Frauke Skudelny
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Cabrillac, Bruno & Al-Haschimi, Alexander & Babecká Kucharčuková, Oxana & Borin, Alessandro & Bussière, Matthieu & Cezar, Raphael & Derviz, Alexis & Dimitropoulou, Dimitra & Ferrara, Laurent & Gächter, 2016.
"Understanding the weakness in global trade - What is the new normal?,"
Occasional Paper Series
178, European Central Bank.
Cited by:
- Campos, Rodolfo G. & Estefania-Flores, Julia & Furceri, Davide & Timini, Jacopo, 2023. "Geopolitical fragmentation and trade," Journal of Comparative Economics, Elsevier, vol. 51(4), pages 1289-1315.
- Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2019.
"Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-02315466, HAL.
- Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2019. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," Working Papers hal-02315466, HAL.
- Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2019. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," Working Papers 2019-01, CEPII research center.
- Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2019. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," Working Papers DT/2019/03, DIAL (Développement, Institutions et Mondialisation).
- Gaulier, Guillaume & Sztulman, Aude & Ünal, Deniz, 2020. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," International Economics, Elsevier, vol. 161(C), pages 219-236.
- Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2020. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," Post-Print hal-02895279, HAL.
- Guillaume Gaulier & Aude Sztulman & Deniz Ünal, 2019. "Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components," Working papers 715, Banque de France.
- Lutz Kilian & Xiaoqing Zhou, 2017.
"Modeling Fluctuations in the Global Demand for Commodities,"
CESifo Working Paper Series
6749, CESifo.
- Kilian, Lutz & Zhou, Xiaoqing, 2017. "Modeling Fluctuations in the Global Demand for Commodities," CEPR Discussion Papers 12357, C.E.P.R. Discussion Papers.
- Kilian, Lutz & Zhou, Xiaoqing, 2018. "Modeling fluctuations in the global demand for commodities," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 54-78.
- R. Cezar, 2016. "France’s pharmaceutical industry in global value chains," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 52-63, Winter.
- E. Buttin, 2016. "Green bonds: a solution for financing the energy transition or a simple buzzword?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 20-27, Winter.
- William F. Lincoln & Andrew H. McCallum & Michael Siemer, 2019. "The Great Recession and a Missing Generation of Exporters," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 703-745, December.
- Rougès, D. & Strauss-Kahn, M.-O., 2017. "Sondage 2016 sur les Français et l’économie : comportements, préoccupations et attentes," Bulletin de la Banque de France, Banque de France, issue 209, pages 15-23.
- Xuefeng Qian & Zhao Liu & Ying Pan, 2017. "China's Trade Slowdown: Cyclical or Structural?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 25(6), pages 65-83, November.
- Gunnella, Vanessa & Al-Haschimi, Alexander & Benkovskis, Konstantins & Chiacchio, Francesco & de Soyres, François & Di Lupidio, Benedetta & Fidora, Michael & Franco-Bedoya, Sebastian & Frohm, Erik & G, 2019. "The impact of global value chains on the euro area economy," Occasional Paper Series 221, European Central Bank.
- Bureau, B. & Bürker, M. & Libert, T., 2017. "La situation des entreprises en France en 2015," Bulletin de la Banque de France, Banque de France, issue 209, pages 39-55.
- Jan Hagemejer & Aleksandra Hałka & Jacek Kotłowski, 2020.
"Global value chains and exchange rate pass-through: the role of non-linearities,"
NBP Working Papers
324, Narodowy Bank Polski.
- Hagemejer, Jan & Hałka, Aleksandra & Kotłowski, Jacek, 2022. "Global value chains and exchange rate pass-through—The role of non-linearities," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 461-478.
- C. Mazet-Sonilhac & J.-S. Mésonnier, 2016. "The cost of equity for large non-financial companies in the euro area: an estimation over the last decade," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 28-39, Winter.
- Gächter, Martin & Gkrintzalis, Ioannis, 2017. "The finance–trade nexus revisited: Is the global trade slowdown also a financial story?," Economics Letters, Elsevier, vol. 158(C), pages 21-25.
- A. Boileau & L. Carlino & A. S. Lafon, 2016. "In the first half of 2016, the main French groups increased their profitability," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 40-51, Winter.
