Exchange rate overshooting and its transmission through the monetary policy in Kenya:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Aachen
Shaker
2009
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 74 - 77 |
| Physical Description: | IX, 91 S. graph. Darst. 21 cm, 152 gr. |
| ISBN: | 9783832278984 |
Staff View
MARC
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| 100 | 1 | |a Oduor, Jacob |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Exchange rate overshooting and its transmission through the monetary policy in Kenya |c Jacob Oduor |
| 264 | 1 | |a Aachen |b Shaker |c 2009 | |
| 300 | |a IX, 91 S. |b graph. Darst. |c 21 cm, 152 gr. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturverz. S. 74 - 77 | ||
| 650 | 7 | |a Geldpolitik |2 stw | |
| 650 | 7 | |a Kenia |2 stw | |
| 650 | 7 | |a Overshooting |2 stw | |
| 650 | 7 | |a Schätzung |2 stw | |
| 650 | 7 | |a Transmissionsmechanismus |2 stw | |
| 650 | 7 | |a Wechselkurs |2 stw | |
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| 650 | 0 | 7 | |a Wechselkursänderung |0 (DE-588)4129405-1 |2 gnd |9 rswk-swf |
| 651 | 4 | |a Kenia - Geldpolitik - Wechselkursänderung - Transmissionsmechanismus | |
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Record in the Search Index
| _version_ | 1804139300673028096 |
|---|---|
| adam_text | TABLE OF CONTENTS DEDICATION I ACKNOWLEDGEMENTS III ABSTRACT IV LIST OF
TABLES VIII LIST OF FIGURES IX CHAPTER ONE 1 1.0 INTRODUCTION 1 1.1
BACKGROUND TO THE PROBLEM 1 1.1.1 CURRENCY OVERSHOOTING 2 1.1.2 MONETARY
POLICY TRANSMISSION MECHANISMS 3 (A) THE INTEREST RATE CHANNEL 3 (B) THE
CREDIT CHANNEL 4 (C) ASSET PRICE CHANNEL 4 (D) EXCHANGE RATE CHANNEL 5
(E) THE LINKS BETWEEN THE TRANSMISSION CHANNELS IN KENYA 5 1.1.3
GOVERNMENT POLICY STATEMENTS 6 1.1.3(A) MONETARY POLICY 6 1.1.3(B)
EXCHANGE RATE POLICY 9 1.2 STATEMENT OF THE PROBLEM 11 1.3 RESEARCH
QUESTIONS 11 1.4 OBJECTIVES OF THE STUDY 12 1.4.1 GENERAL OBJECTIVE 12
1.4.2 SPECIFIC OBJECTIVES 12 1.5 HYPOTHESIS 13 1.6 SIGNIFICANCE OF THE
STUDY 13 1.7 SCOPE AND LIMITATIONS OF THE STUDY 14 CHAPTER TWO 15
LITERATURE REVIEW 15 2.0 INTRODUCTION 15 2.1 THEORETICAL LITERATURE 15
2.1.1 EXCHANGE RATE OVERSHOOTING MODELS 15 2.2 EMPIRICAL LITERATURE 21
2.2.1 GENERAL LITERATURE 21 2.2.2 LITERATURE SPECIFIC TO DEVELOPING
COUNTRIES 24 2.3 OVERVIEW OF LITERATURE 25 CHAPTER THREE 28 THEORETICAL
FRAMEWORK 28 3.0 INTRODUCTION 28 3.1 THEORETICAL MODEL FOR EXCHANGE RATE
OVERSHOOTING 28 3.2 ASSUMPTIONS OF THE MODEL 33 3.3 THEORETICAL MODEL
FOR THE TRANSMISSION MECHANISM 34 3. BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/993053297 DIGITALISIERT DURCH APPENDIX F- BASIC DATA 87
3.5 DEFINITION OF TERMS AND VARIABLES 41 3.6 CONCLUDING REMARKS 42
CHAPTER FOUR 43 MODEL ESTIMATION AND ANALYSIS OF RESULTS 43 4.0
INTRODUCTION 43 4.1 DATA TYPE AND SOURCES 43 4.1.1 DATA INTERPOLATION 44
EQUATION (4.5) IS ESTIMATED USING THE GLS TO GET THE QUARTERLY SERIES 45
4.2. TIME SERIES PROPERTIES 46 4.2.1 UNIT ROOT TESTS 46 4.2.2
COINTEGRATION TEST 50 4.2.3 UNIT ROOT TESTS AND COINTEGRATION RESULTS
FOR THE DATA USED IN THE TRANSMISSION MODEL 51 4.3 ESTIMATION OF THE
EXCHANGE RATE OVERSHOOTING MODEL 52 4.3.1 LAG SELECTION 52 4.3.2
ESTIMATION RESULTS 52 4.4 ESTIMATION OF THE TRANSMISSION MECHANISM MODEL
54 4.4.2 VAR (5) ESTIMATION 55 4.5 IMPULSE RESPONSE ANALYSIS RESULTS 56
4.3.6 VARIANCE DECOMPOSITION ANALYSIS (VDA) 64 4.4 DIAGNOSTIC TESTS 67
4.5 CONCLUDING REMARKS 68 CHAPTER FIVE.......... ............ *... .*._
.......... ****.. ........ 69 SUMMARY CONCLUSIONS AND RECOMMENDATIONS 69
5.0 SUMMARY AND CONCLUSIONS 69 5.2 POLICY RECOMMENDATIONS 72
BIBLIOGRAPHY 74 APPENDICES 78 APPENDIX A- UNIT ROOT TESTS 78 APPENDIX B:
COINTEGRATION TESTS 80 APPENDIX C - OVERSHOOTING ESTIMATION RESULTS 82
APPENDIX D: VAR (5) ESTIMATION RESULTS 84 APPENDIX E: DIAGNOSTIC TEST
RESULTS 86
|
| any_adam_object | 1 |
