The dynamics of interest rates, inflation and exchange rates in the Euro area: an empirical evaluation of different modeling strategies
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Herzogenrath
Shaker
2005
|
| Edition: | 1. Aufl. |
| Series: | Berichte aus der Volkswirtschaft
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 97 S. 55 schw.-w. Ill. 210 mm x 148 mm, 167 gr. |
| ISBN: | 3832243453 |
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| adam_text |
BERICHTE AUS DER VOLKSWIRTSCHAFT KARSTEN RUTH THE DYNAMICS OF INTEREST
RATES, INFLATION AND EXCHANGE RATES IN THE EURO AREA AN EMPIRICAL
EVALUATION OF DIFFERENT MODELING STRATEGIES SHAKER VERLAG AACHEN 2005
CONTENTS LIST OF FIGURES IX LIST OF TABLES XI PREFACE 1 1 MACROECONOMIC
FORECASTING IN THE EMU. DOES DISAGGREGATE MODELING IMPROVE FORECAST
ACCURACY? 9 1.1 INTRODUCTION 9 1.2 MODEL SPECIFICATION 11 1.2.1 MODELING
THE EMS CONTEXT 11 1.2.1.1 THE BASIC SETUP 11 1.2.1.2 SUBGROUP I:
GERMANY 14 1.2.1.3 SUBGROUP II: AUSTRIA, BELGIUM, NETHERLANDS 15 1.2.1.4
SUBGROUP III: FINLAND, FRANCE, ITALY, PORTUGAL, SPAIN 15 1.2.2 THE
"SYNTHETIC" EURO-MODEL 16 V VI CONTENTS 1.3 MODEL SELECTION 17 1.3.1
DATA 17 1.3.2 AGGREGATION WEIGHTS 18 1.3.3 THE VECMS 19 1.3.4
WITHIN-GROUP HOMOGENEITY: SOME EVIDENCE 21 1.4 COMPARISON OF FORECAST
ACCURACY: SUBGROUP-SPECIFIC VS. AGGREGATE MODELING 22 1.4.1 EVALUATION
METHODS 22 1.4.2 FORECASTING RESULTS 23 1.4.3 EXTENSIONS 26 1.4.3.1
VARIATION OF THE MODEL CLASS 26 1.4.3.2 VARIATION OF THE DISAGGREGATE
MODEL SPECIFICATIONS . 28 1.5 CONCLUDING REMARKS 30 REFERENCES 31 A DATA
35 B ADF UNIT ROOT &C COINTEGRATION TESTS 36 C AGGREGATION WEIGHTS 38 D
FIGURES 38 E THE DIEBOLD-MARIANO TEST 39 2 INTEREST RATE REACTION
FUNCTIONS FOR THE EURO AREA. EVIDENCE FROM PANEL DATA ANALYSIS 41 2.1
INTRODUCTION 41 2.2 HISTORICAL REACTION FUNCTIONS FOR THE EURO AREA 44
2.2.1 RELATED LITERATURE 44 CONTENTS VII 2.2.2 ECONOMETRIC SPECIFICATION
45 2.2.2.1 ERROR-CORRECTION MODELING AND THE TAYLOR RULE . 45 2.2.2.2
INCLUDING THE LONG-TERM BOND RATE IN THE TAYLOR RULE 47 2.3 EMPIRICAL
RESULTS 49 2.3.1 DATA ' 49 2.3.2 ILLUSTRATING HETEROGENEITY:
COUNTRY-SPECIFIC REACTION FUNCTIONS (SUR) 52 2.3.3 PANEL REACTION
FUNCTIONS 55 2.3.3.1 POOLED/FIXED-EFFECTS ESTIMATION (SUR) 55 2.3.3.2
POOLED MEAN GROUP ESTIMATION 58 2.3.4 OUT-OF-SAMPLE FORECASTS 62 2.4 THE
IMPORTANCE OF NATIONAL DEVELOPMENTS: A REVERSE 'COUNTERFACTUAL
EXPERIMENT' 64 2.5 CONCLUDING REMARKS 66 REFERENCES 68 A GRAPHS OF THE
TIME SERIES 72 3 MONETARY DISEQUILIBRIA AND THE EURO/DOLLAR EXCHANGE
RATE 77 3.1 INTRODUCTION 77 3.2 THE MONETARY MODEL OF EXCHANGE RATE
DETERMINATION 79 3.2.1 A BRIEF REVIEW OF THE LITERATURE 79 3.2.2
MONETARY DISEQUILIBRIA AND THE EXCHANGE RATE 82 3.3 MONEY DEMAND AND
MONETARY DISEQUILIBRIA 83 3.3.1 MONEY DEMAND IN THE U.S 83 3.3.2 MONEY
