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Browsing Max Weber Programme (MWP) by Author "XU, Fang"
Now showing items 1-6 of 6
Title:A Functional Coefficient Model View of the Feldstein-Horioka Puzzle
Author(s):HERWARTZ, Helmut; XU, FangDate:2010Type of Publication:ArticleAbstract:What does the saving-investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so-called Feldstein-Horioka puzzle. Based on panel data ...
Title:Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index
Author(s):LUETKEPOHL, Helmut; XU, FangDate:2009Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:This paper investigates whether using natural logarithms (logs) of price indices for forecasting
inflation rates is preferable to employing the original series. Univariate forecasts for annual inflation
rates for a number ...
Title:The Role of log Transformation in Forecasting Economic Variables
Author(s):LUETKEPOHL, Helmut; XU, FangDate:2009Type of Publication:Working PaperSeries/Report no.:EUI MWPAbstract:For forecasting and economic analysis many variables are used in logarithms (logs). In time series
analysis this transformation is often considered to stabilize the variance of a series. We investigate
under which ...
