Detecting Long Memory Co-movements in Macroeconomic Time Series PDF Download
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Author: Gianluca Moretti
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 38
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Book Description
Author: Gianluca Moretti
Publisher:
ISBN:
Category : Cointegration
Languages : en
Pages : 38
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Book Description
Author: Lorenzo Forni
Publisher:
ISBN:
Category : Fiscal policy
Languages : en
Pages : 84
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Book Description
Author: Giorgio Gobbi
Publisher:
ISBN:
Category : Consumer credit
Languages : en
Pages : 52
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Book Description
Author: Davide Fantino
Publisher:
ISBN:
Category : Competition
Languages : en
Pages : 52
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Book Description
Author: Guido Ascari
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 36
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Book Description
Author: Riccardo Cristadoro
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 68
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Book Description
Author: Andrea Brandolini
Publisher:
ISBN:
Category : Discrimination in medical care
Languages : en
Pages : 52
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Author: Ivan Faiella
Publisher:
ISBN:
Category : Economic surveys
Languages : en
Pages : 52
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Book Description
Author: Peter M. Robinson
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396
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Book Description
Long memory time series are characterized by a strong dependence between distant events.
Author: Barbara Roffia
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 52
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Book Description
The paper analyses the shortrun impact of periods of strong monetary growth oninflation dynamics for 15 industrialised economies. We find that, over a 3-year horizon, the positive link between monetary aggregates and prices holds in approximately fifty percent ofthe cases. An econometric investigation suggests that a contemporaneous increase in the gap measures of the real stock price and real housing price and strong dynamics of loans to the private sector significantly increase the probability of turning an episode of excessive money growth into an inflationary out burst.
