Essays on the monetary transmission mechanism:
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| Format: | Thesis Book |
| Language: | English |
| Published: |
Berlinl
dissertation.de, Verl. im Internet
2008
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| Edition: | Als Ms. gedr. |
| Series: | Dissertation.de
1430 |
| Subjects: | |
| Online Access: | Inhaltstext Ausführliche Beschreibung Inhaltsverzeichnis |
| Physical Description: | XV, 156 S. graph. Darst. |
| ISBN: | 9783866243309 |
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MARC
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| 245 | 1 | 0 | |a Essays on the monetary transmission mechanism |c Jerry-Jeff Suk |
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Record in the Search Index
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| adam_text |
Contents
Acknowledgement v
1 Introduction 1
2 Cross-country variation in the liquidity effect:
The role of exchange rate regimes, capital mobility and trade
openness 5
2.1 Introduction. 5
2.2 Review of the literature . 8
2.3 Estimating the liquidity effect. 11
2.3.1 The VAR approach. 11
2.3.2 Limitations of the VAR methodology. 14
2.3.3 The empirical model. 15
2.3.4 On the endogeneity of money. 18
2.3.5 Description of explanatory variables. 19
2.4 Empirical results. 22
2.4.1 Main findings. 22
2.4.2 Robustness analysis. 31
2.5 Conclusion. 38
2.6 References. 41
2.7 Appendix. 47
2.7.1 Data and exchange rate regime classifications. 47
2.7.2 Impulse response functions. 48
2.7.3 Presence of a liquidity effect in the first sub-samples . . 52
2.7.4 Presence of a liquidity effect in the second sub-samples 53
viii CONTENTS
2.7.5 Optimal lag lengths according to the AIC . 54
2.7.6 Regression results for 27 countries using two and three
independent variables. 55
2.7.7 Regression results for the two sub-samples. 57
2.7.8 Correlations between independent variables. 62
3 A small open economy DSGE model of the liquidity effect:
The role of exchange rate regimes, capital mobility and trade
openness 63
3.1 Introduction. 63
3.2 The Model. 67
3.2.1 The household. 67
3.2.2 The final good sector. 71
3.2.3 The intermediate sector . 73
3.2.4 The import sector. 74
3.2.5 The monetary authority. 75
3.2.6 The government. 75
3.2.7 The financial sector. 76
3.2.8 Market clearing. 76
3.2.9 The solution. 77
3.2.10 Calibration . 78
3.3 Results. 79
3.4 Conclusion. 90
3.5 References. 92
3.6 Appendix. 95
3.6.1 Deflating the first order conditions of the model . 95
3.6.2 The steady state. 97
3.6.3 The Mundell Fleming Model. 98
3.6.4 Impulse response functions - tables. 102
4 Assessing the changes in the monetary transmission mecha-
nism:
CONTENTS ix
The case of Switzerland and Germany 105
4.1 Introduction.105
4.2 Historical record of monetary policy.108
4.2.1 Monetary policy in Switzerland.109
4.2.2 Monetary policy in Germany.113
4.2.3 Summary of key features of German and Swiss mone-
tary targeting.115
4.3 Empirical investigation.117
4.3.1 Literature review on stability analysis.117
4.3.2 The VAR methodology.119
4.3.3 Data.120
4.4 Stability analysis Switzerland.121
4.4.1 Chow tests.121
4.4.2 The CUSUM test.129
4.4.3 The Quandt likelihod ratio test.131
4.4.4 A test on change variance of innovations.132
4.4.5 Intermediate Summary.133
4.4.6 Including the exchange rate.134
4.5 Stability analysis Germany.136
4.5.1 German influence on Switzerland.140
4.6 A counterfactual experiment." Propagation or shocks?.141
4.7 Conclusion.146
4.8 References.149
