Cointegration analysis in a German monetary system: with 30 tables
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Heidelberg ; New York
Physica-Verl.
2001
|
| Schriftenreihe: | Contributions to economics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 176 S. graph. Darst. |
| ISBN: | 3790813524 |
Internformat
MARC
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| 100 | 1 | |a Hubrich, Kirstin |d 1968- |e Verfasser |0 (DE-588)120887177 |4 aut | |
| 245 | 1 | 0 | |a Cointegration analysis in a German monetary system |b with 30 tables |c Kirstin Hubrich |
| 264 | 1 | |a Heidelberg ; New York |b Physica-Verl. |c 2001 | |
| 300 | |a IX, 176 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Contributions to economics | |
| 502 | |a Zugl.: Berlin, Humboldt-Univ., Diss., 1999 | ||
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| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Monetary policy -- Germany -- Econometric models | |
| 650 | 4 | |a Cointegration | |
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Datensatz im Suchindex
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| adam_text |
CONTENTS
1
INTRODUCTION
1
1.1
MOTIVATION
.
1
1.2
OUTLINE
.
4
2
SYSTEMS
COINTEGRATION
TESTS
7
2.1
INTRODUCTION
.
7
2.2
COINTEGRATION
RANK
TESTS:
THE
FRAMEWORK
.
9
2.2.1
DATA
GENERATING
PROCESS
.
9
2.2.2
HYPOTHESES
AND
TESTING
PROCEDURE
.
11
2.3
LIKELIHOOD
RATIO
TESTS
.
12
2.3.1
DGPS
AND
TEST
STATISTICS
.
13
2.3.1.1
ARBITRARY
MEAN
AND
TREND
TERM
.
13
2.3.1.2
TRENDING
VARIABLES
AND
NO
TREND
IN
THE
COINTEGRATION
RELATIONS
.
17
2.3.1.3
ARBITRARY
MEAN
AND
NO
TREND
TERM
.
.
19
2.3.2
SUMMARY
OF
MODELS
AND
TEST
STATISTICS
.
22
2.3.3
PREVIOUS
SIMULATION
STUDIES
.
22
2.4
OTHER
TESTS
.
27
2.4.1
TESTS
BASED
ON
CANONICAL
CORRELATIONS
OF
LEVELS
.
27
2.4.1.1
DGPS
AND
TEST
STATISTICS
.
27
2.4.1.2
PREVIOUS
SIMULATION
RESULTS
.
30
2.4.2
STOCK-WATSON
TESTS
.
30
2.4.2.1
DGPS
AND
TEST
STATISTICS
.
30
2.4.2.2
PREVIOUS
SIMULATION
RESULTS
.
32
2.4.3
BIERENS
'
NONPARAMETRIC
TESTS
.
33
2.4.3.1
DGPS
AND
TEST
STATISTICS
.
33
2.4.3.2
PREVIOUS
SIMULATION
RESULTS
.
34
2.5
NEW
SMALL
SAMPLE
SIMULATIONS
.
35
2.5.1
PREVIOUS
SIMULATION
STUDIES
.
35
2.5.2
SIMULATION
DETAILS
.
40
2.5.3
THE
TODA
DGP
.
41
VIII
CONTENTS
2.5.4
TWO-DIMENSIONAL
VAR(L):
SIMULATION
RESULTS
.
.
45
2.5.4.1
SIZES
OF
THE
TESTS
.
45
2.5.4.2
POWER
PERFORMANCE:
DGP
WITHOUT
LIN
EAR
TREND
.
49
2.5.5
THREE-DIMENSIONAL
VAR(L):
SIMULATION
RESULTS
.
52
2.5.5.1
SIZE
OF
THE
TESTS
.
53
2.5.5.2
POWER
PERFORMANCE:
DGP
WITH
LINEAR
TREND
.
58
2.5.6
THREE-DIMENSIONAL
VAR(2):
DGP
AND
SIMULATION
RESULTS
.
70
2.5.7
CONCLUSIONS
FROM
SIMULATIONS
.
73
2.6
FURTHER
DETERMINISTIC
TERMS:
DUMMY
VARIABLES
.
76
2.7
RECOMMENDATIONS
FOR
APPLIED
RESEARCH
.
81
3
A
COINTEGRATED
MONETARY
SYSTEM
FOR
GERMANY
83
3.1
INTRODUCTION
.
83
3.2
MONETARY
POLICY
STRATEGIES
AND
THE
ECB
.
