Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Juergen 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:
International Economics and Economic Policy. 1:73-85
A money demand function for M2 is estimated for Italy for the period 1972–1998 within an error correction framework. This period has been characterized by major structural changes in the Italian financial system and by major changes in monetary pol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::488c0f985650c381ab28b2f670ba122d
https://doi.org/10.1007/s10368-003-0001-6
https://doi.org/10.1007/s10368-003-0001-6
Das vorliegende Buch ist eine Einführung in die praktische Arbeit mit makroökonometrischen Modellen. Die Autoren sind auf dem Feld international ausgewiesene Wissenschaftler. Die Beiträge thematisieren alle Aspekte des Verständnisses der statist
Autor:
Helmut Lütkepohl, Jürgen Wolters
In 1999 a number of member states of the European Union will adopt a common currency. This change in the monetary system requires that a Eur opean Central Bank is set up and a common monetary policy is pursued. There is general agreement among thos
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of
Autor:
Juergen Wolters, Gebhard Kirchgässner
Publikováno v:
Empirical Economics. 20:435-454
In this paper, possible interest rate linkages between the U.S. and Europe and within Europe are investigated with special reference to the EMS. We use three-month domestic money market rates from 1974 to 1979, from 1983 to 1989, and from 1990 to 199
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ba71ddea68492ad95e0019f8e549bc2
https://doi.org/10.1007/bf01180675
https://doi.org/10.1007/bf01180675
Autor:
Gebhard Kirchgässner, Juergen Wolters
Publikováno v:
Statistical Papers. 33:1-19
Using a simple theoretical model and giving an empirical example it is investigated if it matters whether we use (monthly) averages or end-of-period (month) data in performing Granger-causality tests. It is shown that no major problems are to be expe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2edc2ef3e26ba15216c6d550e9036feb
https://doi.org/10.1007/bf02925307
https://doi.org/10.1007/bf02925307
Autor:
Gebhard Kirchgässner, Jürgen Wolters
This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive model
Autor:
Juergen Wolters, Gebhard Kirchgässner
Publikováno v:
Econometric Analysis of Financial Markets ISBN: 9783642486685
We have transformed VAR- and EC-models estimating the linkage between Euromarket 3-month interest rates to the frequency domain. We use models for the EMS countries France, Germany, Italy and the Netherlands as well as models which additionally inclu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b9fdbea4fadca8342d0361b86cad248
https://doi.org/10.1007/978-3-642-48666-1_7
https://doi.org/10.1007/978-3-642-48666-1_7