Econometrics of exchange rate pass-through:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Oslo
Norges Bank
2007
|
| Schriftenreihe: | Doctoral dissertations in economics
6 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 277 S. graph. Darst. |
| ISBN: | 9788275533881 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV026590489 | ||
| 003 | DE-604 | ||
| 005 | 20110228 | ||
| 007 | t | ||
| 008 | 110326s2007 d||| m||| 00||| eng d | ||
| 020 | |a 9788275533881 |9 978-82-7553-388-1 | ||
| 035 | |a (OCoLC)918114213 | ||
| 035 | |a (DE-599)BVBBV026590489 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 100 | 1 | |a Bache, Ida Wolden |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Econometrics of exchange rate pass-through |c by Ida Wolden Bache |
| 264 | 1 | |a Oslo |b Norges Bank |c 2007 | |
| 300 | |a VIII, 277 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Doctoral dissertations in economics |v 6 | |
| 502 | |a Zugl.: Oslo, Univ., Diss., 2007 | ||
| 650 | 0 | 7 | |a Exchange Rate Pass-Through |0 (DE-588)4780246-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Exchange Rate Pass-Through |0 (DE-588)4780246-7 |D s |
| 689 | 0 | 1 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | |5 DE-188 | |
| 830 | 0 | |a Doctoral dissertations in economics |v 6 |w (DE-604)BV026408811 |9 6 | |
| 856 | 4 | 2 | |m GBV Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022147987&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-022147987 | ||
Datensatz im Suchindex
| _version_ | 1804145186698166272 |
|---|---|
| adam_text | IMAGE 1
ECONOMETRICS OF
EXCHANGE RATE PASS-THROUGH
BY IDA WOLDEN BACHE
DISSERTATION SUBMITTED TO
DEPARTMENT OF ECONOMICS, UNIVERSITY OF OSLO FOR THE DEGREE PHD ECONOMICS
SEPTEMBER 2006
IMAGE 2
CONTENTS
CHAPTER 1 INTRODUCTION AND OVERVIEW 1
1 MOTIVATION 2
2 NEW OPEN ECONOMY MACROECONOMICS AND EXCHANGE RATE PASS-THROUGH . 3
3 OVERVIEW OF THE THESIS 10
4 THE ECONOMETRICS OF EXCHANGE RATE PASS-THROUGH 15
CHAPTER 2 ESTIMATING NEW KEYNESIAN IMPORT PRICE MODELS 41
1 INTRODUCTION 42
2 NEW KEYNESIAN IMPORT PRICE EQUATIONS 44
3 EMPIRICAL IMPLEMENTATION 58
4 GMM ESTIMATION RESULTS 65
5 CONCLUDING REMARKS 69
A DETAILS ON THE DERIVATION OF THE IMPORT PRICE EQUATIONS 71
B VARIABLE DEFINITIONS AND SOURCES 76
C COINTEGRATION ANALYSIS 77
ECONOMETRICS OF EXCHANGE RATE PASS-THROUGH VII
IMAGE 3
CHAPTER 3 ASSESSING GMM AND ML ESTIMATES OF NEW
KEYNESIAN IMPORT PRICE EQUATIONS 105
1 INTRODUCTION 106
2 THE DATA GENERATING PROCESS 107
3 ESTIMATION PROCEDURES 112
4 MONTE CARLO EVIDENCE 115
5 MAXIMUM LIKELIHOOD ESTIMATION OF NEW KEYNESIAN IMPORT PRICE EQUATI-
ONS ON UK DATA 123
6 CONCLUDING REMARKS 127
CHAPTER 4 UNIT ROOTS AND EXCHANGE RATE PASS-THROUGH TO UK PRICES 151
1 INTRODUCTION 152
2 THE STRUCTURAL VAR METHODOLOGY 155
3 ESTIMATES OF EXCHANGE RATE PASS-THROUGH TO UK PRICES 158
4 SIMULATION EVIDENCE 167
5 CONCLUDING REMARKS 170
A VARIABLE DEFINITIONS AND SOURCES 175
B 1(2) COINTEGRATION ANALYSIS 176
CHAPTER 5 ASSESSING THE STRUCTURAL VAR APPROACH TO EXCHANGE RATE
PASS-THROUGH 193
1 INTRODUCTION 194
2 THE MODEL ECONOMY 196
3 MAPPING FROM THE DSGE MODEL TO A VAR 217
4 SIMULATION EXPERIMENTS 220
5 CONCLUDING REMARKS 228
A EQUILIBRIUM CONDITIONS DSGE MODEL 230
B MAPPING FROM THE VAR IN RELATIVE PRICES TO A VEQCM 238
C THE POWER OF THE COINTEGRATION TEST 241
D VARIABLE DEFINITIONS AND SOURCES 243
VLLL DOCTORAL DISSERTATIONS IN ECONOMICS NO. 6
|
| any_adam_object | 1 |
| author | Bache, Ida Wolden |
| author_facet | Bache, Ida Wolden |
| author_role | aut |
| author_sort | Bache, Ida Wolden |
| author_variant | i w b iw iwb |
| building | Verbundindex |
| bvnumber | BV026590489 |
