BIROn - Birkbeck Institutional Research Online

    US domestic currency in forecast error variance decompositions of inflation and output

    Aksoy, Yunus and Piskorski, T. (2005) US domestic currency in forecast error variance decompositions of inflation and output. Economics Letters 86 (2), pp. 265-271. ISSN 0165-1765.

    Full text not available from this repository.

    Abstract

    We find that domestic currency, currency corrected for foreign holdings, has a substantial share in forecast error variance decomposition of US inflation. We also find that domestic currency has higher share of the forecast error variance decomposition of US real output than any other narrow monetary aggregate we consider.

    Metadata

    Item Type: Article
    Keyword(s) / Subject(s): Foreign holdings, US monetary aggregates, information value, domestic currency
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Research Centre: Applied Macroeconomics, Birkbeck Centre for
    Depositing User: Yunus Aksoy
    Date Deposited: 25 Nov 2008 16:28
    Last Modified: 06 Dec 2016 14:49
    URI: http://eprints.bbk.ac.uk/id/eprint/165

    Statistics

    Downloads
    Activity Overview
    0Downloads
    228Hits

    Additional statistics are available via IRStats2.

    Archive Staff Only (login required)

    Edit/View Item Edit/View Item