4.9 Appendix.152
4.9.1 Quandt likelihood ratio test - Switzerland.152
4.9.2 Quandt likelihood ratio test - Switzerland, including
the exchange rate.153
4.9.3 Quandt likelihood ratio tests - Germany.154
4.9.4 Quandt likelihood ratio tests - Germany, including the
exchange rate.155
4.9.5 CUSUM-SQ test - Germany, including the exchange ratel56
4.9.6 Two Country VAR - All variables included.156
List of Figures
2.1 Impulse response functions - Money. 24
2.2 Impulse response functions - Monetary base.25
2.3 Impulse response functions - Money, first sub-sample.48
2.4 Impulse response functions - Monetary base, first sub-sample . 49
2.5 Impulse response functions - Money, second sub-sample . 50
2.6 Impulse response functions - Monetary base, second sub-sample 51
3.1 The baseline model.81
3.2 Experiment 1: w = 0.95, g = 0.01, = -0.3.83
3.3 Experiment 2: u = 0.4, g = 0.01, C = -0.3.83
3.4 Experiment3: u = 0.8, q = 0.00001, ( = -0.3 .85
3.5 Experiment 4: w = 0.8, g = 0.1, C = -0.3.86
3.6 Experiment 5: w = 0.8, g = 0.01, C = -0.001.87
3.7 Experiment 6: w = 0.8, g = 0.01, C = -0.99.87
4.1 Switzerland: Chow sample split test.124
4.2 Switzerland: Chow forecast test.125
4.3 Switzerland: Chow breakpoint test.125
4.4 Switzerland: Chow tests on output equation.127
4.5 Switzerland: Chow tests on inflation equation.127
4.6 Switzerland: Chow tests on money equation.128
4.7 Switzerland: Chow tests on interest rate equation.128
4.8 Switzerland: CUSUM-SQ test.130
4.9 Switzerland: Chow tests, including the exchange rate.134
LIST OF FIGURES
4.10 Switzerland: Chow tests, including the exchange rate (exoge-
nous) .135
4.11 Germany: Chow tests.136
4.12 Germany: Chow tests including the exchange rate.137
4.13 Germany: CUSUM-SQ test .138
4.14 Switzerland and Germany: Chow tests (combined VAR) . . . 140
4.15 Switzerland: QLR test.152
4.16 Switzerland: QLR test, including the exchange rate.153
4.17 Gemany: QLR test.154
4.18 Germany: QLR test, including the exchange rate .155
4.19 Germany: CUSUM-SQ test, including the exchange rate . . . 156
4.20 Switzerland and Germany: Chow tests (all variables).156
List of Tables
2.1 A survey of empirical studies of the liquidity effect. 10
2.2 List of countries and according sample lengths. 16
2.3 Presence of a liquidity effect. 26
2.4 Correlations for all countries showing a liquidity effect. 26
2.5 Regression results, 3 variables (Reinhart Rogoff taxonomy) . . 29
2.6 Regression results, 2 variables (Reinhart Rogoff taxonomy) . . 30
2.7 Correlations, first sub-sample. 32
2.8 Correlations, second sub-sample. 33
2.9 Regression results, first sub-sample, 3 variables (Reinhart
Rogoff taxonomy). 33
2.10 Regression results, second sub-sample, 3 variables (Reinhart
Rogoff taxonomy). 34
2.11 Correlations - Without emerging countries. 35
2.12 Regression results, without emerging countries, 3 variables
(Reinhart Rogoff taxonomy). 36
2.13 Regression results, without emerging countries,3 variables
(Levy-Yeyati, Sturzenegger taxonomy). 36
2.14 Correlations - Data from Lastrapes and McMillin (2004) . 37
2.15 Regression results, 3 variables (Reinhart, Rogoff taxonomy),
Data: Lastrapes and McMillin (2004). 37
2.16 Data sources. 47
2.17 Reinhart-Rogoff exchange rate regime classification. 47
2.18 Presence of a liquidity effect in the first sub-sample. 52
2.19 Presence of a liquidity effect in the second sub-sample. 53
LIST OF TABLES
2.20 Optimal lag lengths, Akaike Information Criterion (AIC) . 54
2.21 Regression results, 3 variables (Levy-Yeyati and Sturzenegger
