Three essays on monetary policy, welfare and financial market imperfections:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2005
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 101 S. graph. Darst. |
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Datensatz im Suchindex
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| adam_text | THREE ESSAYS ON MONETARY POLICY, WELFARE AND FINANCIAL MARKET
IMPERFECTIONS 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 MATTHIAS PAUSTIAN AUS
BONN TAG DER PROMOTION: 25. 07. 2005 CONTENTS 1 INTRODUCTION AND SUMMARY
1 2 CONTRACTING SCHEMES AND WELFARE COSTS 6 2.1 INTRODUCTION 6 2.2 MODEL
9 2.2.1 HOUSEHOLDS 9 2.2.2 PRODUCTION 10 2.2.3 THE EFFICIENCY GAP AND
MONETARY POLICY 11 2.3 ALTERNATIVE WAGE AND PRICE SETTING SCHEMES 12
2.3.1 4 STICKY CONTRACTING SCHEMES 13 2.3.2 THE LOG-LINEARIZED PRICE AND
WAGE SETTING CONDITIONS 15 2.3.3 A VARIANT OF MANKIW AND REIS (2002):
STICKY INFORMATION 18 2.4 THE KEY EQUATIONS AND MODEL CALIBRATION 19 2.5
WELFARE COSTS OF NOMINAL RIGIDITIES 21 2.5.1 AVERAGE DURATION OR AVERAGE
AGE? 23 2.5.2 WELFARE COSTS OF STICKY CONTRACTING SCHEMES 25 2.5.3
WELFARE COSTS OF STICKY INFORMATION SCHEMES 26 2.6 ROBUSTNESS 27 2.7
SUMMARY AND CONCLUSION 29 3 OPTIMAL POLICY AND CONTRACTING SCHEMES 31
3.1 INTRODUCTION 31 3.2 MODEL 32 3.2.1 HOUSEHOLDS 32 3.2.2 PRODUCTION 33
3.2.3 WAGE AND PRICE SETTING 34 3.2.3.1 STICKY CONTRACTING SCHEMES 35
3.2.3.2 STICKY INFORMATION SCHEMES 36 CONTENTS IV 3.2.4 MONETARY POLICY
37 3.3 EQUILIBRIUM, AGGREGATION AND CALIBRATION 37 3.4 MOMENTS 39 3.5
WELFARE EFFECTS OF SIMPLE POLICY RULES 41 3.6 SUMMARY AND CONCLUSION 44
4 LENDING, BANKS AND MONETARY POLICY 45 4.1 INTRODUCTION 45 4.2
STRUCTURE OF THE MODEL /* * * 47 4.2.1 HOUSEHOLDS 48 4.2.2
ENTREPRENEURS 49 4.2.3 BANKS 51 4.2.4 THE FINAL GOODS SECTOR AND PRICE
SETTING 53 4.2.5 THE INVESTMENT GOOD SECTOR 54 4.3 THE FINANCIAL
CONTRACT AND MONETARY POLICY 54 4.4 EQUILIBRIUM 55 4.5 WHEN ARE BANK
CAPITAL AND FIRMS NET WORTH ESSENTIAL? 57 4.6 FUNCTIONAL FORMS AND
CALIBRATION 57 4.7 MODEL ANALYSIS: IMPULSE RESPONSES 58 4.7.1 BANK
CAPITAL SHOCK 59 4.7.2 MONETARY POLICY SHOCK 60 4.7.3 TECHNOLOGY SHOCK
61 4.8 HOW SHOULD MONETARY POLICY BE CONDUCTED? 62 4.8.1 SIMPLE
TARGETING RULES 64 4.8.2 OPTIMAL INTEREST RATE RULES 64 4.9 CONCLUSION
68 5 FINAL REMARKS 70 APPENDIX 72 A CONTRACTING SCHEMES AND WELFARE
COSTS 72 B OPTIMAL POLICY AND CONTRACTING SCHEMES 88 C LENDING, BANKS
AND MONETARY POLICY 90 BIBLIOGRAPHY 100
|
| adam_txt |
THREE ESSAYS ON MONETARY POLICY, WELFARE AND FINANCIAL MARKET
IMPERFECTIONS 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 MATTHIAS PAUSTIAN AUS
BONN TAG DER PROMOTION: 25. 07. 2005 CONTENTS 1 INTRODUCTION AND SUMMARY
1 2 CONTRACTING SCHEMES AND WELFARE COSTS 6 2.1 INTRODUCTION 6 2.2 MODEL
9 2.2.1 HOUSEHOLDS 9 2.2.2 PRODUCTION 10 2.2.3 THE EFFICIENCY GAP AND
MONETARY POLICY 11 2.3 ALTERNATIVE WAGE AND PRICE SETTING SCHEMES 12
2.3.1 4 STICKY CONTRACTING SCHEMES 13 2.3.2 THE LOG-LINEARIZED PRICE AND
WAGE SETTING CONDITIONS 15 2.3.3 A VARIANT OF MANKIW AND REIS (2002):
STICKY INFORMATION 18 2.4 THE KEY EQUATIONS AND MODEL CALIBRATION 19 2.5
WELFARE COSTS OF NOMINAL RIGIDITIES 21 2.5.1 AVERAGE DURATION OR AVERAGE
AGE? 23 2.5.2 WELFARE COSTS OF STICKY CONTRACTING SCHEMES 25 2.5.3
WELFARE COSTS OF STICKY INFORMATION SCHEMES 26 2.6 ROBUSTNESS 27 2.7
SUMMARY AND CONCLUSION 29 3 OPTIMAL POLICY AND CONTRACTING SCHEMES 31
3.1 INTRODUCTION 31 3.2 MODEL 32 3.2.1 HOUSEHOLDS 32 3.2.2 PRODUCTION 33
3.2.3 WAGE AND PRICE SETTING 34 3.2.3.1 STICKY CONTRACTING SCHEMES 35
3.2.3.2 STICKY INFORMATION SCHEMES 36 CONTENTS IV 3.2.4 MONETARY POLICY
37 3.3 EQUILIBRIUM, AGGREGATION AND CALIBRATION 37 3.4 MOMENTS 39 3.5
WELFARE EFFECTS OF SIMPLE POLICY RULES 41 3.6 SUMMARY AND CONCLUSION 44
4 LENDING, BANKS AND MONETARY POLICY 45 4.1 INTRODUCTION 45 4.2
