Macroeconomic uncertainty and economic performance for Germany
Date
2005
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Source Title
Selçuk Journal of Applied Mathematics
Print ISSN
1302-7980
Electronic ISSN
Publisher
Selçuk Üniversitesi Uygulamalı Matematik Araştırma Merkezi
Volume
6
Issue
1
Pages
29 - 41
Language
English
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Abstract
This study Önds that uncertainties in interest rates, commodity prices and money aggregate a§ect economic outcomes for Germany. Both interest rate and monetary policy uncertainty measures are positively correlated with interest rates, while commodity price uncertainty is negatively correlated with the output level. However, uncertainties in exchange rate, price and income do not have a statistically signiÖcant predictive power for income, prices or the interest rate