Money demand and macroeconomic uncertainty:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English German |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2005
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2005,26 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zsfassung in dt. und engl. Sprache |
| Beschreibung: | 43 S. graph. Darst. |
| ISBN: | 3865580807 |
Internformat
MARC
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| 490 | 1 | |a Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |v 2005,26 | |
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Datensatz im Suchindex
| _version_ | 1804135249717755904 |
|---|---|
| adam_text | Contents
1 Introduction 1
2 Conceptual Issues 2
2.1 Money in a CCAPM 3
2.2 Uncertainty 5
3 Empirical Methods 6
. 5.1 Empirical Model and Estimation Approach 6
4 Euro Area 10
1.1 Variables and Data 10
1.2 Empirical Results 14
5 The Case of the US 19
).l Monetary Measures for the US 19
).2 The TS Uncertainty Model 20
.. I S Money Demand Functions 25
(j Conclusions 31
List of Tables
1 M3 money demand, euro ami. 1980Q1 200 1Q 1 If,
2 M2 money demand I d
3 M2M money demand. 2 factors factor 1 only 27
4 M2M money demand. 1 factor 2*
5 MZM money demand. 2 factors, factor 1 only _ •
List of Figures
1 Log of M3. log of real income, opportunity cost in levels, and opportunity
cost in logs 11
2 Correlation between stock and bond returns, stock market loss, stock mar¬
ket volatility and stock market return 12
3 Consumer confidence and industry confidence 13
4 Estimated factors representing uncertainty 15
5 Excess liquidity (ECt i) implied by standard model and augmented model
with uncertainty measures. Opportunity costs measured in levels 18
6 Excess liquidity (ECt i) implied by standard model and augmented model
with uncertainty measures. Opportunity costs measured in logs 18
7 Measurements. US unobserved components model 22
8 Uncertainty factors, two factor model 24
9 Uncertainty factor, one factor model 24
10 Monetary overhang. M2M 30
f 1 Monetary overhang. MZM 30
|
| adam_txt |
Contents
1 Introduction 1
2 Conceptual Issues 2
2.1 Money in a CCAPM 3
2.2 Uncertainty 5
3 Empirical Methods 6
.'5.1 Empirical Model and Estimation Approach 6
4 Euro Area 10
1.1 Variables and Data 10
1.2 Empirical Results 14
5 The Case of the US 19
").l Monetary Measures for the US 19
").2 The TS Uncertainty Model 20
" .' I S Money Demand Functions 25
(j Conclusions 31
List of Tables
1 M3 money demand, euro ami. 1980Q1 200 1Q 1 If,
2 M2 money demand I'd
3 M2M money demand. 2 factors factor 1 only 27
4 M2M money demand. 1 factor 2*
5 MZM money demand. 2 factors, factor 1 only _"•
List of Figures
1 Log of M3. log of real income, opportunity cost in levels, and opportunity
cost in logs 11
2 Correlation between stock and bond returns, stock market loss, stock mar¬
ket volatility and stock market return 12
3 Consumer confidence and industry confidence 13
4 Estimated factors representing uncertainty 15
5 Excess liquidity (ECt i) implied by standard model and augmented model
with uncertainty measures. Opportunity costs measured in levels 18
6 Excess liquidity (ECt i) implied by standard model and augmented model
with uncertainty measures. Opportunity costs measured in logs 18
7 Measurements. US unobserved components model 22
8 Uncertainty factors, two factor model 24
9 Uncertainty factor, one factor model 24
10 Monetary overhang. M2M 30
f 1 Monetary overhang. MZM 30 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Greiber, Claus Lemke, Wolfgang |
| author_GND | (DE-588)124726453 (DE-588)120624931 |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4015118 |
| dewey-search | 332.4015118 |
| dewey-sort | 3332.4015118 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
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| id | DE-604.BV021512633 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:19:21Z |
| indexdate | 2024-07-09T20:37:30Z |
| institution | BVB |
| isbn | 3865580807 |
| language | English German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014729231 |
| oclc_num | 181552137 |
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| physical | 43 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
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| publisher | Dt. Bundesbank |
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| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
| spelling | Greiber, Claus Verfasser (DE-588)124726453 aut Money demand and macroeconomic uncertainty Claus Greiber ; Wolfgang Lemke Frankfurt am Main Dt. Bundesbank 2005 43 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2005,26 Zsfassung in dt. und engl. Sprache Lemke, Wolfgang Verfasser (DE-588)120624931 aut Deutsche Bundesbank Discussion paper Series 1, Economic studies ; 2005,26 (DE-604)BV017594637 2005,26 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014729231&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Greiber, Claus Lemke, Wolfgang Money demand and macroeconomic uncertainty |
| title | Money demand and macroeconomic uncertainty |
| title_auth | Money demand and macroeconomic uncertainty |
| title_exact_search | Money demand and macroeconomic uncertainty |
| title_exact_search_txtP | Money demand and macroeconomic uncertainty |
| title_full | Money demand and macroeconomic uncertainty Claus Greiber ; Wolfgang Lemke |
| title_fullStr | Money demand and macroeconomic uncertainty Claus Greiber ; Wolfgang Lemke |
| title_full_unstemmed | Money demand and macroeconomic uncertainty Claus Greiber ; Wolfgang Lemke |
| title_short | Money demand and macroeconomic uncertainty |
| title_sort | money demand and macroeconomic uncertainty |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014729231&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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