Verfügbarkeit: Empirics of monetary transmission in Euroland

Empirics of monetary transmission in Euroland:

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Bibliographische Detailangaben
Beteilige Person:	Siegfried, Nikolaus A. (VerfasserIn)
Format:	Hochschulschrift/Dissertation Buch
Sprache:	Englisch
Veröffentlicht:	Dessau Zeitungsverl. Anhalt 2003
Schlagwörter:	Europäische Union Europäische Zentralbank Currency question > European Economic Community countries > Congresses European currency unit > Congresses Monetary policy > European Economic Community countries > Congresses Auswirkung Transmissionsmechanismus Mitgliedsstaaten Strukturelles vektor-autoregressives Modell Ökonometrisches Modell Geldpolitik Europäische Gemeinschaften. Mitgliedsstaaten Hochschulschrift Konferenzschrift
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010723686&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	121 S. graph. Darst. : 21 cm
ISBN:	392884802X

Internformat

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Datensatz im Suchindex

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adam_text	EMPIRICS OF MONETARY TRANSMISSION IN EUROLAND NIKOLAUS A. SIEGFRIED ZEITUNGSVERLAG ANHALT - 06844 DESSAU CONTENTS 1 INTRODUCTION 9 2 MICROECONOMETRIC EVIDENCE FOR A GERMAN CREDIT CHANNEL 15 2.1 THE ESTIMATED EQUATION 17 2.2 SAMPLE SPLITTING 18 2.2.1 FIRMS WITH INFORMATION PROBLEMS 18 2.2.2 MONETARY POLICY CONDITIONS 19 2.3 DATA AND ESTIMATION 21 2.4 ESTIMATION RESULTS 24 2.5 CONCLUSION 30 3 AN INFORMATION-THEORETIC EXTENSION TO STRUCTURAL VAR MOD- ELLING 31 3.1 STRUCTURAL VECTOR AUTOREGRESSIONS 33 3.2 RESIDUALS IN MONETARY POLICY MODELLING 36 3.3 LONG-RUN RESTRICTIONS AND COINTEGRATION 38 3.4 MACROECONOMIC MODELLING AND THE FAUST & LEEPER CRITIQUE . . . . 41 3.5 A MINIMUM ENTROPY ESTIMATOR 43 3.6 THE BLANCHARD & QUAH CASE AND THE AGNOSTIC APPROACH 50 3.7 THE MINIMUM ENTROPY ESTIMATOR AND MONETARY POLICY MODELLING 54 3.8 CONCLUSION 59 5 4 MACROECONOMIC EVIDENCE FOR EUROPEAN MONETARY TRANSMISSION MECHANISMS 61 4.1 MONETARY POLICY TRANSMISSION 62 4.1.1 THE INTEREST RATE CHANNEL 63 4.1.2 THE CREDIT CHANNEL 64 4.1.3" THE EXCHANGE RATE CHANNEL 67 4.2 EMPIRICAL EVIDENCE IN THE LITERATURE 68 4.3 A SMALL, ESTIMABLE MACROECONOMIC MODEL 71 4.4 DATA AND ESTIMATION 77 4.5 CONCLUSION 84 5 CONCLUSION 87 APPENDIX 91 DATA AND TEST RESULTS FOR CHAPTER 2 91 TEST RESULTS AND FIGURES FOR CHAPTER 3 95 THE HESSIAN MATRIX FOR 5 98 MATRIX RESULTS FOR CHAPTER 3 100 MATLAB CODE FOR THE MINIMUM ENTROPY ESTIMATOR 101 DATA, TEST RESULTS AND FIGURES FOR CHAPTER 4 104 IMPULSE RESPONSES TO MONETARY POLICY SHOCKS 106 BIBLIOGRAPHY 109
any_adam_object	1
author	Siegfried, Nikolaus A.
author_GND	(DE-588)121491498
author_facet	Siegfried, Nikolaus A.
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author_sort	Siegfried, Nikolaus A.
author_variant	n a s na nas
building	Verbundindex
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callnumber-first	H - Social Science
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dewey-hundreds	300 - Social sciences
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dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
