Interpreting Euro Area Inflation at High and Low Frequencies

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Competition and Financial Stability in European Cooperative Banks (2014, methodology): “While Granger causality tests have several limitations(8), this approach has been widely used to analyse inter-temporal relationships in the economic literature (e.g. Jaeger and Paserman, 2008; Assenmacher-Wesche and Gerlach, 2008) as well as in banking studies (e.”
K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation? (2015, methodology): “Basically, we can reproduce the results of Assenmacher-Wesche and Gerlach (2008), even using HP- rather than frequency filtered data.”
Central Bank Misperceptions and the Role of Money in Interest Rate Rules (2008, methodology): “An earlier note, Beck and Wieland (2007), presented an interest rate rule that incorporates such a shift5 and simulated a counterfactual example in the traditional Keynesian-style model with backward-looking dynamics of Svensson (1997), Orphanides and Wieland (2000) and Orphanides (2003). The presen”
Efficiency and Risk in European Banking (2011, unknown): “…limitations,14 this approach has been widely used to analyze inter-temporal relationships in the economic literature (e.g. Jaeger and Paserman 2008, Assenmacher-Wesche and Gerlach 2008, Amato and Swanson 2001 and Bajo-Rubio et al., 2001) as well as in banking studies (e.g. Fiordelisi 12 Bank…”