Essays in quantitative monetary economics:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2002
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 105, 4 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | Contents
3 General Introduction
7 References
9 Chapter 1: A Macroeconomic Model for Monetary Policy
9 1.1. Introduction
10 1.2. Empirical Macroeconomics How much structure do we need?
15 1.2.1. Empirical Evidence on the Macroeconomic Effects of Money
17 1.2.2. Monetary Policy Rules
18 1.2. The Model
19 1.2.1. The macroeconomy
21 1.2.2. The Central Bank
23 1.3. Empirical Results
24 1.3.1. The macroeconomic model
24 1.3.2. The monetary policy rule
26 1.3.3. Dynamic Effects of Monetary and Macroeconomic Shocks
29 1.4. Policy Analysis
29 1.4.1. Comparing Historical Policy Rules
31 1.4.2. Sunspots and Indeterminacy in Linear Rational Expectation
Models
32 1.4.3. Optimal Policy
33 1.4.4. Asset Pricing Implications
33 1.5. Conclusion
35 Appendix 1: Solving a dynamic forward looking general equilibrium
model for a backward looking reduced form
40 Appendix 2: A simple example of a Neo Keynesian model that fits the
present framework
45 Appendix 3: Computing a macroeconomic term structure model
47 References
52 Chapter 2. Monetary policy Shocks A Nonfundamental Look at the
Data
52 2.1. Introduction
55 2.2. Conditional and Unconditional Moments
57 2.3. Vector Autoregressions and Nonfundamentalness
57 2.3.1. Traditional (fundamental) VAR analysis
59 2.3.2. Nonfundamental VAR analysis
62 2.3. The effect of money on output
72 2.4. Conclusion
73 Appendix: Invertibility, Fundamentalness and Blaschke matrices
77 References
81 Chapter 3. Macroeconomic Dynamics and the Effect of the Zero Lower
Bound on Nominal Interest Rates
81 3.1. Introduction
82 3.2. Optimal Inflation and the Zero Lower Bound
82 3.2.1. Optimal Inflation
83 3.2.2. The Zero Lower Bound
85 3.2.2.1. Nonuniqueness of the steady state
87 3.2.2.2. Asymmetric impulse responses
88 3.2.3. The Relevance of the Zero Lower Bound
89 3.2.3.1. Historical analysis
90 3.2.3.2. Simulation analysis
91 3.3. A Small scale Neo Keynesian Model
91 3.3.1. Model specification
93 3.3.1. Model solution
94 3.4. The Probability of Hitting the Zero Bound
96 3.5. Conclusions
97 Appendix: Solving the model
100 References
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| indexdate | 2024-07-09T19:12:34Z |
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| spelling | Klaeffling, Matthias Verfasser aut Essays in quantitative monetary economics vorgelegt von Matthias Klaeffling 2002 105, 4 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bonn, Univ., Diss., 2002 Quantitätstheorie (DE-588)4140037-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Quantitätstheorie (DE-588)4140037-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010259818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Klaeffling, Matthias Essays in quantitative monetary economics Quantitätstheorie (DE-588)4140037-9 gnd |
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| title | Essays in quantitative monetary economics |
| title_auth | Essays in quantitative monetary economics |
| title_exact_search | Essays in quantitative monetary economics |
| title_full | Essays in quantitative monetary economics vorgelegt von Matthias Klaeffling |
| title_fullStr | Essays in quantitative monetary economics vorgelegt von Matthias Klaeffling |
| title_full_unstemmed | Essays in quantitative monetary economics vorgelegt von Matthias Klaeffling |
| title_short | Essays in quantitative monetary economics |
| title_sort | essays in quantitative monetary economics |
| topic | Quantitätstheorie (DE-588)4140037-9 gnd |
| topic_facet | Quantitätstheorie Hochschulschrift |
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