Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Kiel
Inst. for World Economics
2003
|
| Schriftenreihe: | Kieler Arbeitspapiere
1153 |
| Links: | 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 |
| Beschreibung: | Literaturverz. S. 27 - 29 |
| Umfang: | 29 S. graph. Darst. : 21 cm |
Internformat
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| 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 | |
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Datensatz im Suchindex
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|---|---|
| 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
|
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| author | Borbély, Dora Meier, Carsten-Patrick |
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV017178342 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T11:15:47Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010353740 |
| oclc_num | 52572761 |
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| 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 |
| 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 |
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