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The role of the IFO business climate indicator and asset prices in German monetary policy : presented at CEFifo conference "Academic Use of ifo Survey Data", December 2003
Sterken, Elmer - 2004
We analyze the role of forward-looking indicators, like the IFO business climate indicator and asset prices, in German monetary transmission. We show that the use of both the IFO indicator and asset prices improves the performance and interpretation of a Vector AutoRegression (VAR) model of...
Persistent link: https://www.econbiz.de/10011449258
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The role of the Ifo business climate indicator and asset prices in German monetary policy
Sterken, Elmer - In: Ifo survey data in business cycle and monetary policy …, (pp. 173-201). 2004
Persistent link: https://www.econbiz.de/10002391451
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The role of the IFO business climate indicator and asset prices in German monetary policy
Sterken, Elmer - 2004
We analyze the role of forward-looking indicators, like the IFO business climate indicator and asset prices, in German monetary transmission. We show that the use of both the IFO indicator and asset prices improves the performance and interpretation of a Vector AutoRegression (VAR) model of...
Persistent link: https://www.econbiz.de/10002176418
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Monetary transmission, asset prices, and the business cycle indicator in Germany
Sterken, Elmer (contributor) - 2003
Persistent link: https://www.econbiz.de/10002597374
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Macroeconometric modelling of financial systems
Sterken, Elmer - 1988
Persistent link: https://www.econbiz.de/10000759365
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The role of the IFO business climate indicator and asset prices in German monetary policy
Sterken, Elmer - 2004
We analyze the role of forward-looking indicators, like the IFO business climate indicator and asset prices, in German monetary transmission. We show that the use of both the IFO indicator and asset prices improves the performance and interpretation of a Vector AutoRegression (VAR) model of...
Persistent link: https://www.econbiz.de/10010261203