Interbank lending and monetary policy transmission: evidence for Germany
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Deutsche Bundesbank
2001
|
| Series: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank
2001,11 |
| Subjects: | |
| Online Access: | Volltext Inhaltsverzeichnis |
| Physical Description: | 39 S. graph. Darst. |
| ISBN: | 3933747791 |
Staff View
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV013920207 | ||
| 003 | DE-604 | ||
| 005 | 20120808 | ||
| 007 | t | ||
| 008 | 010919s2001 gw d||| |||| 00||| eng d | ||
| 016 | 7 | |a 964701979 |2 DE-101 | |
| 020 | |a 3933747791 |9 3-933747-79-1 | ||
| 035 | |a (OCoLC)645730080 | ||
| 035 | |a (DE-599)BVBBV013920207 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-20 |a DE-N2 |a DE-739 |a DE-12 |a DE-473 |a DE-1047 |a DE-355 |a DE-945 |a DE-703 |a DE-521 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 084 | |a QK 920 |0 (DE-625)141687: |2 rvk | ||
| 100 | 1 | |a Ehrmann, Michael |d 1968- |e Verfasser |0 (DE-588)13046807X |4 aut | |
| 245 | 1 | 0 | |a Interbank lending and monetary policy transmission |b evidence for Germany |c Michael Ehrmann ; Andreas Worms |
| 264 | 1 | |a Frankfurt am Main |b Deutsche Bundesbank |c 2001 | |
| 300 | |a 39 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Economic Research Centre of the Deutsche Bundesbank |v 2001,11 | |
| 650 | 0 | 7 | |a Kreditgeschäft |0 (DE-588)4134687-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bank |0 (DE-588)4004436-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Interbankgeschäft |0 (DE-588)4265329-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Geldpolitik |0 (DE-588)4019902-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditaufnahme |0 (DE-588)4263479-9 |2 gnd |9 rswk-swf |
| 651 | 7 | |a Deutschland |0 (DE-588)4011882-4 |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Bank |0 (DE-588)4004436-1 |D s |
| 689 | 0 | 1 | |a Kreditaufnahme |0 (DE-588)4263479-9 |D s |
| 689 | 0 | 2 | |a Interbankgeschäft |0 (DE-588)4265329-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Deutschland |0 (DE-588)4011882-4 |D g |
| 689 | 1 | 1 | |a Geldpolitik |0 (DE-588)4019902-2 |D s |
| 689 | 1 | 2 | |a Kreditgeschäft |0 (DE-588)4134687-7 |D s |
| 689 | 1 | 3 | |a Interbankgeschäft |0 (DE-588)4265329-0 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Worms, Andreas |d 1965- |e Verfasser |0 (DE-588)115817115 |4 aut | |
| 810 | 2 | |a Economic Research Centre of the Deutsche Bundesbank |t Discussion paper |v 2001,11 |w (DE-604)BV013545109 |9 2001,11 | |
| 856 | 4 | 1 | |u http://hdl.handle.net/10419/19549 |x Verlag |z kostenfrei |3 Volltext |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009524592&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 912 | |a ebook | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009524592 | |
Record in the Search Index
| _version_ | 1807864833275592704 |
|---|---|
| adam_text |
TABLE
OF
CONTENTS
1
INTRODUCTION
1
2
THE
DATABASE
AND
THE
STRUCTURE
OF
THE
GERMAN
INTERBANK
MARKET
4
3
DEFINITION
OF
BANK
SIZE
CLASSES
AND
CONSTRUCTION
OF
GROUPED
DATA
6
3.1
DESCRIPTIVE
EVIDENCE
ON
THE
SIZE
STRUCTURE
OF
THE
GERMAN
BANKING
SYSTEM
6
3.2
CONSTRUCTION
OF
GROUPED
TIME
SERIES
7
4
MONETARY
POLICY
AND
BANK
LOANS
TO
NON-BANKS
9
5
MONETARY
POLICY
AND
INTERBANK
LENDING
12
5.1
THE
EMPIRICAL
MODELS
12
5.2
SEGMENTS
OF
THE
INTERBANK
MARKET
14
5.3
THE
MATURITY
STRUCTURE
IN
THE
INTERBANK
MARKET
16
5.4
THE
REACTION
OF
INTERNAL
INTERBANK
MARKET
POSITIONS
16
6
LOANS
FROM
BANKS
WITHOUT
INTRA-SECTORAL
LINKS
17
7
CONCLUSIONS
18
BIBLIOGRAPHY
20
APPENDIX
22
AL
THE
KPSW-APPROACH
TO
IDENTIFICATION
IN
STRUCTURAL
VECTOR
AUTOREGRESSIONS
22
A2
TEST
STATISTICS
24
A3
FIGURES
26
A4
SENSITIVITY
ANALYSIS:
INCLUSION
OF
A
LINEAR
TREND
IN
THE
REAL
INTEREST
RATE
COINTEGRATING
VECTOR
35 |
| any_adam_object | 1 |
| author | Ehrmann, Michael 1968- Worms, Andreas 1965- |
| author_GND | (DE-588)13046807X (DE-588)115817115 |
| author_facet | Ehrmann, Michael 1968- Worms, Andreas 1965- |
| author_role | aut aut |
| author_sort | Ehrmann, Michael 1968- |
| author_variant | m e me a w aw |
| building | Verbundindex |
| bvnumber | BV013920207 |
| classification_rvk | QB 910 QK 920 |
| collection | ebook |
| ctrlnum | (OCoLC)645730080 (DE-599)BVBBV013920207 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000zcb4500</leader><controlfield tag="001">BV013920207</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120808</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010919s2001 gw d||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">964701979</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3933747791</subfield><subfield code="9">3-933747-79-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)645730080</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013920207</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1047</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 920</subfield><subfield code="0">(DE-625)141687:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Ehrmann, Michael</subfield><subfield code="d">1968-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13046807X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Interbank lending and monetary policy transmission</subfield><subfield code="b">evidence for Germany</subfield><subfield code="c">Michael Ehrmann ; Andreas Worms</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Deutsche Bundesbank</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">39 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Economic Research Centre of the Deutsche Bundesbank</subfield><subfield code="v">2001,11</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditgeschäft</subfield><subfield