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Can trade partners help better FORCEE the future? : impact of trade linkages on economic growth forecasts in selected CESEE countries

Slačik, Tomáš; Steiner, Katharina; Wörz, Julia - In: Focus on European economic integration (2014) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10010251663

The New Keynesian Phillips Curve in Europe: does it fit or does it fail?

Tillmann, Peter - 2005

tests this New Keynesian Phillips Curve and exploits projections of future real marginal cost generated by VAR models to … data well at first sight. However, analyses of this kind disregard the considerable degree of uncertainty surrounding VAR …

Persistent link: https://www.econbiz.de/10010295672

Evaluating New Keynesian Phillips Curve under VAR-Based Learning

Fanelli, Luca - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-33, pp. 1-24

Vector Autoregressive (VAR) model, whose coefficients are updated by maximum likelihood estimation as the information set … imposes on the VAR coefficients are computed and compared with a proper set of critical values, which take the sequential …

Persistent link: https://www.econbiz.de/10010298617

Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches

Blaes, Barno - 2009

autoregressive approach of Bernanke, Boivin and Eliasz (2005) as well as on a standard VAR model. We focus on the reaction of …

Persistent link: https://www.econbiz.de/10010298834

Forecasting economic aggregates by disaggregates

Hendry, David F.; Hubrich, Kirstin - 2006

We suggest an alternative use of disaggregate information to forecast the aggregate variable of interest, that is to include disaggregate information or disaggregate variables in the aggregate model as opposed to first forecasting the disaggregate variables separately and then aggregating those...

Persistent link: https://www.econbiz.de/10011604635