Narrow search
Showing 1 - 10 of 8,828
Cover Image
The asymmetric impacts of monetary policy on housing prices : a viewpoint of housing price rigidity
Tsai, I-chun - In: Economic modelling 31 (2013), pp. 405-413
Persistent link: https://www.econbiz.de/10009729037
Cover Image
Exchange rate cointegration across central bank regime shifts
López, José A. - In: Research in finance 22 (2005), pp. 327-356
Persistent link: https://www.econbiz.de/10003753410
Cover Image
Realwirtschaftliche Folgen von Vermögenspreisschwankungen : eine Kointegrationsanalyse für die Bundesrepublik Deutschland
Nastansky, Andreas - 2008 - 1. Auflage
Persistent link: https://www.econbiz.de/10003789486
Cover Image
Monetary policy and dividend growth in Germany : long-run structural modelling versus bounds testing approach
Belke, Ansgar; Polleit, Thorsten - In: Applied economics 38 (2006) 12, pp. 1409-1423
Persistent link: https://www.econbiz.de/10003351436
Cover Image
US-euro area monetary policy interdependence : new evidence from Taylor Rule based VECMs
Belke, Ansgar (contributor); Cui, Yuhua (contributor) - 2009
This paper analyses the monetary policy interdependence between the European Central Bank (ECB) and the Federal Reserve (Fed) for the period 1999-2006. Two models are specified: a partial Vector Error Correction Model (VECM) and a general VECM. In the partial VECM, we look for a long-run...
Persistent link: https://www.econbiz.de/10003811795
Cover Image
(How) do stock market returns react to monetary policy? : an ARDL cointegration analysis for Germany
Belke, Ansgar; Polleit, Thorsten - In: Kredit und Kapital 39 (2006) 3, pp. 335-365
Persistent link: https://www.econbiz.de/10003383126
Cover Image
The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany
Nastansky, Andreas; Strohe, Hans Gerhard - 2010
investments and property prices may affect building activity. Here, the method of cointegration is used to estimate the wealth … effect and the investment effect in aggregate time series for Germany after the Reunification in 1990. Moreover, we discuss …
Persistent link: https://www.econbiz.de/10003985114
Cover Image
The great moderation and the decoupling of monetary policy from long-term rates in the US and Germany
Greenwood-Nimmo, Matthew; Shin, Yongcheol; Treeck, Till van - 2010
pass-through from policy-controlled interest rates to a variety of longer-term rates in the U.S. and Germany. Our results … decoupling of long-term rates from policy-controlled rates during the period of the Great Moderation in both the U.S. and Germany … zwischen geldpolitisch bestimmten Zinsen und längerfristigen Zinsen in den USA und in Deutschland an. Unsere Ergebnisse deuten …
Persistent link: https://www.econbiz.de/10009306630
Cover Image
The transmission of German monetary policy in the pre-Euro period
Lütkepohl, Helmut; Wolters, Jürgen - 2001
A small macroeconomic model is constructed to study the transmission of the monetary policy conducted by the Deutsche Bundesbank (DBB) since the middle of the 1970s. For this purpose quarterly, seasonally unadjusted data for the period from 1975 to 1998 are used, that is, the period until the...
Persistent link: https://www.econbiz.de/10011400913
Cover Image
The transmission of German monetary policy in the pre-Euro period
Lütkepohl, Helmut; Wolters, Jürgen - 2001
rate and shows the interaction of the main variables of the monetary sector. -- Cointegration analysis ; impulse response …
Persistent link: https://www.econbiz.de/10009616780