The Usefulness of P* measures for Japan and Germany
Board of Governors of the Federal Reserve System, 1991 - Antiques & Collectibles - 65 pages
What people are saying - Write a review
We haven't found any reviews in the usual places.
4th-order analysis Augmented Dickey-Fuller tests average error Bank of Japan bottom panel Bundesbank calculated coefficient estimates Constant Wealth-Income Ratio construction Corker Deflator in logs dependent variable Deutsche Bundesbank equilibrium velocity F-statistics F-test Federal Reserve System Finance Discussion Papers Financial Fisher test fitted values forecast Price Gap Forecasting Performance further lag Gap Model Gap with Trend German inflation German M3 GNP Deflator Hallman Heteroskedasticity With ind horizons I I I I I I I inflation expectations interest rate differential interest rate specifications International Finance Discussion Japan and Germany level of significance long-run equilibrium long-run money demand mean absolute error mean squared error opportunity cost panel of chart parameter percent level potential output price level price-gap model Quarter forecast Price rate of inflation real GNP real wealth root mean squared sample period Scaled by Critical Serial correlation lst-order shown Standard error Table trend in velocity Trend Wealth Estimated velocity gap zero