- B. Cabrillac & L. Gauvin & J.-L. Gossé, 2016. "GDP-indexed bonds: what are the benefits for issuing countries, investors and international financial stability?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 44, pages 6-19, Winter.
- Humbertclaude, S. & Monteil, F., 2017. "Le patrimoine économique national en 2015 : un modeste rebond," Bulletin de la Banque de France, Banque de France, issue 209, pages 5-14.
- Cezar, R., 2017. "L’industrie pharmaceutique française dans les chaînes de valeur mondiales," Bulletin de la Banque de France, Banque de France, issue 209, pages 57-69.
- Sondermann, David & Consolo, Agostino & Gunnella, Vanessa & Koester, Gerrit & Lambrias, Kyriacos & Lopez-Garcia, Paloma & Nerlich, Carolin & Petroulakis, Filippos & Saiz, Lorena & Serafini, Roberta, 2019. "Economic structures 20 years into the euro," Occasional Paper Series 224, European Central Bank.
- Boileau, A. & Chavy-Martin, A.-C., 2017. "Les délais de paiement sont stables en 2015," Bulletin de la Banque de France, Banque de France, issue 209, pages 25-38.
- Hubrich, Kirstin & Skudelny, Frauke, 2016.
"Forecast combination for euro area inflation: a cure in times of crisis?,"
Working Paper Series
1972, European Central Bank.
- Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
- Kirstin Hubrich & Frauke Skudelny, 2016. "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series 2016-104, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018.
"ALICE: A new inflation monitoring tool,"
Working Paper Series
2175, European Central Bank.
- Zivile Zekaite & Gabe de Bondt & Elke Hahn, 2017. "Alice: A New Inflation Monitoring Tool," EcoMod2017 10414, EcoMod.
- Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022.
""Density forecasts of inflation using Gaussian process regression models","
IREA Working Papers
202210, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
- Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. "“Density forecasts of inflation using Gaussian process regression models”," AQR Working Papers 202207, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2022.
- Tesi Aliaj & Milos Ciganovic & Massimiliano Tancioni, 2023. "Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 464-480, April.
- Patricia Toledo & Roberto Duncan, 2024. "Forecasting food price inflation during global crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1087-1113, July.
- Alessandra Canepa, & Karanasos, Menelaos & Paraskevopoulos, Athanasios & Chini, Emilio Zanetti, 2022. "Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202212, University of Turin.
- Chad Fulton & Kirstin Hubrich, 2021.
"Forecasting US Inflation in Real Time,"
Finance and Economics Discussion Series
2021-014, Board of Governors of the Federal Reserve System (U.S.).
- Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Econometrics, MDPI, vol. 9(4), pages 1-20, October.
- Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
- Hassani, Hossein & Silva, Emmanuel Sirimal, 2018. "Forecasting UK consumer price inflation using inflation forecasts," Research in Economics, Elsevier, vol. 72(3), pages 367-378.
- Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
- Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
- Gerdesmeier Dieter & Roffia Barbara & Reimers Hans-Eggert, 2017. "Forecasting Euro Area Inflation Using Single-Equation and Multivariate VAR–Models," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 19-34, December.
- Skudelny, Frauke, 2009.
"Euro area private consumption: Is there a role for housing wealth effects,"
Working Paper Series
1057, European Central Bank.
Cited by:
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008.
"Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability,"
Working Paper Series
926, European Central Bank.
- Favero, Carlo A. & De Santis, Roberto A & Roffia, Barbara, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," CEPR Discussion Papers 8957, C.E.P.R. Discussion Papers.
- Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013. "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 377-404.
- de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019.
"Disaggregate income and wealth effects in the largest euro area countries,"
Research Technical Papers
15/RT/19, Central Bank of Ireland.
- de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
- Hofmeister, Zlatina & der Helm, Ruben van, 2017. "Estimating non-financial assets by institutional sector for the euro area," Statistics Paper Series 23, European Central Bank.
- Yaowu Yang & Chengyu Yang, 2014. "How May Consumption be Affected by Housing and Financial Assets in China and the Euro Countries?," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-20.
- Christophe André, 2010. "A Bird's Eye View of OECD Housing Markets," OECD Economics Department Working Papers 746, OECD Publishing.
