Estimating non-financial assets by institutional sector for the euro area

Arbeitspapier

Official euro area-wide statistics on the capital stock and its breakdowns by asset type and sector are not yet available, but would be very useful for economic and financial stability analysis. This paper proposes a constrained optimisation model with the help of which a full cross-sector classification of the capital stock by non-financial asset type can be estimated. The model is applied for the estimation of the capital stock by institutional sector, including households' non-financial asset types and housing wealth, both for the euro area as a whole and for euro area countries currently not estimating and/or publishing such data.

Angaben zum Objekt

• ISBN: 978-92-899-2837-3
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: ECB Statistics Paper ; No. 23

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models ; Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access ; Institutions and the Macroeconomy ; Investment; Capital; Intangible Capital; Capacity
• Thema: capital stock ; households' housing wealth ; Perpetual Inventory Method ; constrained optimisation ; euro area ; institutional sector

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Hofmeister, Zlatina ; Van der Helm, Ruben
• Ereignis: Veröffentlichung
• (wer): European Central Bank (ECB)
• (wo): Frankfurt a. M.
• (wann): 2017

Weitere Informationen

• DOI: doi:10.2866/03755
• Handle: http://hdl.handle.net/10419/175533
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