code="0">(DE-588)4134687-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bank</subfield><subfield code="0">(DE-588)4004436-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Interbankgeschäft</subfield><subfield code="0">(DE-588)4265329-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Geldpolitik</subfield><subfield code="0">(DE-588)4019902-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditaufnahme</subfield><subfield code="0">(DE-588)4263479-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Deutschland</subfield><subfield code="0">(DE-588)4011882-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Bank</subfield><subfield code="0">(DE-588)4004436-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kreditaufnahme</subfield><subfield code="0">(DE-588)4263479-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Interbankgeschäft</subfield><subfield code="0">(DE-588)4265329-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Deutschland</subfield><subfield code="0">(DE-588)4011882-4</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Geldpolitik</subfield><subfield code="0">(DE-588)4019902-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Kreditgeschäft</subfield><subfield code="0">(DE-588)4134687-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Interbankgeschäft</subfield><subfield code="0">(DE-588)4265329-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Worms, Andreas</subfield><subfield code="d">1965-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)115817115</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Economic Research Centre of the Deutsche Bundesbank</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">2001,11</subfield><subfield code="w">(DE-604)BV013545109</subfield><subfield code="9">2001,11</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://hdl.handle.net/10419/19549</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009524592&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009524592</subfield></datafield></record></collection> |
| geographic | Deutschland (DE-588)4011882-4 gnd |
| geographic_facet | Deutschland |
| id | DE-604.BV013920207 |
| illustrated | Illustrated |
| indexdate | 2024-08-20T00:37:37Z |
| institution | BVB |
| isbn | 3933747791 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009524592 |
| oclc_num | 645730080 |
| open_access_boolean | 1 |
| owner | DE-20 DE-N2 DE-739 DE-12 DE-473 DE-BY-UBG DE-1047 DE-355 DE-BY-UBR DE-945 DE-703 DE-521 |
| owner_facet | DE-20 DE-N2 DE-739 DE-12 DE-473 DE-BY-UBG DE-1047 DE-355 DE-BY-UBR DE-945 DE-703 DE-521 |
| physical | 39 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Deutsche Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Economic Research Centre of the Deutsche Bundesbank |
| spelling | Ehrmann, Michael 1968- Verfasser (DE-588)13046807X aut Interbank lending and monetary policy transmission evidence for Germany Michael Ehrmann ; Andreas Worms Frankfurt am Main Deutsche Bundesbank 2001 39 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Economic Research Centre of the Deutsche Bundesbank 2001,11 Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Interbankgeschäft (DE-588)4265329-0 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Kreditaufnahme (DE-588)4263479-9 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf Bank (DE-588)4004436-1 s Kreditaufnahme (DE-588)4263479-9 s Interbankgeschäft (DE-588)4265329-0 s DE-604 Deutschland (DE-588)4011882-4 g Geldpolitik (DE-588)4019902-2 s Kreditgeschäft (DE-588)4134687-7 s 1\p DE-604 Worms, Andreas 1965- Verfasser (DE-588)115817115 aut Economic Research Centre of the Deutsche Bundesbank Discussion paper 2001,11 (DE-604)BV013545109 2001,11 http://hdl.handle.net/10419/19549 Verlag kostenfrei Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009524592&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ehrmann, Michael 1968- Worms, Andreas 1965- Interbank lending and monetary policy transmission evidence for Germany Kreditgeschäft (DE-588)4134687-7 gnd Bank (DE-588)4004436-1 gnd Interbankgeschäft (DE-588)4265329-0 gnd Geldpolitik (DE-588)4019902-2 gnd Kreditaufnahme (DE-588)4263479-9 gnd |
| subject_GND | (DE-588)4134687-7 (DE-588)4004436-1 (DE-588)4265329-0 (DE-588)4019902-2 (DE-588)4263479-9 (DE-588)4011882-4 |
| title | Interbank lending and monetary policy transmission evidence for Germany |
| title_auth | Interbank lending and monetary policy transmission evidence for Germany |
| title_exact_search | Interbank lending and monetary policy transmission evidence for Germany |
| title_full | Interbank lending and monetary policy transmission evidence for Germany Michael Ehrmann ; Andreas Worms |
| title_fullStr | Interbank lending and monetary policy transmission evidence for Germany Michael Ehrmann ; Andreas Worms |
| title_full_unstemmed | Interbank lending and monetary policy transmission evidence for Germany Michael Ehrmann ; Andreas Worms |
| title_short | Interbank lending and monetary policy transmission |
| title_sort | interbank lending and monetary policy transmission evidence for germany |
| title_sub | evidence for Germany |
| topic | Kreditgeschäft (DE-588)4134687-7 gnd Bank (DE-588)4004436-1 gnd Interbankgeschäft (DE-588)4265329-0 gnd Geldpolitik (DE-588)4019902-2 gnd Kreditaufnahme (DE-588)4263479-9 gnd |
| topic_facet | Kreditgeschäft Bank Interbankgeschäft Geldpolitik Kreditaufnahme Deutschland |
| url | http://hdl.handle.net/10419/19549 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009524592&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013545109 |
| work_keys_str_mv | AT ehrmannmichael interbanklendingandmonetarypolicytransmissionevidenceforgermany AT wormsandreas interbanklendingandmonetarypolicytransmissionevidenceforgermany |