Search Results - subject:"VAR forecast errors"

The comovement between height and some economic development indicators in Spain

Maria-Dolores, Ramon; Carrion, Martínez; Miguel, José - Facultad de Economía y Empresa, Universidad de Murcia - 2012

This paper investigates the relationship between height and some measures of human welfare in Spain for the period 1850-1978. For that purpose, we employ several filtering methods to measure the correlation between variables such as first order differences, deterministic trends, the Hodrick and...

Persistent link: https://www.econbiz.de/10009645827

The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area?

María Dolores Pedrero, María Dolores Pedrero Ramón; … - Fundación BBVA - 2005

analyze that comovement by computing the correlations of VAR forecast errors of the two variables at different forecast …

Persistent link: https://www.econbiz.de/10008684735

The New Keynesian Monetary Model: Does it Show the Comovement Between Output and Inflation in the U.S.?

María-Dolores, Ramón; Vázquez Pérez, Jesús - Departamento de Fundamentos del Análisis Económico … - 2004

Published as article in: Journal of Economic Dynamics and Control (2008), 32(May), pp. 1466-1488.

Persistent link: https://www.econbiz.de/10009651089

Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigation

Vázquez Pérez, Jesús - Departamento de Fundamentos del Análisis Económico … - 2002

the correlations of VAR forecast errors at different horizons in order to analyze the output-inflation relationship. The …

Persistent link: https://www.econbiz.de/10004972660