Details about Thomas Elger

Access statistics for papers by Thomas Elger.

Last updated 2009-08-07. Update your information in the RePEc Author Service.

Short-id: pel23

Working Papers

2007

1. Freight Transportation Activity, Business Cycles and Trend Growth
   Working Papers, Lund University, Department of Economics
2. Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
   Working Papers, Lund University, Department of Economics View citations
   Also in Working Papers, Federal Reserve Bank of St. Louis (2007)

2006

3. Forecasting Inflation: the Relevance of Higher Moments
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

4. The Optimal Level of Monetary Aggregation in the UK
   Working Papers, Lund University, Department of Economics View citations

2004

5. Toward a Unified Approach to Testing for Weak Separability
   Working Papers, Lund University, Department of Economics
   See also Journal Article in Economics Bulletin (2005)
6. Vector autoregressive models versus neural networks in forecasting: an application to Euro-inflation and divisia money
   Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group

2002

7. The UK Personal Sector Demand for Risky Money
   Working Papers, Lund University, Department of Economics View citations

Journal Articles

2009

1. Admissible monetary aggregates for the euro area
   Journal of International Money and Finance, 2009, 28, (1), 99-114
2. Monetary models of exchange rates and sweep programs
   Applied Financial Economics, 2009, 19, (14), 1117-1129

2008

3. A NOTE ON THE OPTIMAL LEVEL OF MONETARY AGGREGATION IN THE UNITED KINGDOM
   Macroeconomic Dynamics, 2008, 12, (01), 117-131
4. Can rejections of weak separability be attributed to random measurement errors in the data?
   Economics Letters, 2008, 99, (1), 44-47 View citations
5. MEAN-VARIANCE VERSUS FULL-SCALE OPTIMIZATION: BROAD EVIDENCE FOR THE UK
   Manchester School, 2008, 76, (s1), 134-156
6. Monetary policy and monetary asset substitution
   Economics Letters, 2008, 99, (1), 18-22 View citations
7. Retail sweep programs and monetary asset substitution
   Economics Letters, 2008, 99, (1), 159-163

2006

8. Forecasting with Monetary Aggregates: Recent Evidence for the United States
   Journal of Economics and Business, 2006, 58, (5-6), 428-446 View citations
9. Predictable non-linearities in U.S. inflation
   Economics Letters, 2006, 93, (3), 323-328

2005

10. A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia
    Applied Economics, 2005, 37, (6), 665-680 View citations
11. Sweep programs and optimal monetary aggregation
    Journal of Banking & Finance, 2005, 29, (2), 483-508 View citations
12. Toward a unified approach to testing for weak separability
    Economics Bulletin, 2005, 3, (20), 1-7 View citations
    See also Working Paper (2004)

2004

13. The UK Household Sector Demand for Risky Money
    Topics in Macroeconomics, 2004, 4, (1), 1136-1136 View citations