84
3.2.1
INFLATION
TARGETING
VERSUS
MONETARY
TARGETING
.
.
84
3.2.2
'
DISCRETION
VERSUS
RULE
'
OR
'
FLEXIBILITY
VERSUS
TRANSPARENCY
'
.
87
3.2.3
GERMAN
MONETARY
POLICY:
MONETARY
TARGETING
AND
THE
STABILITY
OF
THE
DEMAND
FOR
MONEY
.
89
3.3
LONG-RUN
MONETARY
RELATIONS
.
92
3.3.1
THE
DEMAND
FOR
MONEY
.
93
3.3.1.1
THEORIES
ON
MONEY
DEMAND
.
93
3.3.1.2
RECENT
EMPIRICAL
LITERATURE
OF
THE
DE
MAND
FOR
THE
MONETARY
AGGREGATE
M3
IN
GERMANY
.
98
3.3.1.3
ESTIMATION
OF
MONEY
DEMAND
SYSTEMS
FOR
OTHER
COUNTRIES
.
101
3.3.2
THE
TERM
STRUCTURE
OF
INTEREST
RATES
.
101
3.3.2.1
THE
EXPECTATIONS
THEORY
OF
THE
TERM
STRUCTURE
.
102
3.3.2.2
COINTEGRATION
ANALYSIS
OF
THE
TERM
STRUCTURE
OF
INTEREST
RATES
.
103
3.3.3
THE
FISHER
EFFECT
.
105
3.3.3.1
IS
THE
REAL
INTEREST
RATE
STATIONARY?
.
.
105
3.3.3.2
RECENT
EMPIRICAL
EVIDENCE
FOR
THE
FISHER
EFFECT
.
106
3.4
EMPIRICAL
ANALYSIS
.
108
3.4.1
THE
INITIAL
VAR
.
109
CONTENTS
IX
3.4.1.1
DATA
.
109
3.4.1.2
UNIVARIATE
TESTS
FOR
UNIT
ROOTS
.
112
3.4.1.3
MODEL
SPECIFICATION
.
115
3.4.2
TESTS
FOR
THE
COINTEGRATION
RANK
.
120
3.4.2.1
THE
JOHANSEN
RANK
TEST
.
122
3.4.2.2
TREND-ADJUSTED
LR
TESTS
.
123
3.4.2.3
RANK
TEST
FOR
A
MODEL
WITHOUT
A
LINEAR
TREND
.
124
3.4.3
TESTING
RESTRICTIONS
ON
THE
COINTEGRATION
SPACE
.
127
3.4.3.1
WEAK
EXOGENEITY
AND
STATIONARITY
.
.
.
127
3.4.3.2
LONG-RUN
RESTRICTIONS
.
129
3.4.3.3
THE
COINTEGRATION
VECTORS:
ECONOMIC
IN
TERPRETATION
.
139
3.4.4
CONCLUSION
.
140
4
CONCLUDING
REMARKS
AND
OUTLOOK
143
4.1
SYSTEMS
COINTEGRATION
TESTS
.
143
4.2
EMPIRICAL
ANALYSIS
OF
A
GERMAN
MONETARY
SYSTEM
.
144
4.3
FURTHER
RESEARCH
.
145
4.4
OUTLOOK:
LESSONS
FOR
THE
ECB
.
