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Advanced Search Results For "Reigl, Nicolas"

1 - 10 of 34 results for
 "Reigl, Nicolas"
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Forecasting the Estonian rate of inflation using factor models

Publication Type:Academic Journal

Source(s):Baltic Journal of Economics, Vol 17, Iss 2, Pp 152-189 (2017)

Abstract:The paper presents forecasts of headline and core inflation in Estonia with factor models in a recursive pseudo out-of-sample framework. The factors are constructed with a principal component analysis and are then incorporated into vector autoregressiv...

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The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe.

Publication Type:Academic Journal

Source(s):International Journal of Finance & Economics; Jan2022, Vol. 27 Issue 1, p911-942, 32p

Abstract:Copyright of International Journal of Finance & Economics is the property of John Wiley & Sons, Inc. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Howev...

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Expectational Errors and Business Cycle Fluctuations in Europe.

Publication Type:Report

Source(s):Working Papers of Eesti Pank. 4/5/2021, Issue 2/3, p1-53. 54p.

Abstract:This paper investigates how supply noise and demand noise contribute to business cycle fluctuations in three major European economies. A structural vector autoregressive model is used to identify supply, demand, supply noise and demand shocks. The iden...

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Alternative frameworks for measuring credit gaps and setting countercyclical capital buffers.

Publication Type:Academic Journal

Source(s):Journal of Financial Economic Policy; 2021, Vol. 13 Issue 2, p161-179, 19p

Abstract:Copyright of Journal of Financial Economic Policy is the property of Emerald Publishing Limited and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, u...

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Noise shocks and business cycle fluctuations in three major European Economies.

Publication Type:Academic Journal

Source(s):Empirical Economics. Jul2022, p1-55.

Abstract:This paper investigates how supply noise and demand noise contribute to business cycle fluctuations in three major European economies. A structural vector autoregressive model is used to identify supply, demand, supply noise and demand shocks. The iden...

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Ination Expectations in Phillips Curve Models for the Euro Area.

Publication Type:Report

Source(s):Working Papers of Eesti Pank. 12/6/2019, p1-30. 31p.

Abstract:This paper takes a fresh look at the use of the Phillips curve and various ination expectation proxies for tracking euro area ination dynamics in the aftermath of the global financial crisis of 2008. Because ination expectations can be measured in a mu...

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Banking sector concentration, competition and financial stability: the case of the Baltic countries.

Publication Type:Academic Journal

Source(s):Post-Communist Economies; Feb2020, Vol. 32 Issue 2, p215-249, 35p, 16 Charts, 9 Graphs

Abstract:Copyright of Post-Communist Economies is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or ...

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Alternative frameworks for measuring credit gaps and setting countercyclical capital buffers.

Publication Type:Report

Source(s):Working Papers of Eesti Pank. 10/31/2018, Issue 7, preceding p1-20. 22p.

Abstract:This paper complements the standard Basel countercyclical capital buffer framework by suggesting four additional measures for credit gaps that can be used to measure the financial cycle and to decide on countercyclical capital buffers for banks. The ne...

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Forecasting the Estonian rate of inflation using factor models.

Publication Type:Academic Journal

Source(s):Baltic Journal of Economics; Nov2017, Vol. 17 Issue 2, p152-189, 38p

Abstract:Copyright of Baltic Journal of Economics is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, ...

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