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subject:"Geldpolitik"
type_genre:"Arbeitspapier"
~accessRights:"free"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Institut für Theoretische Volkswirtschaftslehre <Hamburg>"
~source:"econis"
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Geldpolitik
Estimation
26
Schätzung
26
USA
21
United States
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Yield curve
5
Zinsstruktur
5
Capital income
4
Forecasting model
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Monetary policy
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Prognoseverfahren
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VAR model
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VAR-Modell
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Risikoprämie
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Risk premium
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Schock
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Shock
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1952-2002
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Aktienmarkt
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CAPM
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Exchange rate
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Portfolio selection
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Portfolio-Management
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Stock market
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Structural break
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Strukturbruch
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Theorie
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Theory
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Time series analysis
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Volatility
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Volatilität
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Wechselkurs
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Zeitreihenanalyse
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1938-1999
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1948-2000
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1952-1998
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1954-2002
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English
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Owyang, Michael T.
2
Andrés, Javier
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Francis, Neville
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Lo, Ming Chien
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López-Salido, José David
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Nelson, Edward
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Birkbeck College / Department of Economics
Federal Reserve Bank of St. Louis
Institut für Theoretische Volkswirtschaftslehre <Hamburg>
International Monetary Fund
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
5
Federal Reserve Bank of San Francisco
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Leibniz-Institut für Wirtschaftsforschung Halle
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Johns Hopkins University / Department of Economics
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Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of Richmond
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National Bureau of Economic Research
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National Institute of Economic and Social Research
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Task Force on Low Inflation (LIFT)
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University of California Davis / Department of Economics
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Bonn Graduate School of Economics
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Deutsches Institut für Wirtschaftsforschung
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Economic Research Forum for the Arab Countries, Iran and Turkey
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Institut für Weltwirtschaft
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Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī
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Panepistēmio Kypru / Department of Economics
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Türkiye Cumhuriyet Merkez Bankası
1
Universitetet i Oslo / Økonomisk institutt
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University of Sheffield / Department of Economics
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Université de Montréal / Département de sciences économiques
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ECONIS (ZBW)
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Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
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2
Monetary policy in a Markov-switching VECM : implications for the cost of disinflation and the price puzzle
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001978121
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3
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
Saved in:
4
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
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