Disaggregate effects of monetary policy in Germany:
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2004
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 176 S. graph. Darst. |
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Record in the Search Index
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| adam_text | DISAGGREGATE EFFECTS OF MONETARY POLICY IN GERMANY
INAUGURAL-DISSERTATION ZUR ERLANGUNG DES GRADES EINES DOKTORS DER
WIRTSCHAFTS- UND GESELLSCHAFTSWISSENSCHAFTEN DURCH DIE RECHTS- UND
STAATSWISSENSCHAFTLICHE FAKULTAT DER RHEINISCHEN
FRIEDRICH-WILHELMS-UNIVERSITAT BONN VORGELEGT VON BIRGIT UHLENBROCK AUS
BONN TABLE OF CONTENTS LIST OF TABLES IV LIST OF FIGURES VII 1.
INTRODUCTION 1 2. MONETARY TRANSMISSION CHANNELS AND DISAGGREGATE
EFFECTS: THEORETICAL ASPECTS AND EMPIRICAL EVIDENCE 3 3. DISAGGREGATE
EFFECTS OF MONETARY POLICY IN GERMANY WITHIN THE BUSINESS SECTOR:
PRODUCTION AND SERVICE SECTORS 9 3.1. THE COMPOSITION OF ECONOMIC
ACTIVITY IN WEST GERMANY: THE SECTORAL DIMENSION .. 9 3.1.1. NATIONAL
ACCOUNTING CLASSIFICATION OF SECTORS AND DATA AVAILABILITY 9 3.1.2.
SECTORS IN WEST GERMANY: GROSS VALUE ADDED AND EMPLOYMENT 10 3.2. DATA
ISSUES 12 3.2.1. DATA ON THE WEST GERMAN PRODUCTION AND SERVICE SECTORS
12 3.2.2. THE AGGREGATE ECONOMY REAL GDP GAP 15 3.3. VECTOR
AUTOREGRESSIONS (VARS) AND THE DISAGGREGATE DIMENSION: THE MODELLING *
APPROACH AND SOME METHODOLOGICAL CONSIDERATIONS 17 3.4. EMPIRICAL
RESULTS 22 3.4.1. RESULTS FOR THE AGGREGATE VAR 22 3.4.2. RESULTS FOR
THE DISAGGREGATE VARS 29 3.4.2.1. 1-DIGIT LEVEL DISAGGREGATE VAR SYSTEM:
RESPONSES OF SECTORS TO COMMON MONETARY POLICY SHOCKS 30 3.4.2.2.
2-DIGIT LEVEL DISAGGREGATE VAR SYSTEM: RESPONSES OF SECTORS TO COMMON
MONETARY POLICY SHOCKS 33 3.4.2.3. RESPONSES OF THE AGGREGATE VAR BLOCK
VARIABLES TO COMMON MONETARY POLICY SHOCKS IN THE DISAGGREGATE VAR
SYSTEMS 36 3.4.2.4. SECTOR RESPONSES TO AGGREGATE OUTPUT AND RELATIVE
SECTOR OUTPUT SHOCKS IN THE 2-DIGIT LEVEL DISAGGREGATE VAR SYSTEM ... 38
3.5. SUMMARY R 46 4. EFFECTS OF MONETARY POLICY ON MANUFACTURING
INDUSTRIES IN GERMANY 50 4.1. INDUSTRIES OF THE MANUFACTURING SECTOR IN
WEST GERMANY 51 4.2. EMPIRICAL ANALYSIS 54 4.2.1. MANUFACTURING
INDUSTRIES OUTPUT GAPS IN WEST GERMANY 54 4.2.2. DISAGGREGATE VECTOR
AUTOREGRESSIONS (VARS) WITH MANUFACTURING INDUSTRIES 57 4.2.3.
DISAGGREGATE VAR RESULTS: RESPONSES OF SYPRO MANUFACTURING INDUSTRIES TO
COMMON MONETARY POLICY SHOCKS 59 4.3. SUMMARY 71 5. INDUSTRY
CHARACTERISTICS AND MONETARY POLICY EFFECTS 73 5.1. THE DATA: SYPRO
MANUFACTURING INDUSTRIES CHARACTERISTICS AND RELATIVE RESPONSE PATTERNS
TO CONTRACTIONARY MONETARY POLICY SHOCKS 73 5.1.1. THE INDUSTRIES
CUMULATED RELATIVE EFFECTS INDICES 73 5.1.2. SYPRO INDUSTRY
CHARACTERISTICS 76 5.2. ESTIMATION ISSUES AND EMPIRICAL RESULTS 79 5.3.
SUMMARY 93 6. CONCLUDING REMARKS 96 APPENDICES 101 A.I. APPENDIX TO
CHAPTER 3 101 A. 1.1. AGGREGATE AND SECTORAL DATA: CLASSIFICATION,
DEFINITIONS AND SOURCES ... 101 A. 1.2. EMPIRICAL RESULTS: TABLES AND
FIGURES 106 A. 1.2.1. AGGREGATE VAR RESULTS 106 A. 1.2.2. DISAGGREGATE
VAR RESULTS (1-DIGIT LEVEL) 113 A. 1.2.3. DISAGGREGATE VAR RESULTS
(2-DIGIT LEVEL) 117 A.2. APPENDIX TO CHAPTER 4 127 A.2.1. DATA FOR
MANUFACTURING INDUSTRIES 127 A.2.2. DESCRIPTIVE FIGURES 130 A.2.3.