STRUCTURE OF THE MODEL \ /* * * 47 4.2.1 HOUSEHOLDS 48 4.2.2
ENTREPRENEURS 49 4.2.3 BANKS 51 4.2.4 THE FINAL GOODS SECTOR AND PRICE
SETTING 53 4.2.5 THE INVESTMENT GOOD SECTOR 54 4.3 THE FINANCIAL
CONTRACT AND MONETARY POLICY 54 4.4 EQUILIBRIUM 55 4.5 WHEN ARE BANK
CAPITAL AND FIRMS' NET WORTH ESSENTIAL? 57 4.6 FUNCTIONAL FORMS AND
CALIBRATION 57 4.7 MODEL ANALYSIS: IMPULSE RESPONSES 58 4.7.1 BANK
CAPITAL SHOCK 59 4.7.2 MONETARY POLICY SHOCK 60 4.7.3 TECHNOLOGY SHOCK
61 4.8 HOW SHOULD MONETARY POLICY BE CONDUCTED? 62 4.8.1 SIMPLE
TARGETING RULES 64 4.8.2 OPTIMAL INTEREST RATE RULES 64 4.9 CONCLUSION
68 5 FINAL REMARKS 70 APPENDIX 72 A CONTRACTING SCHEMES AND WELFARE
COSTS 72 B OPTIMAL POLICY AND CONTRACTING SCHEMES 88 C LENDING, BANKS
AND MONETARY POLICY 90 BIBLIOGRAPHY 100 |
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| discipline_str_mv | Wirtschaftswissenschaften |
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| spelling | Paustian, Matthias 1972- Verfasser (DE-588)13046435X aut Three essays on monetary policy, welfare and financial market imperfections vorgelegt von Matthias Paustian 2005 VI, 101 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bonn, Univ., Diss., 2005 Schock Wirtschaft (DE-588)4322439-8 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Unvollkommene Information (DE-588)4140474-9 gnd rswk-swf Wohlfahrtsoptimum (DE-588)4190152-6 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Transmissionsmechanismus (DE-588)4117242-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kreditmarkt (DE-588)4073788-3 s Unvollkommene Information (DE-588)4140474-9 s Geldpolitik (DE-588)4019902-2 s Transmissionsmechanismus (DE-588)4117242-5 s Schock Wirtschaft (DE-588)4322439-8 s Wohlfahrtsoptimum (DE-588)4190152-6 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014280658&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Paustian, Matthias 1972- Three essays on monetary policy, welfare and financial market imperfections Schock Wirtschaft (DE-588)4322439-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Unvollkommene Information (DE-588)4140474-9 gnd Wohlfahrtsoptimum (DE-588)4190152-6 gnd Geldpolitik (DE-588)4019902-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd |
| subject_GND | (DE-588)4322439-8 (DE-588)4073788-3 (DE-588)4140474-9 (DE-588)4190152-6 (DE-588)4019902-2 (DE-588)4117242-5 (DE-588)4113937-9 |
| title | Three essays on monetary policy, welfare and financial market imperfections |
| title_auth | Three essays on monetary policy, welfare and financial market imperfections |
| title_exact_search | Three essays on monetary policy, welfare and financial market imperfections |
| title_exact_search_txtP | Three essays on monetary policy, welfare and financial market imperfections |
| title_full | Three essays on monetary policy, welfare and financial market imperfections vorgelegt von Matthias Paustian |
| title_fullStr | Three essays on monetary policy, welfare and financial market imperfections vorgelegt von Matthias Paustian |
| title_full_unstemmed | Three essays on monetary policy, welfare and financial market imperfections vorgelegt von Matthias Paustian |
| title_short | Three essays on monetary policy, welfare and financial market imperfections |
| title_sort | three essays on monetary policy welfare and financial market imperfections |
| topic | Schock Wirtschaft (DE-588)4322439-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Unvollkommene Information (DE-588)4140474-9 gnd Wohlfahrtsoptimum (DE-588)4190152-6 gnd Geldpolitik (DE-588)4019902-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd |
| topic_facet | Schock Wirtschaft Kreditmarkt Unvollkommene Information Wohlfahrtsoptimum Geldpolitik Transmissionsmechanismus Hochschulschrift |
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