J
Jürgen Wolters
Researcher at Free University of Berlin
Publications - 15
Citations - 1081
Jürgen Wolters is an academic researcher from Free University of Berlin. The author has contributed to research in topics: Monetary policy & Demand curve. The author has an hindex of 10, co-authored 15 publications receiving 1002 citations.
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Journal ArticleDOI
Long Memory in Inflation Rates: International Evidence
Uwe Hassler,Jürgen Wolters +1 more
TL;DR: In this paper, the authors examined monthly inflation rates of five industrial countries and applied the periodogram regression to estimate the difference parameters, and found that the estimates significantly differ from 1 as well as from 0.
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On the power of unit root tests against fractional alternatives
Uwe Hassler,Jürgen Wolters +1 more
TL;DR: In this paper, the probability of rejecting the I(1) hypothesis when unit root tests are applied to fractionally integrated time series is investigated and it is shown that the augmented Dickey-Fuller test performs poorly.
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Modeling the Demand for M3 in the Unified Germany
TL;DR: In this article, an error correction model for the demand for real M3 money is constructed for the period of 1976-1994 with real GNP, the GNP deflator, as well as a short-term and a long-term interest rate as explanatory variables.
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Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
TL;DR: In this article, the authors parametrically estimate the whole spectrum of financial and real variables to obtain a complete picture of their cyclical properties and provide strong statistical evidence for the US and slightly weaker evidence for UK validating the hypothesized features of the financial cycle.
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The role of monetary aggregates in the policy analysis of the swiss national bank
TL;DR: In this paper, the authors investigated whether growth rates of the different measures of the quantity of money and or excess money can be used to forecast inflation using data from 1983 to 2008.