Arbeitspapier

Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exports

The question as to whether changes in the external environment may have caused the importance of key determinants of German exports to shift since the 1990s is addressed by estimating Germany's exports to EMU partner countries (intra exports) and to countries outside the euro area (extra exports). Analytically, this is done first by estimating single-equation error correction models across different samples. Second, an estimation applying the Saikkonen (1991) approach is carried out to test whether the long-run export behaviour of intra and extra exports has changed since the 1990s. Finally, simulations are conducted by means of error-correction models in order to reconstruct the adjustment process of both intra and extra exports following demand and price shocks.

Sprache
Englisch

Erschienen in
Series: Discussion Paper Series 1 ; No. 2006,07

Klassifikation
Wirtschaft
Open Economy Macroeconomics
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Thema
intra and extra euro-area exports
export demand
price competitiveness
error correction model
Export
Internationaler Wettbewerb
Schätzung
Deutschland

Ereignis
Geistige Schöpfung
(wer)
Stahn, Kerstin
Ereignis
Veröffentlichung
(wer)
Deutsche Bundesbank
(wo)
Frankfurt a. M.
(wann)
2006

Handle
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Stahn, Kerstin
  • Deutsche Bundesbank

Entstanden

  • 2006

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