| author | Oduor, Jacob |
| author_facet | Oduor, Jacob |
| author_role | aut |
| author_sort | Oduor, Jacob |
| author_variant | j o jo |
| building | Verbundindex |
| bvnumber | BV035626909 |
| classification_rvk | QK 900 |
| ctrlnum | (OCoLC)321089082 (DE-599)DNB993053297 |
| dewey-full | 332.456096762 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.456096762 |
| dewey-search | 332.456096762 |
| dewey-sort | 3332.456096762 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| geographic | Kenia - Geldpolitik - Wechselkursänderung - Transmissionsmechanismus Kenia (DE-588)4030236-2 gnd |
| geographic_facet | Kenia - Geldpolitik - Wechselkursänderung - Transmissionsmechanismus Kenia |
| id | DE-604.BV035626909 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:41:54Z |
| institution | BVB |
| isbn | 9783832278984 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017681938 |
| oclc_num | 321089082 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | IX, 91 S. graph. Darst. 21 cm, 152 gr. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Shaker |
| record_format | marc |
| spelling | Oduor, Jacob Verfasser aut Exchange rate overshooting and its transmission through the monetary policy in Kenya Jacob Oduor Aachen Shaker 2009 IX, 91 S. graph. Darst. 21 cm, 152 gr. txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. 74 - 77 Geldpolitik stw Kenia stw Overshooting stw Schätzung stw Transmissionsmechanismus stw Wechselkurs stw Geldpolitik (DE-588)4019902-2 gnd rswk-swf Transmissionsmechanismus (DE-588)4117242-5 gnd rswk-swf Wechselkursänderung (DE-588)4129405-1 gnd rswk-swf Kenia - Geldpolitik - Wechselkursänderung - Transmissionsmechanismus Kenia (DE-588)4030236-2 gnd rswk-swf Kenia (DE-588)4030236-2 g Geldpolitik (DE-588)4019902-2 s Wechselkursänderung (DE-588)4129405-1 s Transmissionsmechanismus (DE-588)4117242-5 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017681938&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Oduor, Jacob Exchange rate overshooting and its transmission through the monetary policy in Kenya Geldpolitik stw Kenia stw Overshooting stw Schätzung stw Transmissionsmechanismus stw Wechselkurs stw Geldpolitik (DE-588)4019902-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd Wechselkursänderung (DE-588)4129405-1 gnd |
| subject_GND | (DE-588)4019902-2 (DE-588)4117242-5 (DE-588)4129405-1 (DE-588)4030236-2 |
| title | Exchange rate overshooting and its transmission through the monetary policy in Kenya |
| title_auth | Exchange rate overshooting and its transmission through the monetary policy in Kenya |
| title_exact_search | Exchange rate overshooting and its transmission through the monetary policy in Kenya |
| title_full | Exchange rate overshooting and its transmission through the monetary policy in Kenya Jacob Oduor |
| title_fullStr | Exchange rate overshooting and its transmission through the monetary policy in Kenya Jacob Oduor |
| title_full_unstemmed | Exchange rate overshooting and its transmission through the monetary policy in Kenya Jacob Oduor |
| title_short | Exchange rate overshooting and its transmission through the monetary policy in Kenya |
| title_sort | exchange rate overshooting and its transmission through the monetary policy in kenya |
| topic | Geldpolitik stw Kenia stw Overshooting stw Schätzung stw Transmissionsmechanismus stw Wechselkurs stw Geldpolitik (DE-588)4019902-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd Wechselkursänderung (DE-588)4129405-1 gnd |
| topic_facet | Geldpolitik Kenia Overshooting Schätzung Transmissionsmechanismus Wechselkurs Wechselkursänderung Kenia - Geldpolitik - Wechselkursänderung - Transmissionsmechanismus |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017681938&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT oduorjacob exchangerateovershootinganditstransmissionthroughthemonetarypolicyinkenya |