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	Provedor de dados AgEcon (3) Autor Antzoulatos, Angelos A. (3) Wilfling, Bernd (2) Palavra-chave E43 (2) Benchmark Government Bonds (1) Bid/Ask Spread (1) C51 (1) C52 (1) C53 (1) Consumer/Household Economics (1) Consumption (1) Credit and Liquidity Premia (1) E.M.U. (1) E21 (1) E37 (1) EMU (1) Economic regime switching models (1) Exchange and interest rate models (1) F31 (1) F33 (1) F36 (1) Financial Economics (1) G11 (1) Mais... Tipo do documento Working or Discussion Paper (3) Ano 2003 (2) 2002 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany AgEcon Antzoulatos, Angelos A.; Wilfling, Bernd. Recent theoretical advances in consumption theory suggest that there may exist predictable consumption surges which, if not taken sufficiently into account in forecasting, may lead to predictable forecast errors. We use this insight to identify economic variables that might help improve the OECD's forecasts for Germany's consumption and GDP growth. Tipo: Working or Discussion Paper Palavras-chave: Consumption; GDP; Macroeconomic forecasts; Non-linear dynamics.; Consumer/Household Economics; C53; E21; E37. Ano: 2003 URL: http://purl.umn.edu/26169 Exchange and Interest Rates prior to EMU: The Case of Greece AgEcon Antzoulatos, Angelos A.; Wilfling, Bernd. Recently a variety of exchange and interest rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. While these stochastic equilibrium models in continuous time are theoretically rigorous, a systematic and extensive empirical validation is still lacking. Using exchange and interest rate data collected prior to the Greek EMU-entrance on 1 January 2001 this paper tries to fill the gap between theory and real-world data. The analysis reveals that the formal models can explain many features of the Greek exchange and interest rate dynamics on the road to EMU. Tipo: Working or Discussion Paper Palavras-chave: EMU; Exchange and interest rate models; Policy shifts; Economic regime switching models; International Relations/Trade; E43; F31; F33; C51; C52. Ano: 2003 URL: http://purl.umn.edu/26325 Benchmark Yield Undershooting in the E.M.U. AgEcon Antzoulatos, Angelos A.. With the elimination of foreign exchange risk among the E.M.U.-member countries, the yield of, say, French benchmark government bonds (henceforth, the yield) should be equal to that of German bonds, plus some credit and liquidity premia. Since both premia are not likely to change substantially from one day to the other, the yield should move in tandem with the German one and the corresponding spread should remain relatively stable. Yet, the yield exhibits a small but economically and statistically significant undershooting in response to changes in the German one, as a result of which the spread tends to decline when the latter increases, and vice-versa. We propose that the undershooting is the product of lagged adjustment in the European bond portfolios... Tipo: Working or Discussion Paper Palavras-chave: Benchmark Government Bonds; E.M.U.; Credit and Liquidity Premia; Bid/Ask Spread; Financial Economics; E43; F36; G11; G15. Ano: 2002 URL: http://purl.umn.edu/26207 Registros recuperados: 3 Primeira ... 1 ... Última

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