The relation between monetary policy and the stock market in Europe
Year of publication: |
2018
|
---|---|
Authors: | Lütkepohl, Helmut ; Netšunajev, Aleksei |
Publisher: |
Berlin : DIW Berlin, German Institute for Economic Research |
Subject: | Cointegrated vector autoregression | heteroskedasticity | Markov-switching model | monetary policy analysis | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Theorie | Theory | Kointegration | Cointegration | EU-Staaten | EU countries | Börsenkurs | Share price | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schock | Shock |
Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
---|---|
Series: | Discussion papers / Deutsches Institut für Wirtschaftsforschung. - Berlin : [Verlag nicht ermittelbar], ISSN 1619-4535, ZDB-ID 2125067-4. - Vol. 1729 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/176794 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The relation between monetary policy and the stock market in Europe
Lütkepohl, Helmut, (2018)
-
Time-varying identification of monetary policy shocks
Camehl, Annika, (2023)
-
Uncertainty and employment dynamics in the euro area and the US
Netšunajev, Aleksei, (2016)
- More ...
-
Lütkepohl, Helmut, (2014)
-
Lütkepohl, Helmut, (2015)
-
Lütkepohl, Helmut, (2015)
- More ...