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spelling	Siegfried, Nikolaus A. Verfasser (DE-588)121491498 aut Empirics of monetary transmission in Euroland Nikolaus A. Siegfried Dessau Zeitungsverl. Anhalt 2003 121 S. graph. Darst. : 21 cm txt rdacontent n rdamedia nc rdacarrier Zugl.: Hamburg, Univ., Diss., 2003 Europäische Union (DE-588)5098525-5 gnd rswk-swf Europäische Zentralbank (DE-588)5287962-8 gnd rswk-swf Currency question European Economic Community countries Congresses European currency unit Congresses Monetary policy European Economic Community countries Congresses Auswirkung (DE-588)4112646-4 gnd rswk-swf Transmissionsmechanismus (DE-588)4117242-5 gnd rswk-swf Mitgliedsstaaten (DE-588)4170174-4 gnd rswk-swf Strukturelles vektor-autoregressives Modell (DE-588)4288535-8 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Europäische Gemeinschaften. Mitgliedsstaaten (DE-588)4113937-9 Hochschulschrift gnd-content (DE-588)1071861417 Konferenzschrift gnd-content Europäische Zentralbank (DE-588)5287962-8 b Geldpolitik (DE-588)4019902-2 s Auswirkung (DE-588)4112646-4 s Mitgliedsstaaten (DE-588)4170174-4 s Ökonometrisches Modell (DE-588)4043212-9 s DE-188 Europäische Union (DE-588)5098525-5 b Transmissionsmechanismus (DE-588)4117242-5 s Strukturelles vektor-autoregressives Modell (DE-588)4288535-8 s GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010723686&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Siegfried, Nikolaus A. Empirics of monetary transmission in Euroland Europäische Union (DE-588)5098525-5 gnd Europäische Zentralbank (DE-588)5287962-8 gnd Currency question European Economic Community countries Congresses European currency unit Congresses Monetary policy European Economic Community countries Congresses Auswirkung (DE-588)4112646-4 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd Mitgliedsstaaten (DE-588)4170174-4 gnd Strukturelles vektor-autoregressives Modell (DE-588)4288535-8 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Geldpolitik (DE-588)4019902-2 gnd
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title	Empirics of monetary transmission in Euroland
title_auth	Empirics of monetary transmission in Euroland
title_exact_search	Empirics of monetary transmission in Euroland
title_full	Empirics of monetary transmission in Euroland Nikolaus A. Siegfried
title_fullStr	Empirics of monetary transmission in Euroland Nikolaus A. Siegfried
title_full_unstemmed	Empirics of monetary transmission in Euroland Nikolaus A. Siegfried
title_short	Empirics of monetary transmission in Euroland
title_sort	empirics of monetary transmission in euroland
topic	Europäische Union (DE-588)5098525-5 gnd Europäische Zentralbank (DE-588)5287962-8 gnd Currency question European Economic Community countries Congresses European currency unit Congresses Monetary policy European Economic Community countries Congresses Auswirkung (DE-588)4112646-4 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd Mitgliedsstaaten (DE-588)4170174-4 gnd Strukturelles vektor-autoregressives Modell (DE-588)4288535-8 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Geldpolitik (DE-588)4019902-2 gnd
topic_facet	Europäische Union Europäische Zentralbank Currency question European Economic Community countries Congresses European currency unit Congresses Monetary policy European Economic Community countries Congresses Auswirkung Transmissionsmechanismus Mitgliedsstaaten Strukturelles vektor-autoregressives Modell Ökonometrisches Modell Geldpolitik Europäische Gemeinschaften. Mitgliedsstaaten Hochschulschrift Konferenzschrift
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010723686&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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