Search found 3 matches
- Tue Feb 24, 2015 7:47 am
- Forum: Econometric Discussions
- Topic: Converting Annual to Monthly data
- Replies: 4
- Views: 4893
Re: Converting Annual to Monthly data
Great, thanks for your advice
- Tue Feb 24, 2015 7:06 am
- Forum: Econometric Discussions
- Topic: Converting Annual to Monthly data
- Replies: 4
- Views: 4893
Re: Converting Annual to Monthly data
My model is as follows; ∆post π = α + β (Balsheetchg) + λ (FiscStimulus) + εi ∆post g = α + β (Balsheetchg) + λ(FiscStimulusi) + εi where π = inflation expectations, g= output expectations, (Balsheetchg) = change in size of ECB balance sheet and (FiscStimulus)= is a measure of the Euroarea stimulus ...
- Tue Feb 24, 2015 5:12 am
- Forum: Econometric Discussions
- Topic: Converting Annual to Monthly data
- Replies: 4
- Views: 4893
Converting Annual to Monthly data
Hi, I am researching the effects of Euroarea fiscal stimulus on inflation expectations during the crisis. The data for fiscal stimulus is given as an annual percentage of GDP, e.g. 1.5% of Euro Area GDP in 2009. I am not sure if I could convert it to monthly data (by simply assuming 1.5% in every mo...