DEMAND IN EUROPE 85 VIII CONTENTS 3.4 MONETARY DISEQUILIBRIA AND THE
EURO/DOLLAR EXCHANGE RATE: EMPIRICAL RESULTS 87 3.4.1 DATA 87 3.4.2
STRUCTURAL EXCHANGE RATE EQUATIONS 89 3.4.3 OUT-OF-SAMPLE EVALUATION:
PREDICTIVE REGRESSIONS 92 3.4.4 IN-SAMPLE EVALUATION: DYNAMIC
SIMULATIONS 93 3.5 CONCLUDING REMARKS 94 REFERENCES 95 |
| adam_txt |
BERICHTE AUS DER VOLKSWIRTSCHAFT KARSTEN RUTH THE DYNAMICS OF INTEREST
RATES, INFLATION AND EXCHANGE RATES IN THE EURO AREA AN EMPIRICAL
EVALUATION OF DIFFERENT MODELING STRATEGIES SHAKER VERLAG AACHEN 2005
CONTENTS LIST OF FIGURES IX LIST OF TABLES XI PREFACE 1 1 MACROECONOMIC
FORECASTING IN THE EMU. DOES DISAGGREGATE MODELING IMPROVE FORECAST
ACCURACY? 9 1.1 INTRODUCTION 9 1.2 MODEL SPECIFICATION 11 1.2.1 MODELING
THE EMS CONTEXT 11 1.2.1.1 THE BASIC SETUP 11 1.2.1.2 SUBGROUP I:
GERMANY 14 1.2.1.3 SUBGROUP II: AUSTRIA, BELGIUM, NETHERLANDS 15 1.2.1.4
SUBGROUP III: FINLAND, FRANCE, ITALY, PORTUGAL, SPAIN 15 1.2.2 THE
"SYNTHETIC" EURO-MODEL 16 V VI CONTENTS 1.3 MODEL SELECTION 17 1.3.1
DATA 17 1.3.2 AGGREGATION WEIGHTS 18 1.3.3 THE VECMS 19 1.3.4
WITHIN-GROUP HOMOGENEITY: SOME EVIDENCE 21 1.4 COMPARISON OF FORECAST
ACCURACY: SUBGROUP-SPECIFIC VS. AGGREGATE MODELING 22 1.4.1 EVALUATION
METHODS 22 1.4.2 FORECASTING RESULTS 23 1.4.3 EXTENSIONS 26 1.4.3.1
VARIATION OF THE MODEL CLASS 26 1.4.3.2 VARIATION OF THE DISAGGREGATE
MODEL SPECIFICATIONS . 28 1.5 CONCLUDING REMARKS 30 REFERENCES 31 A DATA
35 B ADF UNIT ROOT &C COINTEGRATION TESTS 36 C AGGREGATION WEIGHTS 38 D
FIGURES 38 E THE DIEBOLD-MARIANO TEST 39 2 INTEREST RATE REACTION
FUNCTIONS FOR THE EURO AREA. EVIDENCE FROM PANEL DATA ANALYSIS 41 2.1
INTRODUCTION 41 2.2 HISTORICAL REACTION FUNCTIONS FOR THE EURO AREA 44
2.2.1 RELATED LITERATURE 44 CONTENTS VII 2.2.2 ECONOMETRIC SPECIFICATION
45 2.2.2.1 ERROR-CORRECTION MODELING AND THE TAYLOR RULE . 45 2.2.2.2
INCLUDING THE LONG-TERM BOND RATE IN THE TAYLOR RULE 47 2.3 EMPIRICAL
RESULTS 49 2.3.1 DATA ' 49 2.3.2 ILLUSTRATING HETEROGENEITY:
COUNTRY-SPECIFIC REACTION FUNCTIONS (SUR) 52 2.3.3 PANEL REACTION
FUNCTIONS 55 2.3.3.1 POOLED/FIXED-EFFECTS ESTIMATION (SUR) 55 2.3.3.2
POOLED MEAN GROUP ESTIMATION 58 2.3.4 OUT-OF-SAMPLE FORECASTS 62 2.4 THE
IMPORTANCE OF NATIONAL DEVELOPMENTS: A REVERSE 'COUNTERFACTUAL
EXPERIMENT' 64 2.5 CONCLUDING REMARKS 66 REFERENCES 68 A GRAPHS OF THE
TIME SERIES 72 3 MONETARY DISEQUILIBRIA AND THE EURO/DOLLAR EXCHANGE
RATE 77 3.1 INTRODUCTION 77 3.2 THE MONETARY MODEL OF EXCHANGE RATE
DETERMINATION 79 3.2.1 A BRIEF REVIEW OF THE LITERATURE 79 3.2.2
MONETARY DISEQUILIBRIA AND THE EXCHANGE RATE 82 3.3 MONEY DEMAND AND
MONETARY DISEQUILIBRIA 83 3.3.1 MONEY DEMAND IN THE U.S 83 3.3.2 MONEY
DEMAND IN EUROPE 85 VIII CONTENTS 3.4 MONETARY DISEQUILIBRIA AND THE
EURO/DOLLAR EXCHANGE RATE: EMPIRICAL RESULTS 87 3.4.1 DATA 87 3.4.2
