Frankfurt am Main, 60314
European Central Bank (ECB)
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euro; equilibrium exchange rates; cointegration analysis; Gonzalo-Granger decomposition; fundamentals; BEER; PEER
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File name: AEPA174.
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PPP, unit root, panel, cointegration, cross-unit dependence
Real exchange rate, euro, US dollar, average labour productivity, BEER, cointegration
FX return prediction, investor flows, news surprises, panel estimation, stationary VAR
Equilibrium exchange rates, Acceding Countries, Panel Cointegration, BEER
exchange rates, fundamentals, announcements, sovereign debt crisis
competitiveness, trade, open economy, Euro area, macro models, simulations
Yen, Euro, equilibrium exchange rate, BEER, cointegration
Oil Price, Commodity Prices, Exchange Rates, Globalisation, FAVAR
euro area, trade, factor models, news, now-cast, conditional forecast
euro area trade, forecast, scenario analysis
File name: ectj.
Trade elasticities, elasticity of substitution, heterogeneity, bootstrap
Elasticity of substitution, Heterogeneity, Aggregation, Calibration of macroeconomic models
Price/non-price competitiveness indicators; measuring competitiveness; determinants of competitiveness
export shares, competitiveness, bayesian model averaging
low inflation, Phillips curve, inflation expectations, unconventional monetary policy
Export growth, Comparative advantage, World trade network, Export sophistication
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