- Dimitrios Sideris & Georgia Pavlou, 2021. "Disaggregate income and wealth effects on private consumption in Greece," Working Papers 293, Bank of Greece.
- Ricardo M. Sousa, 2009.
"Wealth Effetcs on Consumption: Evidence from the euro area,"
NIPE Working Papers
12/2009, NIPE - Universidade do Minho.
- Sousa, Ricardo M., 2009. "Wealth effects on consumption: evidence from the euro area," Working Paper Series 1050, European Central Bank.
- Swamy, Vighneswara, 2017. "Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy," MPRA Paper 76836, University Library of Munich, Germany.
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021.
"Multi-Horizon Financial and Housing Wealth Effects across the U.S. States,"
Sustainability, MDPI, vol. 13(3), pages 1-20, January.
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers 201958, University of Pretoria, Department of Economics.
- Mouhamadou Sy, 2016. "Overborrowing and Balance of Payments Imbalances in a Monetary Union," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 67-98, February.
- Laura Jaramillo & Alexandre Chailloux, 2015. "It’s Not All Fiscal: Effects of Income, Fiscal Policy, and Wealth on Private Consumption," IMF Working Papers 2015/112, International Monetary Fund.
- SY Mouhamadou, 2015. "Working Paper 228 - Overborrowing and Balance of Payments Imbalances in a Monetary Union," Working Paper Series 2320, African Development Bank.
- Beyer, Andreas, 2009. "A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth," Working Paper Series 1111, European Central Bank.
- Zlatina Balabanova & Maureen Ruben van der Helm, 2015. "Enhancing euro area capital stock estimates," IFC Working Papers 13, Bank for International Settlements.
- Ersi Athanassiou & Ekaterini Tsouma, 2017. "Financial and Housing Wealth Effects on Private Consumption: The Case of Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(1), pages 63-86.
- Zlatina Balabanova & Ruben van der Helm, 2015. "Enhancing euro area capital stock estimates," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
- De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2008.
"Euro area money demand and international portfolio allocation: a contribution to assessing risks to price stability,"
Working Paper Series
926, European Central Bank.
- Landau, Bettina & Skudelny, Frauke, 2009.
"Pass-through of external shocks along the pricing chain: A panel estimation approach for the euro area,"
Working Paper Series
1104, European Central Bank.
- Frauke SKUDELNY & Bettina LANDAU, 2008. "Pass-Through of External Shocks Along the Pricing Chain: A Panel Estimation Approach for the Euro Area," EcoMod2008 23800134, EcoMod.
Cited by:
- Thomas Allen & Mathieu Boullot & Stéphane Dées & Annabelle de Gaye & Noëmie Lisack & Camille Thubin & Oriane Wegner, 2023. "Using Short-Term Scenarios to Assess the Macroeconomic Impacts of Climate Transition," Working papers 922, Banque de France.
- Faryna, Oleksandr, 2016. "Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia," BOFIT Discussion Papers 14/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010.
"Key Elements of Global Inflation,"
RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks,
Reserve Bank of Australia.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2009. "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.
- Hahn, Elke & Skudelny, Frauke, 2008.
"Early estimates of euro area real GDP growth: a bottom up approach from the production side,"
Working Paper Series
975, European Central Bank.
Cited by:
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
- C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
- Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- A. Girardi & R. Golinelli & C. Pappalardo, 2014.
"The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time,"
Working Papers
wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
- Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
- Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2019.
"Forecasting Imports with Information from Abroad,"
ifo Working Paper Series
294, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2018. "Forecasting Imports with Information from Abroad," CESifo Working Paper Series 7079, CESifo.
- Grimme, Christian & Lehmann, Robert & Noeller, Marvin, 2021. "Forecasting imports with information from abroad," Economic Modelling, Elsevier, vol. 98(C), pages 109-117.
- Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
- Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
- Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012. "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers) 847, Bank of Italy, Economic Research and International Relations Area.
- an de Meulen, Philipp, 2015. "Das RWI-Kurzfristprognosemodell," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 66(2), pages 25-46.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
- Katja Heinisch & Rolf Scheufele, 2018.
"Bottom-up or direct? Forecasting German GDP in a data-rich environment,"
Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
- Katja Drechsel & Dr. Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
- Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
- Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
- Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
- Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
- Dr. Gregor Bäurle & Elizabeth Steiner & Dr. Gabriel Züllig, 2018.
