy of press reports regarding the foreign exchange market interventions conducted by the Bank of Japan (BoJ) between January 1995 and December 1999. We find that the reports of interventions in the financial press are a relatively inaccurate indicator...

Persistent link: https://www.econbiz.de/10014117201

The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan

Frenkel, Michael - 2002

Persistent link: https://www.econbiz.de/10011474901

Fiscal foundation of convergence to European Union in Pre-Accession Transition Countries

Halpern, László; Neményi, Judit - 2002

Pre-Accession Transition Countries (PATCs) aim at early admittance to the monetary club. Their fiscal indicators - deficit and debt - do not show any serious symptoms. Closer scrutiny reveals, however, that the interest burden of their public debt might be underestimated, and that restructuring...

Persistent link: https://www.econbiz.de/10011431300

Monetary indicators and policy rules in the P-star model

Tödter, Karl-Heinz - 2002

analyses the role of the price gap in the monetary transmission process more closely. The P-Star model and a New …. This paper analyses monetary indicators and monetary policy rules within the framework of a small monetary model, the P-star … model. In this model monetary aggregates play an active role in the transmission mechanism of monetary policy actions …

Persistent link: https://www.econbiz.de/10011431682

The role of spatial and temporal structure for residential rent predictions

Füss, Roland; Koller, Jan - In: International journal of forecasting 32 (2016) 4, pp. 1352-1368

Persistent link: https://www.econbiz.de/10011622167

A discussion of the monetary condition index/ by Jenny Osborne-Kinch and Sarah Holton

Osborne-Kinch, Jenny; Holton, Sarah; Murphy, Alan - In: Quarterly bulletin / Central Bank & Financial Services … (2010) 1, pp. 68-79

Persistent link: https://www.econbiz.de/10003982344

Detecting and estimating stock market crises : evidence from the Tunisian stock market

Boujelbene, Younes; Hammami, Haifa; Abdelmoula, Aida Kammoun - In: International journal of monetary economics and finance 3 (2010) 3, pp. 227-247

Persistent link: https://www.econbiz.de/10003987432

Ecarts d'inflation et soutenabilité de la zone euro : les enseignements des indicateurs des conditions monétaires

Maâlel, Nabil; Zarrad, Olfa - In: Revue d'économie financière : revue trimestrielle de … 100 (2010), pp. 285-304

Persistent link: https://www.econbiz.de/10008989692