| ctrlnum | (OCoLC)918114213 (DE-599)BVBBV026590489 |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01515nam a2200373 cb4500</leader><controlfield tag="001">BV026590489</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110228 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110326s2007 d||| m||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9788275533881</subfield><subfield code="9">978-82-7553-388-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)918114213</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV026590489</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bache, Ida Wolden</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Econometrics of exchange rate pass-through</subfield><subfield code="c">by Ida Wolden Bache</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oslo</subfield><subfield code="b">Norges Bank</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 277 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="490" ind1="1" ind2=" "><subfield code="a">Doctoral dissertations in economics</subfield><subfield code="v">6</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Oslo, Univ., Diss., 2007</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Exchange Rate Pass-Through</subfield><subfield code="0">(DE-588)4780246-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</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">Exchange Rate Pass-Through</subfield><subfield code="0">(DE-588)4780246-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Doctoral dissertations in economics</subfield><subfield code="v">6</subfield><subfield code="w">(DE-604)BV026408811</subfield><subfield code="9">6</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">GBV Datenaustausch</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=022147987&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:BVB01-022147987</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV026590489 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:15:27Z |
| institution | BVB |
| isbn | 9788275533881 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-022147987 |
| oclc_num | 918114213 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | VIII, 277 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Norges Bank |
| record_format | marc |
| series | Doctoral dissertations in economics |
| series2 | Doctoral dissertations in economics |
| spelling | Bache, Ida Wolden Verfasser aut Econometrics of exchange rate pass-through by Ida Wolden Bache Oslo Norges Bank 2007 VIII, 277 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Doctoral dissertations in economics 6 Zugl.: Oslo, Univ., Diss., 2007 Exchange Rate Pass-Through (DE-588)4780246-7 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Exchange Rate Pass-Through (DE-588)4780246-7 s Ökonometrisches Modell (DE-588)4043212-9 s DE-188 Doctoral dissertations in economics 6 (DE-604)BV026408811 6 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022147987&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bache, Ida Wolden Econometrics of exchange rate pass-through Doctoral dissertations in economics Exchange Rate Pass-Through (DE-588)4780246-7 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4780246-7 (DE-588)4043212-9 (DE-588)4113937-9 |
| title | Econometrics of exchange rate pass-through |
| title_auth | Econometrics of exchange rate pass-through |
| title_exact_search | Econometrics of exchange rate pass-through |
| title_full | Econometrics of exchange rate pass-through by Ida Wolden Bache |
| title_fullStr | Econometrics of exchange rate pass-through by Ida Wolden Bache |
| title_full_unstemmed | Econometrics of exchange rate pass-through by Ida Wolden Bache |
| title_short | Econometrics of exchange rate pass-through |
| title_sort | econometrics of exchange rate pass through |
| topic | Exchange Rate Pass-Through (DE-588)4780246-7 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Exchange Rate Pass-Through Ökonometrisches Modell Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022147987&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV026408811 |
| work_keys_str_mv | AT bacheidawolden econometricsofexchangeratepassthrough |