147
A
TREND-ADJUSTED
LR
TESTS:
DUMMY
VARIABLES
149
B
DATA
153
LIST
OF
FIGURES
155
LIST
OF
TABLES
157
BIBLIOGRAPHY
159 |
| any_adam_object | 1 |
| author | Hubrich, Kirstin 1968- |
| author_GND | (DE-588)120887177 |
| author_facet | Hubrich, Kirstin 1968- |
| author_role | aut |
| author_sort | Hubrich, Kirstin 1968- |
| author_variant | k h kh |
| building | Verbundindex |
| bvnumber | BV013401038 |
| callnumber-first | H - Social Science |
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| callnumber-raw | HG995.H83 2000 |
| callnumber-search | HG995.H83 2000 |
| callnumber-sort | HG 3995 H83 42000 |
| callnumber-subject | HG - Finance |
| classification_rvk | QC 320 QK 900 |
| ctrlnum | (OCoLC)723007566 (DE-599)BVBBV013401038 |
| dewey-full | 332.4/94321 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4/943 21 |
| dewey-search | 332.4/943 21 |
| dewey-sort | 3332.4 3943 221 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| geographic | Deutschland Deutschland (DE-588)4011882-4 gnd |
| geographic_facet | Deutschland |
| id | DE-604.BV013401038 |
| illustrated | Illustrated |
| indexdate | 2025-02-10T13:13:31Z |
| institution | BVB |
| isbn | 3790813524 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009143628 |
| oclc_num | 723007566 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-739 DE-19 DE-BY-UBM DE-20 DE-1102 DE-473 DE-BY-UBG DE-12 DE-521 DE-11 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-739 DE-19 DE-BY-UBM DE-20 DE-1102 DE-473 DE-BY-UBG DE-12 DE-521 DE-11 DE-188 |
| physical | IX, 176 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Physica-Verl. |
| record_format | marc |
| series2 | Contributions to economics |
| spelling | Hubrich, Kirstin 1968- Verfasser (DE-588)120887177 aut Cointegration analysis in a German monetary system with 30 tables Kirstin Hubrich Heidelberg ; New York Physica-Verl. 2001 IX, 176 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Contributions to economics Zugl.: Berlin, Humboldt-Univ., Diss., 1999 Europäische Zentralbank (DE-588)5287962-8 gnd rswk-swf Deutsche Bundesbank (DE-588)1002465-7 gnd rswk-swf Ökonometrisches Modell Monetary policy -- Germany -- Econometric models Cointegration Währungssystem (DE-588)4121891-7 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Geldmengenziel (DE-588)4214167-9 gnd rswk-swf Notenbankpolitik (DE-588)4130528-0 gnd rswk-swf Kointegration (DE-588)4347470-6 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Deutschland Deutschland (DE-588)4011882-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Deutschland (DE-588)4011882-4 g Kointegration (DE-588)4347470-6 s Währungssystem (DE-588)4121891-7 s Notenbankpolitik (DE-588)4130528-0 s DE-604 Geldpolitik (DE-588)4019902-2 s Europäische Zentralbank (DE-588)5287962-8 b Deutsche Bundesbank (DE-588)1002465-7 b Geldmengenziel (DE-588)4214167-9 s Zeitreihenanalyse (DE-588)4067486-1 s DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009143628&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hubrich, Kirstin 1968- Cointegration analysis in a German monetary system with 30 tables Europäische Zentralbank (DE-588)5287962-8 gnd Deutsche Bundesbank (DE-588)1002465-7 gnd Ökonometrisches Modell Monetary policy -- Germany -- Econometric models Cointegration Währungssystem (DE-588)4121891-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Geldmengenziel (DE-588)4214167-9 gnd Notenbankpolitik (DE-588)4130528-0 gnd Kointegration (DE-588)4347470-6 gnd Geldpolitik (DE-588)4019902-2 gnd |
| subject_GND | (DE-588)5287962-8 (DE-588)1002465-7 (DE-588)4121891-7 (DE-588)4067486-1 (DE-588)4214167-9 (DE-588)4130528-0 (DE-588)4347470-6 (DE-588)4019902-2 (DE-588)4011882-4 (DE-588)4113937-9 |
| title | Cointegration analysis in a German monetary system with 30 tables |
| title_auth | Cointegration analysis in a German monetary system with 30 tables |
| title_exact_search | Cointegration analysis in a German monetary system with 30 tables |
| title_full | Cointegration analysis in a German monetary system with 30 tables Kirstin Hubrich |
| title_fullStr | Cointegration analysis in a German monetary system with 30 tables Kirstin Hubrich |
| title_full_unstemmed | Cointegration analysis in a German monetary system with 30 tables Kirstin Hubrich |
| title_short | Cointegration analysis in a German monetary system |
| title_sort | cointegration analysis in a german monetary system with 30 tables |
| title_sub | with 30 tables |
| topic | Europäische Zentralbank (DE-588)5287962-8 gnd Deutsche Bundesbank (DE-588)1002465-7 gnd Ökonometrisches Modell Monetary policy -- Germany -- Econometric models Cointegration Währungssystem (DE-588)4121891-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Geldmengenziel (DE-588)4214167-9 gnd Notenbankpolitik (DE-588)4130528-0 gnd Kointegration (DE-588)4347470-6 gnd Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Europäische Zentralbank Deutsche Bundesbank Ökonometrisches Modell Monetary policy -- Germany -- Econometric models Cointegration Währungssystem Zeitreihenanalyse Geldmengenziel Notenbankpolitik Kointegration Geldpolitik Deutschland Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009143628&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT hubrichkirstin cointegrationanalysisinagermanmonetarysystemwith30tables |