Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Kiel
Inst. for World Economics
2003
|
| Schriftenreihe: | Kieler Arbeitspapiere
1153 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 27 - 29 |
| Beschreibung: | 29 S. graph. Darst. : 21 cm |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV017178342 | ||
| 003 | DE-604 | ||
| 005 | 20030604 | ||
| 007 | t | ||
| 008 | 030527s2003 gw d||| |||| 00||| eng d | ||
| 016 | 7 | |a 967456002 |2 DE-101 | |
| 035 | |a (OCoLC)52572761 | ||
| 035 | |a (DE-599)BVBBV017178342 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-473 |a DE-20 |a DE-521 | ||
| 050 | 0 | |a HB5 | |
| 084 | |a QD 000 |0 (DE-625)141277: |2 rvk | ||
| 084 | |a QM 000 |0 (DE-625)141766: |2 rvk | ||
| 084 | |a 17 |2 sdnb | ||
| 100 | 1 | |a Borbély, Dora |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Macroeconomic interval forecasting |b the case of assessing the risk of deflation in Germany |c by Dora Borbély and Carsten-Patrick Meier |
| 264 | 1 | |a Kiel |b Inst. for World Economics |c 2003 | |
| 300 | |a 29 S. |b graph. Darst. : 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Kieler Arbeitspapiere |v 1153 | |
| 500 | |a Literaturverz. S. 27 - 29 | ||
| 700 | 1 | |a Meier, Carsten-Patrick |e Verfasser |4 aut | |
| 830 | 0 | |a Kieler Arbeitspapiere |v 1153 |w (DE-604)BV000000922 |9 1153 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010353740&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-010353740 | ||
Datensatz im Suchindex
| _version_ | 1804130036747337728 |
|---|---|
| adam_text | Contents
1 Introduction 1
2 The Empirical Approach 4
2.1 The Model Selection Procedure 4
2.1.1 Selecting the lag structure 5
2.1.2 ^identifying aberrant observations 6
2.2 Estimating Prediction Intervals 8
2.2.1 The bootstrap 8
2.2.2 Applying the bootstrap 10
2.2.3 Conditional forecast intervals 12
3 Assessing the Risk of Deflation in Germany 12
3.1 The Empirical Model 13
3.1.1 Theoretical considerations 14
3.1.2 The equations 15
3.2 Results 19
3.2.1 Forecast intervals 19
3.2.2 Alternative definitions of deflation 21
3.2.3 The assumption of constant oil prices 23
3.2.4 Simultaneous deflation and recession 24
4 Conclusions 25
|
| any_adam_object | 1 |
| author | Borbély, Dora Meier, Carsten-Patrick |
| author_facet | Borbély, Dora Meier, Carsten-Patrick |
| author_role | aut aut |
| author_sort | Borbély, Dora |
| author_variant | d b db c p m cpm |
| building | Verbundindex |
| bvnumber | BV017178342 |
| callnumber-first | H - Social Science |
| callnumber-label | HB5 |
| callnumber-raw | HB5 |
| callnumber-search | HB5 |
| callnumber-sort | HB 15 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QD 000 QM 000 |
| ctrlnum | (OCoLC)52572761 (DE-599)BVBBV017178342 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01420nam a2200373 cb4500</leader><controlfield tag="001">BV017178342</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20030604 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">030527s2003 gw d||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">967456002</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)52572761</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV017178342</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB5</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QD 000</subfield><subfield code="0">(DE-625)141277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 000</subfield><subfield code="0">(DE-625)141766:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">17</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Borbély, Dora</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Macroeconomic interval forecasting</subfield><subfield code="b">the case of assessing the risk of deflation in Germany</subfield><subfield code="c">by Dora Borbély and Carsten-Patrick Meier</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Kiel</subfield><subfield code="b">Inst. for World Economics</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">29 S.</subfield><subfield code="b">graph. Darst. : 21 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Kieler Arbeitspapiere</subfield><subfield code="v">1153</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 27 - 29</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Meier, Carsten-Patrick</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Kieler Arbeitspapiere</subfield><subfield code="v">1153</subfield><subfield code="w">(DE-604)BV000000922</subfield><subfield code="9">1153</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010353740&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010353740</subfield></datafield></record></collection> |
| id | DE-604.BV017178342 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:14:39Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010353740 |
| oclc_num | 52572761 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-20 DE-521 |
| owner_facet | DE-473 DE-BY-UBG DE-20 DE-521 |
| physical | 29 S. graph. Darst. : 21 cm |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Inst. for World Economics |
| record_format | marc |
| series | Kieler Arbeitspapiere |
| series2 | Kieler Arbeitspapiere |
| spelling | Borbély, Dora Verfasser aut Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany by Dora Borbély and Carsten-Patrick Meier Kiel Inst. for World Economics 2003 29 S. graph. Darst. : 21 cm txt rdacontent n rdamedia nc rdacarrier Kieler Arbeitspapiere 1153 Literaturverz. S. 27 - 29 Meier, Carsten-Patrick Verfasser aut Kieler Arbeitspapiere 1153 (DE-604)BV000000922 1153 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010353740&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Borbély, Dora Meier, Carsten-Patrick Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany Kieler Arbeitspapiere |
| title | Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany |
| title_auth | Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany |
| title_exact_search | Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany |
| title_full | Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany by Dora Borbély and Carsten-Patrick Meier |
| title_fullStr | Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany by Dora Borbély and Carsten-Patrick Meier |
| title_full_unstemmed | Macroeconomic interval forecasting the case of assessing the risk of deflation in Germany by Dora Borbély and Carsten-Patrick Meier |
| title_short | Macroeconomic interval forecasting |
| title_sort | macroeconomic interval forecasting the case of assessing the risk of deflation in germany |
| title_sub | the case of assessing the risk of deflation in Germany |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010353740&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000922 |
| work_keys_str_mv | AT borbelydora macroeconomicintervalforecastingthecaseofassessingtheriskofdeflationingermany AT meiercarstenpatrick macroeconomicintervalforecastingthecaseofassessingtheriskofdeflationingermany |