Macroeconomic modelling of monetary policy:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
European Central Bank
2003
|
| Schriftenreihe: | Working paper series / European Central Bank
257 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 44 S. |
Internformat
MARC
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| 100 | 1 | |a Klaeffling, Matthias |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Macroeconomic modelling of monetary policy |c by Matt Klaeffling |
| 264 | 1 | |a Frankfurt am Main |b European Central Bank |c 2003 | |
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| 648 | 4 | |a 1984-2000 | |
| 650 | 4 | |a Geldpolitik / VAR-Modell / Rationale Erwartung / Transmissionsmechanismus / Zeitreihenanalyse / USA | |
| 810 | 2 | |a European Central Bank |t Working paper series |v 257 |w (DE-604)BV012681744 |9 257 | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-010606853 | |
Datensatz im Suchindex
| _version_ | 1807593218624192512 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
INTRODUCTION
6
1
EMPIRICAL
MACROECONOMICS
-
HOW
MUCH
STRUCTURE
DO
WE
NEED?
7
2.
1
EMPIRICAL
EVIDENCE
ON
THE
MACROECONOMIC
EFFECTS
OF
MONEY
11
2.2
MONETARY
POLICY
RULES
12
3
THE
MODEL
13
3.1
THE
MACROECONOMY
13
3.2
THE
CENTRAL
BANK
15
4
EMPIRICAL
RESULTS
18
4.
1
THE
MACROECONOMIC
MODEL
1
8
4.2
THE
MONETARY
POLICY
RULE
19
4.3
DYNAMIC
EFFECTS
OF
MONETARY
AND
MACROECONOMIC
SHOCKS
20
5
POLICY
ANALYSIS
21
5.
1
COMPARING
HISTORICAL
POLICY
RULES
2
1
5.2
SUNSPOTS
AND
INDETERMINACY
IN
LINEAR
RATIONAL
EXPECTATION
MODELS
22
5.3
OPTIMAL
POLICY
23
5.4
ASSET-PRICING
IMPLICATIONS
24
6
CONCLUSION
24
A
APPENDIX
26
A.
I
SOLVING
A
DYNAMIC
FORWARD-LOOKING
GENERAL
EQUILIBRIUM
MODEL
FOR
A
BACKWARD-LOOKING
REDUCED
FORM
26
A.2
A
SIMPLE
EXAMPLE
OF
A
NEO-KEYNESIAN
MODEL
THAT
FITS
THE
PRESENT
FRAMEWORK
28
A.
3
COMPUTING
A
MACROECONOMIC
TERM
STRUCTURE
MODE)
32
FIGURES
34
REFERENCES
37
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
4
1 |
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| illustrated | Not Illustrated |
| indexdate | 2024-08-17T00:40:25Z |
| institution | BVB |
| language | English |
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| spelling | Klaeffling, Matthias Verfasser aut Macroeconomic modelling of monetary policy by Matt Klaeffling Frankfurt am Main European Central Bank 2003 44 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 257 1984-2000 Geldpolitik / VAR-Modell / Rationale Erwartung / Transmissionsmechanismus / Zeitreihenanalyse / USA European Central Bank Working paper series 257 (DE-604)BV012681744 257 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010606853&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Klaeffling, Matthias Macroeconomic modelling of monetary policy Geldpolitik / VAR-Modell / Rationale Erwartung / Transmissionsmechanismus / Zeitreihenanalyse / USA |
| title | Macroeconomic modelling of monetary policy |
| title_auth | Macroeconomic modelling of monetary policy |
| title_exact_search | Macroeconomic modelling of monetary policy |
| title_full | Macroeconomic modelling of monetary policy by Matt Klaeffling |
| title_fullStr | Macroeconomic modelling of monetary policy by Matt Klaeffling |
| title_full_unstemmed | Macroeconomic modelling of monetary policy by Matt Klaeffling |
| title_short | Macroeconomic modelling of monetary policy |
| title_sort | macroeconomic modelling of monetary policy |
| topic | Geldpolitik / VAR-Modell / Rationale Erwartung / Transmissionsmechanismus / Zeitreihenanalyse / USA |
| topic_facet | Geldpolitik / VAR-Modell / Rationale Erwartung / Transmissionsmechanismus / Zeitreihenanalyse / USA |
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