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Is money supply exogenous? : evidence from India
Dash, Santosh Kumar - In: Margin: the journal of applied economic research 11 (2017) 2, pp. 167-195
Persistent link: https://www.econbiz.de/10011690948
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Cointegration with structural changes and classical model of inflation in Spain, 1830-1998
Congregado, Emilio; Esteve García, Vicente - In: Structural change and economic dynamics : SC+ED 60 (2022), pp. 376-388
Persistent link: https://www.econbiz.de/10013392148
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Monetary policy responses to exogenous perturbations : the case of a small open economy (2007-2018)
Warburton, Christopher E. S.; Jackson, E. A. - In: PSL quarterly review 73 (2020) 293, pp. 181-201
While autonomous central banks in large open economies are usually predisposed to use monetary rules to target inflation, output, and long-term interest rates, central banks in small open economies face peculiar challenges in their attempts to attain and maintain liquidity, stable prices and...
Persistent link: https://www.econbiz.de/10012288324
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Predicting inflation : a holistic approach
Avdiu, Kujtim; Unger, Stephan - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-14
The quantity equation is a well-established, theoretic, long-run concept that has been criticized for a variety of reasons, i.e., that no precise statements about causality or dynamics between money growth and inflation can be inferred from its components. These shortcomings can be tackled by...
Persistent link: https://www.econbiz.de/10013168762
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Monitoring breaks in fractional cointegration
Dierkes, Maik; Fitter, Krischan; Sibbertsen, Philipp - 2024
We extend the monitoring of structural breaks in classic cointegration proposed by Wagner and Wied (2017) to explicitly … allow for fractional cointegration and breaks in these fractional relations with possible deterministic trends. To estimate … behavior of our test and compare it to the one by Wagner and Wied (2017) in different scenarios of fractional cointegration. To …
Persistent link: https://www.econbiz.de/10015152729
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Monitoring stationarity and cointegration : conference paper
Wagner, Martin; Wied, Dominik - 2014
cointegrating relationship to a spurious regression. The cointegration monitoring procedure is based on residuals from modified …
Persistent link: https://www.econbiz.de/10010484411
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Testing and identifying structural change in a cointegration regression
Kim, Chae-yŏng - 1996
Persistent link: https://www.econbiz.de/10000946541
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Estimating Smooth Structural Change in Cointegration Models
Phillips, Peter C. B. - 2013
This paper studies nonlinear cointegration models in which the structural coefficients may evolve smoothly over time …-consistency apply in nonparametric kernel estimation of time-varying coefficient cointegration models. The higher rate of convergence (n …
Persistent link: https://www.econbiz.de/10013075944
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Estimating Smooth Structural Change in Cointegration Models
Phillips, Peter C. B. - 2013
This paper studies nonlinear cointegration models in which the structural coefficients may evolve smoothly over time …-consistency apply in nonparametric kernel estimation of time-varying coefficient cointegration models. The higher rate of convergence …
Persistent link: https://www.econbiz.de/10013075992
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Die Dienstleistungsnachfrage als Determinante des wirtschaftlichen Strukturwandels
Gundlach, Erich - 1993
Persistent link: https://www.econbiz.de/10013263801