taxonomy).55
2.22 Regression results, 2 variables (Levy-Yeyati and Sturzenegger
taxonomy). 55
2.23 Regression results, 2 variables (Reinhart Rogoff taxonomy) . . 56
2.24 Regression results, 2 variables (Levy-Yeyati and Sturzenegger
taxonomy). 56
2.25 Regression results, first sub-sample, 3 variables (Levy-Yeyati
and Sturzenegger taxonomy). 57
2.26 Regression results, second sub-sample, 3 variables (Levy-
Yeyati and Sturzenegger taxonomy).58
2.27 Regression results, first sub-sample, 2 variables (Reinhart
Rogoff taxonomy). 58
2.28 Regression results, first sub-sample, 2 variables (Levy-Yeyati
and Sturzenegger taxonomy). 59
2.29 Regression results, first sub-sample, 2 variables (Reinhart
Rogoff taxonomy). 59
2.30 Regression results, first sub-sample, 2 variables (Levy-Yeyati
and Sturzenegger taxonomy).60
2.31 Regression results, second sub-sample, 2 variables (Reinhart
Rogoff taxonomy).60
2.32 Regression results, second sub-sample, 2 variables (Levy-
Yeyati and Sturzenegger taxonomy).61
2.33 Regression results, second sub-sample, 2 variables (Reinhart
Rogoff taxonomy). 61
2.34 Regression results, second sub-sample, 2 variables (Levy-
Yeyati and Sturzenegger taxonomy). 62
2.35 Correlation between Independent variables.62
3.1 Benchmark parameter values. 79
3.2 Variation in key parameters. 82
3.3 Capital mobility and exchange rate regimes.89
LIST OF TABLES xv
3.4 Impulse responses of the nominal interest rate: Exchange rate
regime and capital mobility .102
3.5 Impulse responses of the nominal interest rate.103
4.1 Volatility of inflation and output growth in Switzerland and
Germany.107
4.2 Chow tests: Break dates at 5% significance level in Switzerland 126
4.3 Switzerland: QLR test.132
4.4 Stability tests on the Variance of Innovations (p-values) . 133
4.5 Germany: QLR test .138
4.6 Germany: Stability tests on the variance of innovations . 139
4.7 Counterfactual experiment for Switzerland and Germany with
break date 1979Q4.143
4.8 Counterfactual experiment for Switzerland and Germany with
break date 1990Q1.145 |
| adam_txt |
Contents
Acknowledgement v
1 Introduction 1
2 Cross-country variation in the liquidity effect:
The role of exchange rate regimes, capital mobility and trade
openness 5
2.1 Introduction. 5
2.2 Review of the literature . 8
2.3 Estimating the liquidity effect. 11
2.3.1 The VAR approach. 11
2.3.2 Limitations of the VAR methodology. 14
2.3.3 The empirical model. 15
2.3.4 On the endogeneity of money. 18
2.3.5 Description of explanatory variables. 19
2.4 Empirical results. 22
2.4.1 Main findings. 22
2.4.2 Robustness analysis. 31
2.5 Conclusion. 38
2.6 References. 41
2.7 Appendix. 47
2.7.1 Data and exchange rate regime classifications. 47
2.7.2 Impulse response functions. 48
2.7.3 Presence of a liquidity effect in the first sub-samples . . 52
2.7.4 Presence of a liquidity effect in the second sub-samples 53
viii CONTENTS
2.7.5 Optimal lag lengths according to the AIC . 54
2.7.6 Regression results for 27 countries using two and three
independent variables. 55
2.7.7 Regression results for the two sub-samples. 57
2.7.8 Correlations between independent variables. 62
3 A small open economy DSGE model of the liquidity effect:
The role of exchange rate regimes, capital mobility and trade
openness 63
3.1 Introduction. 63
3.2 The Model. 67
3.2.1 The household. 67
3.2.2 The final good sector. 71
3.2.3 The intermediate sector . 73
3.2.4 The import sector. 74
3.2.5 The monetary authority. 75
3.2.6 The government. 75
3.2.7 The financial sector. 76