"Forecasting the production side of GDP,"
Working Papers
2018-16, Swiss National Bank.
- Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021. "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 458-480, April.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
- Cobb, Marcus P A, 2017. "Forecasting Economic Aggregates Using Dynamic Component Grouping," MPRA Paper 81585, University Library of Munich, Germany.
- Schumacher, Christian, 2016. "A comparison of MIDAS and bridge equations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 257-270.
- d’Aspremont, Alexandre & Arous, Simon Ben & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste, 2024.
"Satellites turn “concrete”: tracking cement with satellite data and neural networks,"
Working Paper Series
2900, European Central Bank.
- Alexandre Aspremont & Simon Ben Arous & Jean-Charles Bricongne & Benjamin Lietti & Baptiste Meunier, 2023. "Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks," Working papers 916, Banque de France.
- Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012.
"Nowcasting German GDP: A comparison of bridge and factor models,"
Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
- Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O., 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
- Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
- Dées, Stéphane & Güntner, Jochen, 2014.
"Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach,"
Working Paper Series
1724, European Central Bank.
- Stéphane Dées & Jochen Güntner, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.
- Robert Lehmann & Klaus Wohlrabe, 2013.
"Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?,"
ifo Working Paper Series
171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
- Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
- Nicoletta Pashourtidou & Christos Papamichael & Charalampos Karagiannakis, 2018. "Forecasting economic activity in sectors of the Cypriot economy," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(2), pages 24-66, December.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015. "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers WP 4/2015, Research Department, National Bank of Slovakia.
- Mahmut Gunay, 2016. "Forecasting Turkish GDP Growth : Bottom-Up vs Direct?," CBT Research Notes in Economics 1622, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Kitlinski, Tobias & an de Meulen, Philipp, 2015. "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers 559, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
- Marcus Cobb, 2014. "GDP Forecasting Bias due to Aggregation Inaccuracy in a Chain- Linking Framework," Working Papers Central Bank of Chile 721, Central Bank of Chile.
- Bulligan, Guido & Marcellino, Massimiliano & Venditti, Fabrizio, 2015. "Forecasting economic activity with targeted predictors," International Journal of Forecasting, Elsevier, vol. 31(1), pages 188-206.
- Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
- Anderton, Robert & Skudelny, Frauke & Baltagi, Badi H. & Sousa, Nuno, 2005.
"Intra- and extra-euro area import demand for manufactures,"
Working Paper Series
532, European Central Bank.
- Robert Anderton & Badi H. Baltagi & Frauke Skudelny & Nuno Sousa, 2007. "Intra- and Extra-Euro Area Import Demand for Manufactures," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 53(3), pages 221-241.
Cited by:
- Mongelli, Francesco Paolo & De Grauwe, Paul, 2005.
"Endogeneities of optimum currency areas: what brings countries sharing a single currency closer together?,"
Working Paper Series
468, European Central Bank.
- Paul de Grauwe & Francesco Paolo Mongelli, 2005. "Endogeneities of Optimum Currency Areas: What brings Countries Sharing a Single Currency Closer together?," Working Papers de Economia (Economics Working Papers) 29, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
- Heike Joebges & Evelyn Herrmann, 2008. "Euro area exports and imports: Do determinants of intra- and extra-EMU trade differ?," IMK Working Paper 08-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Richard Baldwin & Daria Taglioni, 2006.
"Gravity for Dummies and Dummies for Gravity Equations,"
NBER Working Papers
12516, National Bureau of Economic Research, Inc.
- Baldwin, Richard & Taglioni, Daria, 2006. "Gravity for Dummies and Dummies for Gravity Equations," CEPR Discussion Papers 5850, C.E.P.R. Discussion Papers.
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Temi di discussione (Economic working papers)
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"Forecasting (aggregate) demand for US commercial air travel,"
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"Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?,"
Finance and Economics Discussion Series
2016-104, Board of Governors of the Federal Reserve System (U.S.).
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"Understanding and forecasting aggregate and disaggregate price dynamics,"
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- Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023.
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"Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach,"
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1724, European Central Bank.
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"Forecasting economic aggregates by disaggregates,"
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- Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
- Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.
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"Forecasting inflation: An art as well as a science!,"
Computing in Economics and Finance 2004
148, Society for Computational Economics.
- Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
- Gilles Mourre & Michael Thiel, 2006. "Monitoring short-term labour cost developments in the European Union: which indicators to trust?," European Economy - Economic Papers 2008 - 2015 258, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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- Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019. "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper 96735, University Library of Munich, Germany, revised 26 Nov 2019.
- Alex Ilek, 2007. "Aggregation versus Disaggregation - What can we learn from it?," Bank of Israel Working Papers 2007.02b, Bank of Israel.
- Cobb, Marcus P A, 2017. "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper 76849, University Library of Munich, Germany.
- Anderton, R. & Skudelny, F., 2001.
"Exchange Rate Volatility and Euro Area Imports,"
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- Chandan Sharma, 2019. "Exchange rate volatility and exports from India: a commodity-level panel data analysis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(1), pages 23-44, June.
- Sadettin Haluk Citci & Hüseyin Kaya, 2023. "Exchange Rate Uncertainty and Connectedness of Inflation," Working Papers 2022-01, Gebze Technical University, Department of Economics.
- David Greenaway, & Richard Kneller, & Xufei Zhang, 2007. "Exchange Rates and Exports: Evidence from Manufacturing Firms in the UK," Discussion Papers 07/13, University of Nottingham, GEP.
- Baldwin, Richard E. & Skudelny, Frauke & Taglioni, Daria, 2005. "Trade effects of the euro: evidence from sectoral data," Working Paper Series 446, European Central Bank.
- Paul Grauwe & Frauke Skudelny, 2000. "The impact of EMU on trade flows," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(3), pages 381-402, September.
- Schnabl, Gunther, 2003.
"De jure versus de facto: Exchange rate stabilization in Central and Eastern Europe,"
Tübinger Diskussionsbeiträge
269, University of Tübingen, School of Business and Economics.
- Gunther Schnabl, 2004. "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," International Finance 0404013, University Library of Munich, Germany.
- Gunther Schnabl, 2004. "De jure versus de facto Exchange Rate Stabilization in Central and Eastern Europe," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 59(02), pages 171-190, June.
- Shehu Usman Rano Aliyu, 2010.
"Exchange rate volatility and export trade in Nigeria: an empirical investigation,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(13), pages 1071-1084.
- Aliyu, Shehu Usman Rano, 2008. "Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation," MPRA Paper 13490, University Library of Munich, Germany, revised 17 Feb 2009.
- Mongelli, Francesco Paolo & De Grauwe, Paul, 2005.
"Endogeneities of optimum currency areas: what brings countries sharing a single currency closer together?,"
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468, European Central Bank.
- Paul de Grauwe & Francesco Paolo Mongelli, 2005. "Endogeneities of Optimum Currency Areas: What brings Countries Sharing a Single Currency Closer together?," Working Papers de Economia (Economics Working Papers) 29, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
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"Exchange rate uncertainty and import prices in the euro area,"
Ruhr Economic Papers
789, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Boris Blagov, 2019. "Exchange rate uncertainty and import prices in the euro area," Review of International Economics, Wiley Blackwell, vol. 27(5), pages 1537-1572, November.
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"Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies,"
MPRA Paper
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- Lucas Njoroge, 2020. "The Effects of Exchange Rate Volatility on Exports in COMESA: A Panel Gravity Model Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(6), pages 1-10.
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- Sergio Rossi, 2004. "Monetary integration strategies and perspectives of new EU countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(4), pages 443-469.
- Salahuddin & Javed Iqbal & Misbah Nosheen, 2020. "Economic & Cultural Distance & Regional Integration: Evidence from Gravity Model Using Disaggregated Data for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 59(2), pages 243-274.
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"Inflation and Productivity Differentials in EMU,"
Working Papers of Department of Economics, Leuven
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- Daniel Gros & Carsten Hefeker, 2002. "Common Monetary Policy with Asymmetric Shocks," CESifo Working Paper Series 705, CESifo.
- Brandmeier, Michael, 2006. "Reasons for real appreciation in Central Europe," University of Göttingen Working Papers in Economics 55, University of Goettingen, Department of Economics.
- Kirsten Lommatzsch & Silke Tober, 2006. "Euro-Area Inflation: does the Balassa–Samuelson effect matter?," International Economics and Economic Policy, Springer, vol. 3(2), pages 105-136, November.
