Non-normalities of the business cycle:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Berlin
Logos
2005
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Physical Description: | VI, 224 S. graph. Darst. |
| ISBN: | 3832508899 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV019855563 | ||
| 003 | DE-604 | ||
| 005 | 20060502 | ||
| 007 | t | ||
| 008 | 050623s2005 gw d||| m||| 00||| eng d | ||
| 016 | 7 | |a 974486434 |2 DE-101 | |
| 020 | |a 3832508899 |c Pb. : EUR 40.50, EUR 41.60 (AT), sfr 72.10 |9 3-8325-0889-9 | ||
| 035 | |a (OCoLC)76746939 | ||
| 035 | |a (DE-599)BVBBV019855563 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-739 |a DE-N2 |a DE-12 |a DE-355 |a DE-11 |a DE-188 | ||
| 082 | 0 | |a 330 | |
| 084 | |a QC 330 |0 (DE-625)141269: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Knüppel, Malte |d 1974- |e Verfasser |0 (DE-588)12409029X |4 aut | |
| 245 | 1 | 0 | |a Non-normalities of the business cycle |c Malte Knüppel |
| 264 | 1 | |a Berlin |b Logos |c 2005 | |
| 300 | |a VI, 224 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |a Hamburg, Univ., Diss., 2004 | ||
| 650 | 0 | 7 | |a Gleichgewichtsmodell |0 (DE-588)4125214-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Konjunkturzyklus |0 (DE-588)4032134-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Markov-Prozess |0 (DE-588)4134948-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches dynamisches System |0 (DE-588)4305316-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Schätzung |0 (DE-588)4193791-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Allgemeines Gleichgewichtsmodell |0 (DE-588)4210294-7 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Konjunkturzyklus |0 (DE-588)4032134-4 |D s |
| 689 | 0 | 1 | |a Stochastisches dynamisches System |0 (DE-588)4305316-6 |D s |
| 689 | 0 | 2 | |a Allgemeines Gleichgewichtsmodell |0 (DE-588)4210294-7 |D s |
| 689 | 0 | |5 DE-188 | |
| 689 | 1 | 0 | |a Konjunkturzyklus |0 (DE-588)4032134-4 |D s |
| 689 | 1 | 1 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 1 | 2 | |a Schätzung |0 (DE-588)4193791-0 |D s |
| 689 | 1 | 3 | |a Markov-Prozess |0 (DE-588)4134948-9 |D s |
| 689 | 1 | 4 | |a Gleichgewichtsmodell |0 (DE-588)4125214-7 |D s |
| 689 | 1 | |5 DE-188 | |
| 856 | 4 | 2 | |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=2621881&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
| 856 | 4 | 2 | |m Digitalisierung UBRegensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013180165&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-013180165 | ||
Record in the Search Index
| _version_ | 1804133373050880000 |
|---|---|
| adam_text | Contents
1
1.1
1.2
2
2.1
2.1.1
2.1.2
2.1.3
2.1.4
2.2
2.2.1
2.2.2
2.2.3
2.3
2.3.1
2.3.2
2.3.3
2.3.4
2.4
2.4.1
2.4.2
2.4.3
2.4.4
2.4.5
2.4.6
2.4.7
2.4.8
2.5
3
3.1
3.1.1
3.1.2
3.1.3
3.1.4
3.2
3.2.1
3.2.2
3.2.3
3.2.4
3.3
tic Shocks
3.3.1
3.3.2
3.3.3
3.4
3.4.1
3.4.2
3.4.3
3.5
Non-Deep Non-Steep Shocks
..................................144
3.5.1
3.5.2
3.5.3
169
3.5.2 Simulation
E
Markov Chains
3.5.4
3.6
3.7
4
A Theoretical Properties of Markov-Switching Processes
A.I Steepness of an MSM(£)-Process with Two Regimes
A.2 Symmetry of MSI(fc)-Processes with Two Regimes
A.2.1 A Sufficient Condition for Symmetry of Two-Regime MSI(fc)-Processes
A.2.2 A Sufficient Condition for Asymmetry of Two-Regime MSI(l)-Processes
■
A.4 Steepness of MSI(l)-Processes
B Processes and Distributions Used in Monte Carlo Studies
B.I Symmetric Mesokurtic Three-Regime MSM(fc)-Processes
B.2 An Asymmetric Continuous Distribution with Parameter-Dependent Sign of
Excess Kurtosis
C Newey-Tauchen-White tests in the Markov-Switching Framework 199
D Estimation Results for Domestic Absorption
E DSGE
E.I Parameters of Log-Linearized Model
E.2 Tauchen s
Processes
E.3 Weights of the HP-Filter
E.4 Parameters of MSM(0)-Processes.........................