3.2.8 Market clearing. 76
3.2.9 The solution. 77
3.2.10 Calibration . 78
3.3 Results. 79
3.4 Conclusion. 90
3.5 References. 92
3.6 Appendix. 95
3.6.1 Deflating the first order conditions of the model . 95
3.6.2 The steady state. 97
3.6.3 The Mundell Fleming Model. 98
3.6.4 Impulse response functions - tables. 102
4 Assessing the changes in the monetary transmission mecha-
nism:
CONTENTS ix
The case of Switzerland and Germany 105
4.1 Introduction.105
4.2 Historical record of monetary policy.108
4.2.1 Monetary policy in Switzerland.109
4.2.2 Monetary policy in Germany.113
4.2.3 Summary of key features of German and Swiss mone-
tary targeting.115
4.3 Empirical investigation.117
4.3.1 Literature review on stability analysis.117
4.3.2 The VAR methodology.119
4.3.3 Data.120
4.4 Stability analysis Switzerland.121
4.4.1 Chow tests.121
4.4.2 The CUSUM test.129
4.4.3 The Quandt likelihod ratio test.131
4.4.4 A test on change variance of innovations.132
4.4.5 Intermediate Summary.133
4.4.6 Including the exchange rate.134
4.5 Stability analysis Germany.136
4.5.1 German influence on Switzerland.140
4.6 A counterfactual experiment." Propagation or shocks?.141
4.7 Conclusion.146
4.8 References.149
4.9 Appendix.152
4.9.1 Quandt likelihood ratio test - Switzerland.152
4.9.2 Quandt likelihood ratio test - Switzerland, including
the exchange rate.153
4.9.3 Quandt likelihood ratio tests - Germany.154
4.9.4 Quandt likelihood ratio tests - Germany, including the
exchange rate.155
4.9.5 CUSUM-SQ test - Germany, including the exchange ratel56
4.9.6 Two Country VAR - All variables included.156
List of Figures
2.1 Impulse response functions - Money. 24
2.2 Impulse response functions - Monetary base.25
2.3 Impulse response functions - Money, first sub-sample.48
2.4 Impulse response functions - Monetary base, first sub-sample . 49
2.5 Impulse response functions - Money, second sub-sample . 50
2.6 Impulse response functions - Monetary base, second sub-sample 51
3.1 The baseline model.81
3.2 Experiment 1: w = 0.95, g = 0.01, = -0.3.83
3.3 Experiment 2: u = 0.4, g = 0.01, C = -0.3.83
3.4 Experiment3: u = 0.8, q = 0.00001, ( = -0.3 .85
3.5 Experiment 4: w = 0.8, g = 0.1, C = -0.3.86
3.6 Experiment 5: w = 0.8, g = 0.01, C = -0.001.87
3.7 Experiment 6: w = 0.8, g = 0.01, C = -0.99.87
4.1 Switzerland: Chow sample split test.124
4.2 Switzerland: Chow forecast test.125
4.3 Switzerland: Chow breakpoint test.125
4.4 Switzerland: Chow tests on output equation.127
4.5 Switzerland: Chow tests on inflation equation.127
4.6 Switzerland: Chow tests on money equation.128
4.7 Switzerland: Chow tests on interest rate equation.128
4.8 Switzerland: CUSUM-SQ test.130
4.9 Switzerland: Chow tests, including the exchange rate.134
LIST OF FIGURES
4.10 Switzerland: Chow tests, including the exchange rate (exoge-
nous) .135
4.11 Germany: Chow tests.136
4.12 Germany: Chow tests including the exchange rate.137
4.13 Germany: CUSUM-SQ test .138
4.14 Switzerland and Germany: Chow tests (combined VAR) . . . 140
4.15 Switzerland: QLR test.152
4.16 Switzerland: QLR test, including the exchange rate.153
4.17 Gemany: QLR test.154
4.18 Germany: QLR test, including the exchange rate .155
4.19 Germany: CUSUM-SQ test, including the exchange rate . . . 156
4.20 Switzerland and Germany: Chow tests (all variables).156
List of Tables
2.1 A survey of empirical studies of the liquidity effect. 10
2.2 List of countries and according sample lengths. 16
2.3 Presence of a liquidity effect. 26
