A money demand system for Euro area M3:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Frankfurt am Main
Europ. Central Bank
2000
|
Schriftenreihe: | European Central Bank: Working paper series
39 |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | 46 S. graph. Darst. |
Internformat
MARC
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245 | 1 | 0 | |a A money demand system for Euro area M3 |c by Claus Brand and Nuno Cassola |
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Datensatz im Suchindex
_version_ | 1805068586583064576 |
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adam_text |
CONTENTS
ABSTRACT
5
I
INTRODUCTION
7
2
THE
ECONOMICS
OF
THE
MODEL
8
2.
1
THE
CORE
MACROECONOMIC
MODEL
8
3
DESCRIPTION
OF
THE
DATA
11
3.
1
THE
CONSTRUCTION
OF
EURO
AREA
AGGREGATES
11
3.2
THE
YIELD
ON
ALTERNATIVE
FINANCIAL
ASSETS:
THE
ROLE
OF
THE
OWN
RATE
AND
MONEY
MARKET
INTEREST
RATES
12
3.3
TIME
SERIES
PROPERTIES
OF
THE
DATA
13
4
MODEL
SPECIFICATION,
ESTIMATION
AND
TESTING
1
4
4.
1
THE
STRUCTURE
OF
THE
MODEL
1
4
4.2
IDENTIFICATION
OF
LONG-RUN
RELATIONSHIPS
1
5
4.3
WEAK
EXOGENEITY
1
6
4.4
RECURSIVE
ESTIMATES
OF
LONG-RUN
RELATIONSHIPS
1
8
5
GENERALISED
IMPULSE
RESPONSE
FUNCTIONS
AND
PERSISTENCE
PROFILES
18
5.
1
IN
SEARCH
OF
THE
MACROECONOMIC
TIME
SERIES
FACTS
1
8
5.2
DETECTING
THE
TRUE
HISTORICAL
PATTERN:
A
NON-STRUCTURAL
APPROACH
TO
DYNAMIC
ANALYSIS
2
1
5.3
SPEED
OF
ADJUSTMENT
TO
EQUILIBRIUM
AND
DYNAMIC
INTERACTION
AMONG
THE
VARIABLES
23
6
CONCLUSION
24
REFERENCES
25
APPENDICES
28
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
45 |
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author | Brand, Claus Cassola, Nuno |
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illustrated | Illustrated |
indexdate | 2024-07-20T03:52:29Z |
institution | BVB |
language | English |
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physical | 46 S. graph. Darst. |
publishDate | 2000 |
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publisher | Europ. Central Bank |
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series | European Central Bank: Working paper series |
series2 | European Central Bank: Working paper series |
spelling | Brand, Claus Verfasser aut A money demand system for Euro area M3 by Claus Brand and Nuno Cassola Frankfurt am Main Europ. Central Bank 2000 46 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier European Central Bank: Working paper series 39 Cassola, Nuno Verfasser aut European Central Bank: Working paper series 39 (DE-604)BV012681744 39 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009282106&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Brand, Claus Cassola, Nuno A money demand system for Euro area M3 European Central Bank: Working paper series |
title | A money demand system for Euro area M3 |
title_auth | A money demand system for Euro area M3 |
title_exact_search | A money demand system for Euro area M3 |
title_full | A money demand system for Euro area M3 by Claus Brand and Nuno Cassola |
title_fullStr | A money demand system for Euro area M3 by Claus Brand and Nuno Cassola |
title_full_unstemmed | A money demand system for Euro area M3 by Claus Brand and Nuno Cassola |
title_short | A money demand system for Euro area M3 |
title_sort | a money demand system for euro area m3 |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009282106&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV012681744 |
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