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Geldpolitik und Beschäftigung : die geldpolitische Strategie der Federal Reserve ; Vorbild oder Auslaufmodell?

Hartmann, Daniel - 2005

Anfang 2006 tritt Alan Greenspan als Vorsitzender der Federal Reserve (Fed) ab. Damit endet gleichzeitig eine einschneidende Epoche der amerikanischen Geldpolitik. Das Urteil zur Greenspan-Ära fällt bisher ambivalent aus. Auf der einen Seite wird der pragmatischen und flexiblen Geldpolitik der...

Persistent link: https://www.econbiz.de/10011927423

The IWG Forecasting Dashboard : from forecasts to evaluation and comparison

Heinisch, Katja; Behrens, Christoph; Döpke, Jörg; … - In: Jahrbücher für Nationalökonomie und Statistik 244 (2024) 3, pp. 277-288

The paper describes the "Halle Institute for Economic Research (IWH) Forecasting Dashboard (ForDas)". This tool aims at providing, on a non-commercial basis, historical and actual macroeconomic forecast data for the Germany economy to researchers and interested audiences. The database renders it...

Persistent link: https://www.econbiz.de/10014555568

Financial uncertainty and gold market volatility : evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) approach with variable selection

Chuang, O-Chia; Gupta, Rangan; Pierdzioch, Christian; … - In: Econometrics : open access journal 12 (2024) 4, pp. 1-17

We analyze the predictive effect of monthly global, regional, and country-level financial uncertainties on daily gold market volatility using univariate and multivariate GARCH-MIDAS models, with the latter characterized by variable selection. Based on data over the period of July 1992 to May...

Persistent link: https://www.econbiz.de/10015272706

Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach

Gupta, Rangan; Pierdzioch, Christian - In: Financial innovation : FIN 9 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014288917