2.4 Correlations for all countries showing a liquidity effect. 26
2.5 Regression results, 3 variables (Reinhart Rogoff taxonomy) . . 29
2.6 Regression results, 2 variables (Reinhart Rogoff taxonomy) . . 30
2.7 Correlations, first sub-sample. 32
2.8 Correlations, second sub-sample. 33
2.9 Regression results, first sub-sample, 3 variables (Reinhart
Rogoff taxonomy). 33
2.10 Regression results, second sub-sample, 3 variables (Reinhart
Rogoff taxonomy). 34
2.11 Correlations - Without emerging countries. 35
2.12 Regression results, without emerging countries, 3 variables
(Reinhart Rogoff taxonomy). 36
2.13 Regression results, without emerging countries,3 variables
(Levy-Yeyati, Sturzenegger taxonomy). 36
2.14 Correlations - Data from Lastrapes and McMillin (2004) . 37
2.15 Regression results, 3 variables (Reinhart, Rogoff taxonomy),
Data: Lastrapes and McMillin (2004). 37
2.16 Data sources. 47
2.17 Reinhart-Rogoff exchange rate regime classification. 47
2.18 Presence of a liquidity effect in the first sub-sample. 52
2.19 Presence of a liquidity effect in the second sub-sample. 53
LIST OF TABLES
2.20 Optimal lag lengths, Akaike Information Criterion (AIC) . 54
2.21 Regression results, 3 variables (Levy-Yeyati and Sturzenegger
taxonomy).55
2.22 Regression results, 2 variables (Levy-Yeyati and Sturzenegger
taxonomy). 55
2.23 Regression results, 2 variables (Reinhart Rogoff taxonomy) . . 56
2.24 Regression results, 2 variables (Levy-Yeyati and Sturzenegger
taxonomy). 56
2.25 Regression results, first sub-sample, 3 variables (Levy-Yeyati
and Sturzenegger taxonomy). 57
2.26 Regression results, second sub-sample, 3 variables (Levy-
Yeyati and Sturzenegger taxonomy).58
2.27 Regression results, first sub-sample, 2 variables (Reinhart
Rogoff taxonomy). 58
2.28 Regression results, first sub-sample, 2 variables (Levy-Yeyati
and Sturzenegger taxonomy). 59
2.29 Regression results, first sub-sample, 2 variables (Reinhart
Rogoff taxonomy). 59
2.30 Regression results, first sub-sample, 2 variables (Levy-Yeyati
and Sturzenegger taxonomy).60
2.31 Regression results, second sub-sample, 2 variables (Reinhart
Rogoff taxonomy).60
2.32 Regression results, second sub-sample, 2 variables (Levy-
Yeyati and Sturzenegger taxonomy).61
2.33 Regression results, second sub-sample, 2 variables (Reinhart
Rogoff taxonomy). 61
2.34 Regression results, second sub-sample, 2 variables (Levy-
Yeyati and Sturzenegger taxonomy). 62
2.35 Correlation between Independent variables.62
3.1 Benchmark parameter values. 79
3.2 Variation in key parameters. 82
3.3 Capital mobility and exchange rate regimes.89
LIST OF TABLES xv
3.4 Impulse responses of the nominal interest rate: Exchange rate
regime and capital mobility .102
3.5 Impulse responses of the nominal interest rate.103
4.1 Volatility of inflation and output growth in Switzerland and
Germany.107
4.2 Chow tests: Break dates at 5% significance level in Switzerland 126
4.3 Switzerland: QLR test.132
4.4 Stability tests on the Variance of Innovations (p-values) . 133
4.5 Germany: QLR test .138
4.6 Germany: Stability tests on the variance of innovations . 139
4.7 Counterfactual experiment for Switzerland and Germany with
break date 1979Q4.143
4.8 Counterfactual experiment for Switzerland and Germany with
break date 1990Q1.145 |
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| author | Suk, Jerry-Jeff |
| author_facet | Suk, Jerry-Jeff |
| author_role | aut |
| author_sort | Suk, Jerry-Jeff |
| author_variant | j j s jjs |
| building | Verbundindex |