E.5 Simulation Results for the
E.6 Separator Function of
F
F.I Index of Notation
F.I.I Symbols and Numbers
F.1.2 Greek Lowercase Letters
F.1.3 Greek Uppercase Letters
F.1.4 Latin Lowercase Letters
F.1.5 Latin Uppercase Letters
F.1.6 Macroeconomic Variables
F.2 List of Abbreviations
|
| any_adam_object | 1 |
| author | Knüppel, Malte 1974- |
| author_GND | (DE-588)12409029X |
| author_facet | Knüppel, Malte 1974- |
| author_role | aut |
| author_sort | Knüppel, Malte 1974- |
| author_variant | m k mk |
| building | Verbundindex |
| bvnumber | BV019855563 |
| classification_rvk | QC 330 |
| ctrlnum | (OCoLC)76746939 (DE-599)BVBBV019855563 |
| dewey-full | 330 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330 |
| dewey-search | 330 |
| dewey-sort | 3330 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02455nam a2200565 c 4500</leader><controlfield tag="001">BV019855563</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20060502 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">050623s2005 gw d||| m||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">974486434</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3832508899</subfield><subfield code="c">Pb. : EUR 40.50, EUR 41.60 (AT), sfr 72.10</subfield><subfield code="9">3-8325-0889-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)76746939</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019855563</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">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-739</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 330</subfield><subfield code="0">(DE-625)141269:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Knüppel, Malte</subfield><subfield code="d">1974-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12409029X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Non-normalities of the business cycle</subfield><subfield code="c">Malte Knüppel</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">Logos</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VI, 224 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="502" ind1=" " ind2=" "><subfield code="a">Hamburg, Univ., Diss., 2004</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Gleichgewichtsmodell</subfield><subfield code="0">(DE-588)4125214-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Konjunkturzyklus</subfield><subfield code="0">(DE-588)4032134-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Markov-Prozess</subfield><subfield code="0">(DE-588)4134948-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches dynamisches System</subfield><subfield code="0">(DE-588)4305316-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Schätzung</subfield><subfield code="0">(DE-588)4193791-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Allgemeines Gleichgewichtsmodell</subfield><subfield code="0">(DE-588)4210294-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Konjunkturzyklus</subfield><subfield code="0">(DE-588)4032134-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches dynamisches System</subfield><subfield code="0">(DE-588)4305316-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Allgemeines Gleichgewichtsmodell</subfield><subfield code="0">(DE-588)4210294-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Konjunkturzyklus</subfield><subfield code="0">(DE-588)4032134-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Schätzung</subfield><subfield code="0">(DE-588)4193791-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Markov-Prozess</subfield><subfield code="0">(DE-588)4134948-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="4"><subfield code="a">Gleichgewichtsmodell</subfield><subfield code="0">(DE-588)4125214-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=2621881&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UBRegensburg</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=013180165&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-013180165</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV019855563 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:07:41Z |
| institution | BVB |
| isbn | 3832508899 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013180165 |
| oclc_num | 76746939 |
| open_access_boolean | |
| owner | DE-739 DE-N2 DE-12 DE-355 DE-BY-UBR DE-11 DE-188 |
| owner_facet | DE-739 DE-N2 DE-12 DE-355 DE-BY-UBR DE-11 DE-188 |
| physical | VI, 224 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Logos |
| record_format | marc |
| spelling | Knüppel, Malte 1974- Verfasser (DE-588)12409029X aut Non-normalities of the business cycle Malte Knüppel Berlin Logos 2005 VI, 224 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hamburg, Univ., Diss., 2004 Gleichgewichtsmodell (DE-588)4125214-7 gnd rswk-swf Konjunkturzyklus (DE-588)4032134-4 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Stochastisches dynamisches System (DE-588)4305316-6 gnd rswk-swf Schätzung (DE-588)4193791-0 gnd rswk-swf Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Konjunkturzyklus (DE-588)4032134-4 s Stochastisches dynamisches System (DE-588)4305316-6 s Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 s DE-188 Zeitreihenanalyse (DE-588)4067486-1 s Schätzung (DE-588)4193791-0 s Markov-Prozess (DE-588)4134948-9 s Gleichgewichtsmodell (DE-588)4125214-7 s text/html http://deposit.dnb.de/cgi-bin/dokserv?id=2621881&prov=M&dok_var=1&dok_ext=htm Inhaltstext Digitalisierung UBRegensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013180165&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Knüppel, Malte 1974- Non-normalities of the business cycle Gleichgewichtsmodell (DE-588)4125214-7 gnd Konjunkturzyklus (DE-588)4032134-4 gnd Markov-Prozess (DE-588)4134948-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Stochastisches dynamisches System (DE-588)4305316-6 gnd Schätzung (DE-588)4193791-0 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd |
| subject_GND | (DE-588)4125214-7 (DE-588)4032134-4 (DE-588)4134948-9 (DE-588)4067486-1 (DE-588)4305316-6 (DE-588)4193791-0 (DE-588)4210294-7 (DE-588)4113937-9 |
| title | Non-normalities of the business cycle |
| title_auth | Non-normalities of the business cycle |
| title_exact_search | Non-normalities of the business cycle |
| title_full | Non-normalities of the business cycle Malte Knüppel |
| title_fullStr | Non-normalities of the business cycle Malte Knüppel |
| title_full_unstemmed | Non-normalities of the business cycle Malte Knüppel |
| title_short | Non-normalities of the business cycle |
| title_sort | non normalities of the business cycle |
| topic | Gleichgewichtsmodell (DE-588)4125214-7 gnd Konjunkturzyklus (DE-588)4032134-4 gnd Markov-Prozess (DE-588)4134948-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Stochastisches dynamisches System (DE-588)4305316-6 gnd Schätzung (DE-588)4193791-0 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd |
| topic_facet | Gleichgewichtsmodell Konjunkturzyklus Markov-Prozess Zeitreihenanalyse Stochastisches dynamisches System Schätzung Allgemeines Gleichgewichtsmodell Hochschulschrift |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=2621881&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013180165&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT knuppelmalte nonnormalitiesofthebusinesscycle |