Interest rate, targeting, inflation, and the fisher effect: an empirical test of the real interest rate in Germany, 1970 - 2000
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1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Saarbrücken
VDM Verl., Müller
[ca. 2008]
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Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | VII, 61 S. graph. Darst. |
ISBN: | 9783836438599 3836438593 |
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Datensatz im Suchindex
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adam_text | TABLE OF CONTENTS PAGE I. INTRODUCTION I II. BACKGROUND 2 A. TARGETING
B. BUNDESBANK MONETARY POLICY III. LITERATURE REVIEW 5 IV. METHODOLOGY 6
V. PROCEDURE 8 A. INTRODUCTION B. VARIABLES STATIONARITY C. EQUATIONS 1.
ORIGINAL EQUATION ESTIMATION 2. FINAL EQUATION ESTIMATION VI. RESULTS 18
A. INTRODUCTION B. TABLES V BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/987974432 DIGITALISIERT DURCH VI C. CHOW BREAKPOINT
TESTS D. FIGURES VII. CONCLUSIONS 29 VIII. TABLES 31 A. TABLE 1:
CORRELOGRAM SHOWING SERIAL CORRELATION STRUCTURE OF THE EX POST REAL
RATE (EPRR), GERMANY, 1970-2000 (AFTER MISHKIN (1981)) B. TABLE 2: TESTS
OF THE CONSTANCY OF THE EX POST REAL RATE (EPRR), ORIGINAL EQUATIONS,
GERMANY, 1970-2000 (AFTER MISHKIN (1981)) C. TABLE 3 : TESTS FOR
CORRELATION OF THE EX POST REAL RATE (EPRR) WITH OTHER VARIABLES,
ORIGINAL EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981)) D. TABLE
4: TESTS OF THE CONSTANCY OF THE EX POST REAL RATE (EPRR), FINAL
EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981)) E. TABLE 5: TESTS
FOR CORRELATION OF THE EX POST REAL RATE (EPRR) WITH OTHER VARIABLES,
FINAL EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981)) IX. FIGURES
38 A. FIGURE 1: ESTIMATED REAL INTEREST RATE WITH 95% CONFIDENCE
INTERVAL, ORIGINAL EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981))
B. FIGURE 2: COMPARISON OF ESTIMATED REAL INTEREST RATES CALCULATED FROM
EQUATION INCLUDING ONLY INFLATION (EQ 2.1 FITTED) AND FROM EQUATION
INCLUDING BOTH INFLATION AND TIME (EQ 2.3 FITTED), ORIGINAL EQUATIONS,
GERMANY, 1970-2000 (AFTER MISHKIN (1981)) C. FIGURE 3: NOMINAL INTEREST
RATE, ESTIMATED REAL INTEREST RATE, AND ESTIMATED EXPECTED INFLATION,
ORIGINAL EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981)) D. FIGURE
4: ESTIMATED REAL INTEREST RATE WITH 95% CONFIDENCE INTERVAL, FINAL VII
EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981)) E. FIGURE 5:
COMPARISON OF ESTIMATED REAL INTEREST RATES CALCULATED FROM EQUATION
INCLUDING ONLY INFLATION (EQ 2.1 FITTED) AND FROM EQUATION INCLUDING
BOTH INFLATION AND TIME (EQ 2.3 FITTED), FINAL EQUATIONS, GERMANY,
1970-2000 (AFTER MISHKIN (1981)) F. FIGURE 6: NOMINAL INTEREST RATE,
ESTIMATED REAL INTEREST RATE, AND ESTIMATED EXPECTED INFLATION, FINAL
EQUATIONS, GERMANY, 1970-2000 (AFTER MISHKIN (1981)) X. APPENDICES 41
APPENDIX A: SPECIFICATION AND DIAGNOSTIC TESTS USED (IN ORDER APPLIED)
APPENDIX B: MODIFICATIONS TO ORIGINAL EQUATIONS AND RESULTS OF FINAL
EQUATIONS XL BIBLIOGRAPHY 59 XII. VITA 61
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ctrlnum | (OCoLC)496266969 (DE-599)BVBBV025520896 |
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id | DE-604.BV025520896 |
illustrated | Illustrated |
indexdate | 2024-07-09T22:35:53Z |
institution | BVB |
isbn | 9783836438599 3836438593 |
language | English |
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physical | VII, 61 S. graph. Darst. |
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spelling | Stubblebine, Michael A. Verfasser aut Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 Michael A. Stubblebine Saarbrücken VDM Verl., Müller [ca. 2008] VII, 61 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020129380&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Stubblebine, Michael A. Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 |
title | Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 |
title_auth | Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 |
title_exact_search | Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 |
title_full | Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 Michael A. Stubblebine |
title_fullStr | Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 Michael A. Stubblebine |
title_full_unstemmed | Interest rate, targeting, inflation, and the fisher effect an empirical test of the real interest rate in Germany, 1970 - 2000 Michael A. Stubblebine |
title_short | Interest rate, targeting, inflation, and the fisher effect |
title_sort | interest rate targeting inflation and the fisher effect an empirical test of the real interest rate in germany 1970 2000 |
title_sub | an empirical test of the real interest rate in Germany, 1970 - 2000 |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020129380&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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