STRUCTURAL EXCHANGE RATE EQUATIONS 89 3.4.3 OUT-OF-SAMPLE EVALUATION:
PREDICTIVE REGRESSIONS 92 3.4.4 IN-SAMPLE EVALUATION: DYNAMIC
SIMULATIONS 93 3.5 CONCLUDING REMARKS 94 REFERENCES 95 |
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| spelling | Ruth, Karsten Verfasser aut The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies Karsten Ruth 1. Aufl. Herzogenrath Shaker 2005 XII, 97 S. 55 schw.-w. Ill. 210 mm x 148 mm, 167 gr. txt rdacontent n rdamedia nc rdacarrier Berichte aus der Volkswirtschaft Zugl.: Frankfurt (Main), Univ., Diss., 2005 Europäische Union (DE-588)5098525-5 gnd rswk-swf Reaktionsfunktion (DE-588)4177119-9 gnd rswk-swf Disaggregiertes Nationalmodell (DE-588)4131934-5 gnd rswk-swf Währungsunion (DE-588)4188829-7 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Europäische Union (DE-588)5098525-5 b Währungsunion (DE-588)4188829-7 s Geldpolitik (DE-588)4019902-2 s Reaktionsfunktion (DE-588)4177119-9 s Disaggregiertes Nationalmodell (DE-588)4131934-5 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014163261&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ruth, Karsten The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies Europäische Union (DE-588)5098525-5 gnd Reaktionsfunktion (DE-588)4177119-9 gnd Disaggregiertes Nationalmodell (DE-588)4131934-5 gnd Währungsunion (DE-588)4188829-7 gnd Geldpolitik (DE-588)4019902-2 gnd |
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| title | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies |
| title_auth | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies |
| title_exact_search | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies |
| title_exact_search_txtP | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies |
| title_full | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies Karsten Ruth |
| title_fullStr | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies Karsten Ruth |
| title_full_unstemmed | The dynamics of interest rates, inflation and exchange rates in the Euro area an empirical evaluation of different modeling strategies Karsten Ruth |
| title_short | The dynamics of interest rates, inflation and exchange rates in the Euro area |
| title_sort | the dynamics of interest rates inflation and exchange rates in the euro area an empirical evaluation of different modeling strategies |
| title_sub | an empirical evaluation of different modeling strategies |
| topic | Europäische Union (DE-588)5098525-5 gnd Reaktionsfunktion (DE-588)4177119-9 gnd Disaggregiertes Nationalmodell (DE-588)4131934-5 gnd Währungsunion (DE-588)4188829-7 gnd Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Europäische Union Reaktionsfunktion Disaggregiertes Nationalmodell Währungsunion Geldpolitik Hochschulschrift |
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