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Cyclical adjustment in fiscal rules : some evidence on real-time bias for EU-15 countries
Kempkes, Gerhard - 2012
Most EU member states will adopt fiscal rules that refer to cyclically-adjusted borrowing limits. Under the standard cyclical adjustment procedure, trend increases in public debt based on cyclical components are prevented if the real-time output gaps used to calculate cyclical components balance...
Persistent link: https://www.econbiz.de/10009566470
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Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver; MacDonald, Ronald - 2014
the estimation results, two currencies, the Swiss franc and (to a lesser extent) the US dollar qualify as safe haven …
Persistent link: https://www.econbiz.de/10010433356
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Bayesian estimation of a DSGE model with asset prices
Kliem, Martin; Uhlig, Harald - 2013
constrained estimation produces a quantitative model with both reasonable asset-pricing as well as business-cycle implications. …
Persistent link: https://www.econbiz.de/10010192763
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International spillovers and feedback : modelling in a disequilibrium framework
Winker, Peter - 2000
modelling approach and estimation results for the trade submodels are presented in some detail and simmulation results for the …
Persistent link: https://www.econbiz.de/10013428333
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Capital controls and covered interest parity between the yen and dollar
Ito, Takatoshi - 1983
Persistent link: https://www.econbiz.de/10003528805
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Chinese monetary policy and the dollar peg
Reade, J. James; Volz, Ulrich - 2010
This paper investigates to what extent Chinese monetary policy is constrained by the dollar peg. To this end, we use a …
Persistent link: https://www.econbiz.de/10008796581
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US trade policy and the US dollar
Khalil, Makram; Strobel, Felix - 2021
was offset by the concurrent appreciation of the US dollar and trace the source of the appreciation back to US trade … policy itself. The dollar response to trade policy uncertainty (TPU) is key to assessing the overall impact of trade policies … raises the relative demand for safer US assets, triggering an appreciation of the US dollar. Moreover, in assessing the …
Persistent link: https://www.econbiz.de/10012792730
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Globalization and international business cycle dynamics : a conditional GVAR approach
Binder, Michael; Offermanns, Christian J. - 2014
We examine the effects of increased international integration of both goods and financial markets on business cycle dynamics. To do so, we develop a new econometric framework for modelling cross-country spillovers in which the magnitude of these spillovers is an empirically determined function...
Persistent link: https://www.econbiz.de/10010414228
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero …
Persistent link: https://www.econbiz.de/10010373684
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The impact of monetary instruments on shock absorption in EU-countries
Müller, Claudia; Buscher, Herbert S. - 1999
The main characteristic of the implementation of the European Monetary Union (EMU) is the transition from various national currencies to the Euro, the common European currency. A final fixing of the individual bilateral exchange rates of all European countries involved in the Monetary Union...
Persistent link: https://www.econbiz.de/10013428212