| bvnumber | BV023423256 |
| classification_rvk | QC 320 |
| ctrlnum | (OCoLC)244042331 (DE-599)DNB988141396 |
| dewey-full | 332.401 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.401 |
| dewey-search | 332.401 |
| dewey-sort | 3332.401 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | Als Ms. gedr. |
| format | Thesis Book |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV023423256 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:31:45Z |
| indexdate | 2024-09-06T00:15:17Z |
| institution | BVB |
| isbn | 9783866243309 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016605655 |
| oclc_num | 244042331 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | XV, 156 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | dissertation.de, Verl. im Internet |
| record_format | marc |
| series | Dissertation.de |
| series2 | Dissertation.de |
| spelling | Suk, Jerry-Jeff Verfasser aut Essays on the monetary transmission mechanism Jerry-Jeff Suk Als Ms. gedr. Berlinl dissertation.de, Verl. im Internet 2008 XV, 156 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Dissertation.de 1430 Zugl.: Bern, Univ., Diss., 2007 Transmissionsmechanismus (DE-588)4117242-5 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Liquiditätstheorie (DE-588)4167820-5 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Geldpolitik (DE-588)4019902-2 s Liquiditätstheorie (DE-588)4167820-5 s Transmissionsmechanismus (DE-588)4117242-5 s Vektor-autoregressives Modell (DE-588)4288533-4 s DE-604 Dissertation.de 1430 (DE-604)BV021464926 1430 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3086748&prov=M&dok_var=1&dok_ext=htm Inhaltstext text/html http://www.dissertation.de/buch.php3?buch=5457 Ausführliche Beschreibung HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016605655&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Suk, Jerry-Jeff Essays on the monetary transmission mechanism Dissertation.de Transmissionsmechanismus (DE-588)4117242-5 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Liquiditätstheorie (DE-588)4167820-5 gnd Geldpolitik (DE-588)4019902-2 gnd |
| subject_GND | (DE-588)4117242-5 (DE-588)4288533-4 (DE-588)4167820-5 (DE-588)4019902-2 (DE-588)4113937-9 |
| title | Essays on the monetary transmission mechanism |
| title_auth | Essays on the monetary transmission mechanism |
| title_exact_search | Essays on the monetary transmission mechanism |
| title_exact_search_txtP | Essays on the monetary transmission mechanism |
| title_full | Essays on the monetary transmission mechanism Jerry-Jeff Suk |
| title_fullStr | Essays on the monetary transmission mechanism Jerry-Jeff Suk |
| title_full_unstemmed | Essays on the monetary transmission mechanism Jerry-Jeff Suk |
| title_short | Essays on the monetary transmission mechanism |
| title_sort | essays on the monetary transmission mechanism |
| topic | Transmissionsmechanismus (DE-588)4117242-5 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Liquiditätstheorie (DE-588)4167820-5 gnd Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Transmissionsmechanismus Vektor-autoregressives Modell Liquiditätstheorie Geldpolitik Hochschulschrift |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=3086748&prov=M&dok_var=1&dok_ext=htm http://www.dissertation.de/buch.php3?buch=5457 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016605655&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV021464926 |
| work_keys_str_mv | AT sukjerryjeff essaysonthemonetarytransmissionmechanism |