Zobrazeno 1 - 10
of 102
pro vyhledávání: '"Jürgen Wolters"'
Autor:
Ullrich Heilemann, Jürgen Wolters
Makroökonometrische Modelle sind in Deutschland aus der kurzfristigen Wirtschaftsprognose und der Prozeßanalyse nicht mehr wegzudenken. Die Entwicklung dahin war zwar auch von Verlangsamungen und Unterbrechungen begleitet - die generelle Disreputat
Publikováno v:
Empirical Economics. 57:385-398
In recent times, a large number of studies has investigated the empirical properties of financial cycles within countries, mainly based on band-pass filter techniques. The contribution of this paper to the literature is twofold. First, in contrast to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4fe53b403be66f78c9dff3963cb593c0
https://doi.org/10.1007/s00181-018-1471-2
https://doi.org/10.1007/s00181-018-1471-2
Autor:
Christian Dreger, Jürgen Wolters
Publikováno v:
Journal of Macroeconomics. 46:40-54
This paper investigates the usefulness of the money demand relationship in times of unconventional monetary policies by cointegration methods. In contrast to the bulk of the literature, evidence in favour of a stable long run money demand function is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3760f55a40e3968feac677412a9c9b9c
https://doi.org/10.1016/j.jmacro.2015.07.005
https://doi.org/10.1016/j.jmacro.2015.07.005
Autor:
Jürgen Wolters, Christian Dreger
Publikováno v:
Empirica. 43:61-82
This paper examines the relevance of the Lucas critique for euro area money demand. Based on the money in the utility function approach, a vector error correction model is specified to investigate the relationship between money and inflation in times
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::172da421ddddc341abe344e16190a627
https://doi.org/10.1007/s10663-015-9289-z
https://doi.org/10.1007/s10663-015-9289-z
This paper introduces parametric spectrum estimation to the analysis of financial cycles. Our contribution is to formally test properties of financial cycles and to characterize their international interaction in the frequency domain. Existing work a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f7fdb831374e6b7e4a1521644058eab
https://hdl.handle.net/10419/192987
https://hdl.handle.net/10419/192987
Autor:
Christian Dreger, Jürgen Wolters
Publikováno v:
Journal of International Money and Finance. 29:111-122
Euro area monetary growth has exceeded its target since 2001. Likewise, recent empirical studies did not find evidence in favour of a stable long-run money demand function. In contrast to the bulk of the literature, we are able to identify a stable l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ba4b1a1238c03d912266c741aa7975f
https://doi.org/10.1016/j.jimonfin.2009.02.002
https://doi.org/10.1016/j.jimonfin.2009.02.002
Autor:
Uwe Hassler, Jürgen Wolters
Publikováno v:
Jahrbücher für Nationalökonomie und Statistik. 229:119-129
Summary In this paper we compare the unemployment dynamics of the US and Germany with monthly data up to 2008. With data from 1971 on the evidence is mixed when applying descriptive methods or formal unit root tests. When allowing for fractional inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eac557a40d1c6ed7d127a9a6a269559c
https://doi.org/10.1515/jbnst-2009-2-303
https://doi.org/10.1515/jbnst-2009-2-303
Autor:
Christian Dreger, Jürgen Wolters
Publikováno v:
Vierteljahrshefte zur Wirtschaftsforschung. 78(1):56-65
The appropriate design of monetary policy in integrated fi nancial markets is one of the most challenging areas for central banks. One hot topic is whether the rise in liquidity in recent years has contributed to the formation of price bubbles in ass
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3b7cd6ddabcf183ff7eeeae05bb44a7d
http://ejournals.duncker-humblot.de/DH/doi/pdf/10.3790/vjh.78.1.56
http://ejournals.duncker-humblot.de/DH/doi/pdf/10.3790/vjh.78.1.56
Autor:
Christian Dreger, Jürgen Wolters
Publikováno v:
Empirica. 36:51-63
Monetary growth in the euro area has exceeded its target since several years. At the same time, the money demand function seems to be increasingly unstable if more recent data are used. If the link between money balances and the macroeconomy is fragi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::02d0e303543a41e18009773fd14363a9
https://doi.org/10.1007/s10663-008-9092-1
https://doi.org/10.1007/s10663-008-9092-1