EMPIRICAL RESULTS: TABLES AND FIGURES 132 A.2.3.1. RESULTS FOR
DISAGGREGATE VARS 132 A.2.3.2. CORRELATION COEFFICIENTS BETWEEN THE
CUMULATED RELATIVE EFFECTS INDICES AT DIFFERENT QUARTERS, 31 SYPRO
INDUSTRIES 157 A.2.3.3. SIGNS OF CUMULATED RELATIVE EFFECTS INDICES AT
5 AND 20 QUARTERS AFTER THE CONTRACTIONARY MONETARY POLICY SHOCK AND
INDUSTRY GROUPS, 31 SYPRO INDUSTRIES 159 A.3. APPENDIX TO CHAPTER 5 161
A.3.1. CORRELATION COEFFICIENTS BETWEEN THE CUMULATED RELATIVE EFFECTS
INDICES AT DIFFERENT QUARTERS, 27 SYPRO INDUSTRIES 161 A.3.2. SIGNS OF
CUMULATED RELATIVE EFFECTS INDICES AT 5 AND 20 QUARTERS AFTER THE
CONTRACTIONARY MONETARY POLICY SHOCK AND INDUSTRY GROUPS, 27 SYPRO
INDUSTRIES 162 A.3.3. CUMULATED RELATIVE PRODUCTION GAP EFFECTS INDICES
AT 5 AND AT 20 QUARTERS AFTER A CONTRACTIONARY MONETARY POLICY SHOCK, 27
SYPRO INDUSTRIES 164 A.3.4. INDUSTRY CHARACTERISTICS FOR THE 27 SYPRO
INDUSTRIES CROSS-SECTION 165 A.3.5. ADDITIONAL ROBUST REGRESSIONS
RESULTS 170 REFERENCES 173
|
| any_adam_object | 1 |
| author | Uhlenbrock, Birgit 1968- |
| author_GND | (DE-588)120287293 |
| author_facet | Uhlenbrock, Birgit 1968- |
| author_role | aut |
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| building | Verbundindex |
| bvnumber | BV019709615 |
| ctrlnum | (OCoLC)58917451 (DE-599)BVBBV019709615 |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| spelling | Uhlenbrock, Birgit 1968- Verfasser (DE-588)120287293 aut Disaggregate effects of monetary policy in Germany vorgelegt von Birgit Uhlenbrock 2004 X, 176 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bonn, Univ., Diss., 2004 Monetaire politiek gtt Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Gewerbe (DE-588)4133849-2 gnd rswk-swf Industrie (DE-588)4026779-9 gnd rswk-swf Disaggregiertes Nationalmodell (DE-588)4131934-5 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Transmissionsmechanismus (DE-588)4117242-5 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Deutschland (DE-588)4011882-4 g Geldpolitik (DE-588)4019902-2 s Transmissionsmechanismus (DE-588)4117242-5 s Industrie (DE-588)4026779-9 s DE-604 Gewerbe (DE-588)4133849-2 s Disaggregiertes Nationalmodell (DE-588)4131934-5 s Vektor-autoregressives Modell (DE-588)4288533-4 s DE-188 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013037006&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Uhlenbrock, Birgit 1968- Disaggregate effects of monetary policy in Germany Monetaire politiek gtt Vektor-autoregressives Modell (DE-588)4288533-4 gnd Gewerbe (DE-588)4133849-2 gnd Industrie (DE-588)4026779-9 gnd Disaggregiertes Nationalmodell (DE-588)4131934-5 gnd Geldpolitik (DE-588)4019902-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd |
| subject_GND | (DE-588)4288533-4 (DE-588)4133849-2 (DE-588)4026779-9 (DE-588)4131934-5 (DE-588)4019902-2 (DE-588)4117242-5 (DE-588)4011882-4 (DE-588)4113937-9 |
| title | Disaggregate effects of monetary policy in Germany |
| title_auth | Disaggregate effects of monetary policy in Germany |
| title_exact_search | Disaggregate effects of monetary policy in Germany |
| title_full | Disaggregate effects of monetary policy in Germany vorgelegt von Birgit Uhlenbrock |
| title_fullStr | Disaggregate effects of monetary policy in Germany vorgelegt von Birgit Uhlenbrock |
| title_full_unstemmed | Disaggregate effects of monetary policy in Germany vorgelegt von Birgit Uhlenbrock |
| title_short | Disaggregate effects of monetary policy in Germany |
| title_sort | disaggregate effects of monetary policy in germany |
| topic | Monetaire politiek gtt Vektor-autoregressives Modell (DE-588)4288533-4 gnd Gewerbe (DE-588)4133849-2 gnd Industrie (DE-588)4026779-9 gnd Disaggregiertes Nationalmodell (DE-588)4131934-5 gnd Geldpolitik (DE-588)4019902-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd |
| topic_facet | Monetaire politiek Vektor-autoregressives Modell Gewerbe Industrie Disaggregiertes Nationalmodell Geldpolitik Transmissionsmechanismus Deutschland Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013037006&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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