Is the European Central Bank (and the United States Federal Reserve) predictable?:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Europ. Central Bank
2002
|
| Series: | Working paper series / European Central Bank
192 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 61 S. graph. Darst. |
Staff View
MARC
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Record in the Search Index
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| adam_text |
CONTENTS
ABSTRACT
4
EXECUTIVE
SUMMARY
5
I
.
INTRODUCTION
7
2.
HEURISTIC
APPROACH
TO
MEASURE
THE
PREDICTABILITY
OF
THE
MONETARY
POLICY
DECISIONS
1
0
3.
MONETARY
POLICY
SHOCKS,
SURPRISES
AND
MONETARY
POLICY
DECISIONS
OF
THE
ECB.
1
3
3.
1
.
WHAT
DO
WE
MEAN
BY
MONETARY
POLICY
SHOCKS?
1
3
3.2.
MONETARY
POLICY
SHOCKS
IN
THE
EURO
AREA:
WHICH
RATES
COULD
WE
USE?
14
3.3.
MONETARY
POLICY
SHOCKS
IN
THE
EURO
AREA:
APPLYING
PRINCIPAL
COMPONENTS
(PC)
16
3.4.
AN
ANALYSIS
OF
THE
MONETARY
POLICY
SHOCKS
AND
THE
MONETARY
POLICY
DECISIONS
OF
THE
ECB
(AND
THE
US
FEDERAL
RESERVE)
1
6
4.
HAS
THE
DAILY
PATTERN
OF
THE
VARIANCE
OF
THESE
SHOCKS
CHANGED
WITH
THE
ANNOUNCEMENTS
OF
MONETARY
POLICY?
1
8
5.
IMPACT
OF
THE
SHOCKS
ON
THE
TERM
STRUCTURE
OF
INTEREST
RATES
2
1
5.
1
.
MONETARY
POLICY
SHOCKS
AND
THE
YIELD
CURVE
22
5.2.
MONETARY
POLICY
SHOCKS
AND
THE
IMPLICIT
INTEREST
RATES
AT
LONG
HORIZONS
25
6.
CONCLUSIONS
28
BIBLIOGRAPHY
29
ANNEX
I.
DESCRIPTION
OF
THE
DATA
33
ANNEX
2.
PRINCIPAL
COMPONENTS
35
ANNEX
3:
ESTIMATION
OF
A
PROBIT
37
TABLES
38
FIGURES
49
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
57 |
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| geographic_facet | Europa USA |
| id | DE-604.BV016425364 |
| illustrated | Illustrated |
| indexdate | 2024-08-17T00:41:59Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010155784 |
| oclc_num | 52322981 |
| open_access_boolean | |
| owner | DE-12 DE-706 DE-83 |
| owner_facet | DE-12 DE-706 DE-83 |
| physical | 61 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Europ. Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Pérez-Quirós, Gabriel 1966- Verfasser (DE-588)122276213 aut Is the European Central Bank (and the United States Federal Reserve) predictable? by Gabriel Perez-Quiros and Jorge Sicilia Frankfurt am Main Europ. Central Bank 2002 61 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 192 Europäische Zentralbank (DE-588)5287962-8 gnd rswk-swf Federal Reserve System Board of Governors (DE-588)43408-5 gnd rswk-swf Ökonometrisches Modell Monetary policy Europe Econometric models Monetary policy United States Econometric models Vorhersagbarkeit (DE-588)4260601-9 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Europa USA Europäische Zentralbank (DE-588)5287962-8 b Geldpolitik (DE-588)4019902-2 s Vorhersagbarkeit (DE-588)4260601-9 s Federal Reserve System Board of Governors (DE-588)43408-5 b DE-604 Sicilia, Jorge Verfasser aut European Central Bank Working paper series 192 (DE-604)BV012681744 192 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010155784&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Pérez-Quirós, Gabriel 1966- Sicilia, Jorge Is the European Central Bank (and the United States Federal Reserve) predictable? Europäische Zentralbank (DE-588)5287962-8 gnd Federal Reserve System Board of Governors (DE-588)43408-5 gnd Ökonometrisches Modell Monetary policy Europe Econometric models Monetary policy United States Econometric models Vorhersagbarkeit (DE-588)4260601-9 gnd Geldpolitik (DE-588)4019902-2 gnd |
| subject_GND | (DE-588)5287962-8 (DE-588)43408-5 (DE-588)4260601-9 (DE-588)4019902-2 |
| title | Is the European Central Bank (and the United States Federal Reserve) predictable? |
| title_auth | Is the European Central Bank (and the United States Federal Reserve) predictable? |
| title_exact_search | Is the European Central Bank (and the United States Federal Reserve) predictable? |
| title_full | Is the European Central Bank (and the United States Federal Reserve) predictable? by Gabriel Perez-Quiros and Jorge Sicilia |
| title_fullStr | Is the European Central Bank (and the United States Federal Reserve) predictable? by Gabriel Perez-Quiros and Jorge Sicilia |
| title_full_unstemmed | Is the European Central Bank (and the United States Federal Reserve) predictable? by Gabriel Perez-Quiros and Jorge Sicilia |
| title_short | Is the European Central Bank (and the United States Federal Reserve) predictable? |
| title_sort | is the european central bank and the united states federal reserve predictable |
| topic | Europäische Zentralbank (DE-588)5287962-8 gnd Federal Reserve System Board of Governors (DE-588)43408-5 gnd Ökonometrisches Modell Monetary policy Europe Econometric models Monetary policy United States Econometric models Vorhersagbarkeit (DE-588)4260601-9 gnd Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Europäische Zentralbank Federal Reserve System Board of Governors Ökonometrisches Modell Monetary policy Europe Econometric models Monetary policy United States Econometric models Vorhersagbarkeit Geldpolitik Europa USA |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010155784&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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