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3 Results

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  • Publication Type

    • Working Paper (3)
  • Research

    • Macroeconomic Research (2)
    • Forecasting and Business Cycle Analysis (1)
    • International Macroeconomics (1)
  • Experts

    • Johannes Utlaut (3)
    • Christopher Reicher (2)
    • Björn van Roye (1)
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    • Kiel Working Papers (3)
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  • Experts: Johannes Utlaut
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  1. Working Paper

    The (puzzlingly large) relationship between oil prices and long-term interest rates

    Kiel Working Papers
    07/2010
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    Christopher Reicher, Johannes Utlaut

    We estimate a seven-variable-VAR for the U.S. economy on postwar data using long-run restrictions, taking changes in long-run interest rates...

  2. Working Paper

    The effect of inflation on real commodity prices

    Kiel Working Papers
    05/2011
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    Christopher Reicher, Johannes Utlaut

    Recent research has shown that economic conditions have an important effect on real commodity prices. We quantify the contribution of...

  3. Working Paper

    The Effects of External Shocks on Business Cycles in Emerging Asia: A Bayesian VAR Model

    Kiel Working Papers
    12/2010
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    Johannes Utlaut, Björn van Roye

    In this paper we analyze the effects of external shocks on countries in Emerging Asia. For that purpose, we estimate a Bayesian Vector...

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