* 2 Results enter search term Search Reset filter Suchfilter Content Type Publications (2) Topics Sustainable Development (1) Publication Type Working Paper (1) Experts Jan Gottschalk (1) Marius Paschen (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Tags: Structural vector autoregressive model Remove all filters Publication Dynamic analysis of the German day-ahead electricity spot market 01.09.2016 This paper analyzes the dynamic behavior of day-ahead spot prices in the German electricity spot market due to positive structural shocks in wind and so Publication Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions 01.07.2001 In this paper, the structural vector autoregression methodology is used to decompose the euro area nominal short-term interest rate into an expected inflation and an ex-ante real interest rate component. The latter may be a useful indicator of the...
Publication Dynamic analysis of the German day-ahead electricity spot market 01.09.2016 This paper analyzes the dynamic behavior of day-ahead spot prices in the German electricity spot market due to positive structural shocks in wind and so
Publication Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions 01.07.2001 In this paper, the structural vector autoregression methodology is used to decompose the euro area nominal short-term interest rate into an expected inflation and an ex-ante real interest rate component. The latter may be a useful indicator of the...