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"Inflationsdifferenzen im Euro-Raum: Eine Bestandsaufnahme,"
Volkswirtschaftliche Diskussionsbeiträge
62, University of Kassel, Faculty of Economics and Management.
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- Jochen Michaelis & Heike Minich, 2004. "Inflationsdifferenzen im Euroraum - eine Bestandsaufnahme," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 59(04), pages 379-405, December.
- M. Katsimi, 2004. "Inflation divergence in the euro area: the Balassa-Samuelson effect," Applied Economics Letters, Taylor & Francis Journals, vol. 11(5), pages 329-332.
- Gunther Schnabl & Paul De Grauwe, 2004. "Nominal versus Real Convergence with Respect to EMU Accession - EMU Entry Scenarios for the New Member States," International Finance 0403008, University Library of Munich, Germany, revised 16 Feb 2005.
- Paul De Grauwe & Frauke Skudelny, 1999.
"Social Conflict and Growth in Euroland,"
Working Papers of Department of Economics, Leuven
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- Eicher, Theo & Leukert, Andreas, 2006.
"Institutions and Economic Performance: Endogeneity and Parameter Heterogeneity,"
Discussion Papers in Economics
775, University of Munich, Department of Economics.
- Theo S. Eicher & Andreas Leukert, 2009. "Institutions and Economic Performance: Endogeneity and Parameter Heterogeneity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 197-219, February.
- Theo Eicher & Andreas Leukert, 2009. "Institutions and Economic Performance: Endogeneity and Parameter Heterogeneity," Working Papers UWEC-2007-16-P, University of Washington, Department of Economics.
- Theo S. Eicher & Andreas Leukert, 2009. "Institutions and Economic Performance: Endogeneity and Parameter Heterogeneity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 197-219, February.
- Friedrich Schneider & Alexander Wagner, 2000. "Korporatismus im europäischen Vergleich: Förderung makroökonomischer Rahmenbedingungen?," Economics working papers 2000-15, Department of Economics, Johannes Kepler University Linz, Austria.
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Articles
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"Intra- and Extra-Euro Area Import Demand for Manufactures,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 53(3), pages 221-241.
See citations under working paper version above.
- Anderton, Robert & Skudelny, Frauke & Baltagi, Badi H. & Sousa, Nuno, 2005. "Intra- and extra-euro area import demand for manufactures," Working Paper Series 532, European Central Bank.
- Paul Grauwe & Frauke Skudelny, 2000.
"The impact of EMU on trade flows,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(3), pages 381-402, September.
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- Ms. Giorgia Albertin, 2008. "Trade Effects of Currency Unions: Do Economic Dissimilarities Matter?," IMF Working Papers 2008/249, International Monetary Fund.
- Costa-i-Font, Joan, 2010. "Regional single currency effects on bilateral trade with the European Union," LSE Research Online Documents on Economics 53292, London School of Economics and Political Science, LSE Library.
- Linh T.D. Huynh & Hien Thanh Hoang, 2019. "Effects of exchange rate volatility on bilateral import performance of Vietnam: A dynamic Generalised method of Moments panel approach," International Economic Journal, Taylor & Francis Journals, vol. 33(1), pages 88-110, January.
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"The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model,"
Econometric Society 2004 Far Eastern Meetings
657, Econometric Society.
- Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model," Econometric Society 2004 Australasian Meetings 212, Econometric Society.
- Ploypailin Kijkasiwat & Anwar Hussain & Amna Mumtaz, 2022. "Corporate Governance, Firm Performance and Financial Leverage across Developed and Emerging Economies," Risks, MDPI, vol. 10(10), pages 1-20, September.
- Eichacker, Nina, 2015. "Financial liberalization and the onset of financial crisis in Western European states between 1983 and 2011: An econometric investigation," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 323-343.
- Geraldo Moreira Bittencourt & Antônio Carvalho Campo, 2014. "Efeitos Da Instabilidade Da Taxa De Câmbio No Comércio Setorial Entre Brasil E Seus Principais Parceiros Comerciais," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 105, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- De Benedictis Luca & Vicarelli Claudio, 2005.
"Trade Potentials in Gravity Panel Data Models,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 5(1), pages 1-33, September.
