Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2009
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, economic studies
2009,18 |
| Online-Zugang: | Volltext Inhaltsverzeichnis |
| Beschreibung: | Auch im Internet verfügbar. - Zsfassung in dt. Sprache |
| Beschreibung: | 35 S. graph. Darst. |
| ISBN: | 9783865585349 9783865585356 |
Internformat
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| 020 | |a 9783865585356 |9 978-3-86558-535-6 | ||
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-017726854 | ||
Datensatz im Suchindex
| _version_ | 1804139368931131392 |
|---|---|
| adam_text | Titel: Money and monetary policy transmission in the euro area
Autor: Bläs, Barno
Jahr: 2009
Contents
1 Introduction................................................................................. 1
2 FAVARModel.............................................................................. 4
2.1 Model Framework.................................................................. 4
2.2 Empirical Implementation......................................................... 5
3 Data.......................................................................................... 7
4 Estimation Results......................................................................... 9
4.1 Results of the FAVARModel...................................................... 10
4.2 Results of the VAR Model......................................................... 15
5 Conclusion.................................................................................. 18
Appendix 1: Specification of the VAR Model......................................... 20
Appendix 2: Data Transformation........................................................ 21
References................................................................................... 24
Lists of Tables and Figures
Table 1 Explanatory power of factors for some macroeconomic variables....... 8
Table 2 Data transformation............................................................. 21
Figure 1 Impulse responses to a monetary tightening shock in the FAVAR model 10
Figure 2 Impulse responses of monetary aggregates to a monetary tightening
shock................................................................................. 12
Figure 3 Impulse responses to a monetary tightening shock in the FAVAR model 13
Figure 4 Impulse responses to a monetary tightening shock in the VAR model..... 17
Figure 5 Monetary policy shock in the VAR versus FAVAR model (in
percentage points).................................................................. 18
|
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| ctrlnum | (OCoLC)643054331 (DE-599)BVBBV035672605 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035672605 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:42:59Z |
| institution | BVB |
| isbn | 9783865585349 9783865585356 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017726854 |
| oclc_num | 643054331 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR DE-12 DE-20 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-12 DE-20 DE-188 |
| physical | 35 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, economic studies |
| spelling | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches Barno Blaes Frankfurt am Main Dt. Bundesbank 2009 35 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, economic studies 2009,18 Auch im Internet verfügbar. - Zsfassung in dt. Sprache Bläs, Barno Sonstige (DE-588)13195556X oth Deutsche Bundesbank Discussion paper Series 1, economic studies ; 2009,18 (DE-604)BV017594637 2009,18 http://hdl.handle.net/10419/27744 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017726854&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches |
| title | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches |
| title_auth | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches |
| title_exact_search | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches |
| title_full | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches Barno Blaes |
| title_fullStr | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches Barno Blaes |
| title_full_unstemmed | Money and monetary policy transmission in the euro area evidence from FAVAR- and VAR approaches Barno Blaes |
| title_short | Money and monetary policy transmission in the euro area |
| title_sort | money and monetary policy transmission in the euro area evidence from favar and var approaches |
| title_sub | evidence from FAVAR- and VAR approaches |
| url | http://hdl.handle.net/10419/27744 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017726854&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
| work_keys_str_mv | AT blasbarno moneyandmonetarypolicytransmissionintheeuroareaevidencefromfavarandvarapproaches |