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How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
Knüppel, Malte; Schultefrankenfeld, Guido - Deutsche Bundesbank - 2008
Macroeconomic risk assessments play an important role in the forecasts of many institutions. However, to the best of our knowledge their performance has not been investigated yet. In this work, we study the Bank of England?s risk forecasts for inflation. We find that these forecasts do not...
Persistent link: https://www.econbiz.de/10005059017
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A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms
von Kalckreuth, Ulf; Chirinko, Robert S.; Breitung, Jörg - Deutsche Bundesbank - 2003
investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints … substantive conclusions, this paper demonstrate that the panel VAR approach is useful for modeling firm dynamics and real … Ergebnissen zeigt das Papier, dass der Panel VAR-Ansatz für die Modellierung der unternehmerischen Dynamik, der Interaktion von …
Persistent link: https://www.econbiz.de/10005083170