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Monetäre Schocks in VAR-Modellen
Gerke, Rafael; Werner, Thomas - 2001
Im folgenden soll versucht werden, empirische Evidenz zum Transmissionsmechanismus mit Hilfe monetärer Schocks zu generieren. Die quantitativen Auswirkungen der monetären Impulse werden mit Hilfe von Impuls-Antwort-Funktionen beschrieben, wobei die Impuls- Antwort-Funktionen auf einem VAR...
Persistent link: https://www.econbiz.de/10011525118
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Monetäre Schocks in VAR-Modellen
Gerke, Rafael; Werner, Thomas - 2001
Persistent link: https://www.econbiz.de/10001608330
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Asset Prices in Taylor Rules : Specification, Estimation, and Policy Implications for the ECB
Siklos, Pierre L. - 2016
Persistent link: https://www.econbiz.de/10012991350
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A Vectorautoregressive Investment Model (VIM) and monetary policy transmission : panel evidence from German firms
Breitung, Jörg; Chirinko, Robert S.; Kalckreuth, Ulf von - 2003
In diesem Papier wird ein neuer Rahmen für die Untersuchung der Wirkungen von Geldpolitik auf privatwirtschaftliche …, Geldpolitik ist wirksam, und privatwirtschaftliche Investitionen reagieren auf Änderungen der in den Kapitalnutzungskosten … erhöht die geschätzte Wirkung von Geldpolitik um ein Drittel im Vergleich zur Simulation einer isolierten …
Persistent link: https://www.econbiz.de/10011432001
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A Vectorautoregressive Investment Model (Vim) and Monetary Policy Transmission : Panel Evidence from German Firms
Breitung, Jörg - 2016
neuer Rahmen für die Untersuchung der Wirkungen von Geldpolitik …
Persistent link: https://www.econbiz.de/10012991241
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Model reduction methods for vector autoregressive processes
Brüggemann, Ralf - 2004
Persistent link: https://www.econbiz.de/10001835840
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Transmission of Government Default Risk in the Eurozone
Kohonen, Anssi - 2013
The paper develops an easy-to-apply test for contagion. In order to address the main challenge of any contagion test, that of endogeneity, the testing is conducted in the structural vector autoregression (SVAR) framework where we assume the reduced form errors follow a mixed-normal distribution....
Persistent link: https://www.econbiz.de/10013088504
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Euro Area Inflation Persistence
Batini, Nicoletta - 2021
"statistical fluke" due to aggregation …
Persistent link: https://www.econbiz.de/10013320116
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Using Money Market Rates to Assess the Alternatives of Fixed vs. Variable Rate Tenders : The Lesson from 1989-1998 Data for Germany
Manna, Michele - 2021
This paper uses the variability of money market rates to compare the conduct of the central bank's key market operation as a fixed-rate tender (FRT) or a variable-rate tender (VRT). Nowadays, leading central banks generally use FRTs or other approaches (e.g. target rates) which yield step...
Persistent link: https://www.econbiz.de/10013320189
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How Loose, How Tight? A Measure of Monetary and Fiscal Stance for the Euro Area
Batini, Nicoletta; Cantelmo, Alessandro; Melina, Giovanni; … - 2020
This paper builds a model-based dynamic monetary and fiscal conditions index (DMFCI) and uses it to examine the evolution of the joint monetary and fiscal policy stance in the euro area (EA) and its three largest member countries over the period 2007-2018. The index is based on the relative...
Persistent link: https://www.econbiz.de/10014092440