Similar Search Results

Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment

Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325

Persistent link: https://www.econbiz.de/10010467980

The Great Trade Collapse : an evaluation of competing stories

Yilmazkuday, Hakan - In: Macroeconomic dynamics 25 (2021) 4, pp. 1053-1089

Persistent link: https://www.econbiz.de/10012523213

Modeling international stock price comovements with high-frequency data

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903

Persistent link: https://www.econbiz.de/10011918211

Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich

Jawadi, Fredj; Leoni, Patrick Lucien - In: Macroeconomic dynamics 16 (2012), pp. 376-393

Persistent link: https://www.econbiz.de/10009746015

Drivers of inflation convergence across countries : the role of standard gravity variables

Yilmazkuday, Hakan - In: Macroeconomic dynamics 27 (2023) 6, pp. 1664-1686

Persistent link: https://www.econbiz.de/10014364393

Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model

Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337

Persistent link: https://www.econbiz.de/10013270236

Unequal exchange rate pass-through across income groups

Yilmazkuday, Hakan - In: Macroeconomic dynamics 26 (2022) 3, pp. 682-725

Persistent link: https://www.econbiz.de/10013187243

Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver J.; Herwartz, Helmut - 2008

Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....

Persistent link: https://www.econbiz.de/10010271838

When, how fast and by how much do trade costs change in the Euro area?

Herwartz, Helmut; Weber, Henning - 2008

Microfoundations of the euro's effect on euro area trade hinge on the timing, the speed and the size of adjustment in … at the sector level. We find that, due to falling trade costs, trade within the euro area increases between the years … 2000 and 2003 by 10 to 20 percent compared with trade between European countries that are not members of the euro area …

Persistent link: https://www.econbiz.de/10010331062

Exchange rate uncertainty and trade growth: a comparison of linear and nonlinear (forecasting) models

Herwartz, Helmut; Weber, Henning - 2007

A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and international trade. Empirical findings about the impact of FX uncertainty on trade figures are at best weak and often ambiguous with respect to its direction. Almost...

Persistent link: https://www.econbiz.de/10010263693