- Luca De Benedictis & Claudio Vicarelli, 2004. "Trade Potentials In Gravity Panel Data Models," ISAE Working Papers 44, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Martínez-Zarzoso, Inmaculada & Nowak-Lehmann D., Felicitas & Klasen, Stephan, 2010.
"The Economic Benefits of giving Aid in terms of Donors Exports,"
Proceedings of the German Development Economics Conference, Hannover 2010
28, Verein für Socialpolitik, Research Committee Development Economics.
- Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmann D. & Stephan Klasen, 2010. "The Economic Benefits of Giving Aid in Terms of Donors` Exports," Ibero America Institute for Econ. Research (IAI) Discussion Papers 202, Ibero-America Institute for Economic Research.
- Silviano Esteve-Pérez & Salvador Gil-Pareja & Rafael Llorca-Vivero & Jordi Paniagua, 2021. "Has the Euro paid off? A study of the trade-induced welfare effects of the EMU," Working Papers 2103, Department of Applied Economics II, Universidad de Valencia.
- Raphaël Chiappini & Yves Jégourel, 2014. "Futures Market Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France," GREDEG Working Papers 2014-34, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Jarko Fidrmuc & Jan Fidrmuc, 2000.
"Disintegration and Trade,"
William Davidson Institute Working Papers Series
353, William Davidson Institute at the University of Michigan.
- Fidrmuc, Jan & Fidrmuc, Jarko, 2000. "Disintegration and Trade," CEPR Discussion Papers 2641, C.E.P.R. Discussion Papers.
- Fidrmuc, Jarko & Fidrmuc, Jan, 2001. "Disintegration and trade," ZEI Working Papers B 24-2001, University of Bonn, ZEI - Center for European Integration Studies.
- Jan Fidrmuc & Jarko Fidrmuc, 2003. "Disintegration and Trade," Review of International Economics, Wiley Blackwell, vol. 11(5), pages 811-829, November.
- Belke Ansgar & Göcke Matthias, 2005.
"Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?,"
German Economic Review, De Gruyter, vol. 6(2), pages 185-203, May.
- Ansgar Belke & Matthias Göcke, 2005. "Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?," German Economic Review, Verein für Socialpolitik, vol. 6(2), pages 185-203, May.
- Belke, Ansgar H. & Göcke, Matthias, 2004. "Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?," IZA Discussion Papers 1126, Institute of Labor Economics (IZA).
- Jay Dixon & Paul Alexander Haslam, 2016. "Does the Quality of Investment Protection Affect FDI Flows to Developing Countries? Evidence from Latin America," The World Economy, Wiley Blackwell, vol. 39(8), pages 1080-1108, August.
- Nicolas Péridy, 2003. "Exchange rate volatility, sectoral trade, and the aggregation bias," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(3), pages 389-418, September.
- Benjamin Jung, 2009. "Adjustment Dynamics of Bilateral Trade Flows: Theory and Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(IV), pages 421-442, December.
- Bittencourt, Geraldo & Campos, Antonio, 2015. "Impacts of Exchange Rate Instability upon the Brazilian Agribusiness," 2015 Conference, August 9-14, 2015, Milan, Italy 211356, International Association of Agricultural Economists.
- Alberto Alesina & Robert J. Barro & Silvana Tenreyro, 2002.
"Optimal Currency Areas,"
NBER Working Papers
9072, National Bureau of Economic Research, Inc.
- Alberto Alesina & Robert Barro & Silvana Tenreyro, 2002. "Optimal Currency Areas," Harvard Institute of Economic Research Working Papers 1958, Harvard - Institute of Economic Research.
- Tenreyro, Silvana & Barro, Robert & Alesina, Alberto, 2002. "Optimal Currency Areas," Scholarly Articles 4553033, Harvard University Department of Economics.
- Alberto Alesina & Robert J. Barro & Silvana Tenreyro, 2003. "Optimal Currency Areas," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 301-356, National Bureau of Economic Research, Inc.
- Cheong, Chongcheul & Mehari, Tesfa & Williams, Leighton Vaughan, 2005. "The effects of exchange rate volatility on price competitiveness and trade volumes in the UK: A disaggregated approach," Journal of Policy Modeling, Elsevier, vol. 27(8), pages 961-970, November.
- Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381.
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