Uncovering changing relations in financial and monetary economics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Marburg
Tectum-Verl.
2009
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 109 S. graph. Darst. |
| ISBN: | 9783828821323 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | LIST OF ORIGINAL WORKING PAPERS V LIST OF FIGURES IX LIST OF TABLES XI
PREFACE 1 1 THE TWO-SIDED EFFECT OF FINANCIAL GLOBALIZATION ON OUTPUT
VOLATILITY 11 1.1 INTRODUCTION 11 1.2 THRESHOLD MODEL 13 1.3 VARIABLE
SELECTION AND DATA DESCRIPTION 17 1.4 EMPIRICAL ANALYSIS 20 1.5
ASSESSING THE ROBUSTNESS OF THE RESULTS 26 1.6 TWO EXAMPLES 33 1.7
CONCLUDING REMARKS 35 1.8 REFERENCES 48 2 THE IMPACT OF THE EUROPEAN
MONETARY UNION ON INFLATION PERSISTENCE IN THE EURO AREA 53 2.1
INTRODUCTION 53 2.2 INFLATION PERSISTENCE IN THE PRE-EMU PERIOD 56 2.2.1
FRACTIONAL INTEGRATION AS MEASURE OF PERSISTENCE.... 56 VII
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/998798010 DIGITALISIERT
DURCH CURRICULUM VITAE 107 2.2.2 DATA 57 2.2.3 ESTIMATING INFLATION
PERSISTENCE IN THE PRE-EMU PERIOD 57 2.2.4 REVIEW OF THE EMPIRICAL
LITERATURE 60 2.3 INFLATION PERSISTENCE IN THE EMU-PERIOD 61 2.3.1 PANEL
ESTIMATOR OF FRACTIONAL INTEGRATION 63 2.3.2 HOW TO CHOOSE J AND M: A
MONTE CARLO STUDY .... 64 2.3.3 ESTIMATING INFLATION PERSISTENCE IN THE
EMU-PERIOD . 65 2.4 CONCLUDING REMARKS 67 2.5 REFERENCES 72 3 DETECTING
A CHANGE IN INFLATION PERSISTENCE IN THE PRESENCE OF LONG MEMORY: A NEW
TEST 75 3.1 INTRODUCTION * 75 3.2 REVIEW OF (TESTS AGAINST) A BREAK IN
PERSISTENCE 77 3.2.1 A BREAK IN PERSISTENCE 77 3.2.2 TESTING AGAINST A
BREAK IN PERSISTENCE 79 3.3 A NEW TEST AGAINST A BREAK IN PERSISTENCE 81
3.3.1 LIMITING DISTRIBUTION 81 3.3.2 FINITE SAMPLE PERFORMANCE 83 3.4
TESTING AGAINST A CHANGE IN U.S. INFLATION PERSISTENCE .... 89 3.4.1
CONSTRUCTING INFLATION RATES 89 3.4.2 TESTING AGAINST A CHANGE IN
INFLATION PERSISTENCE .... 93 3.4.3 TIME-VARIANT INFLATION PERSISTENCE
IN THE LITERATURE . . 96 3.5 CONCLUDING REMARKS 101 3.6 REFERENCES 103
|
| any_adam_object | 1 |
| author | Meller, Barbara 1982- |
| author_GND | (DE-588)140228098 |
| author_facet | Meller, Barbara 1982- |
| author_role | aut |
| author_sort | Meller, Barbara 1982- |
| author_variant | b m bm |
| building | Verbundindex |
| bvnumber | BV036033450 |
| classification_rvk | QC 300 |
| ctrlnum | (OCoLC)602601746 (DE-599)DNB998798010 |
| dewey-full | 332.41 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.41 |
| dewey-search | 332.41 |
| dewey-sort | 3332.41 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV036033450 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:09:49Z |
| institution | BVB |
| isbn | 9783828821323 |
| language | English |
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| spelling | Meller, Barbara 1982- Verfasser (DE-588)140228098 aut Uncovering changing relations in financial and monetary economics Barbara Meller Marburg Tectum-Verl. 2009 XII, 109 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zugl.: Frankfurt, Univ., Diss., 2009 Europäische Union (DE-588)5098525-5 gnd rswk-swf Inflation (DE-588)4026887-1 gnd rswk-swf Persistenz (DE-588)4136610-4 gnd rswk-swf Wirtschaftswachstum (DE-588)4066527-6 gnd rswk-swf Globalisierung (DE-588)4557997-0 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Währungsunion (DE-588)4188829-7 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf USA (DE-588)4078704-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kreditmarkt (DE-588)4073788-3 s Globalisierung (DE-588)4557997-0 s Wirtschaftswachstum (DE-588)4066527-6 s Volatilität (DE-588)4268390-7 s DE-188 Europäische Union (DE-588)5098525-5 b Währungsunion (DE-588)4188829-7 s Inflation (DE-588)4026887-1 s Persistenz (DE-588)4136610-4 s USA (DE-588)4078704-7 g DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018925485&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Meller, Barbara 1982- Uncovering changing relations in financial and monetary economics Europäische Union (DE-588)5098525-5 gnd Inflation (DE-588)4026887-1 gnd Persistenz (DE-588)4136610-4 gnd Wirtschaftswachstum (DE-588)4066527-6 gnd Globalisierung (DE-588)4557997-0 gnd Volatilität (DE-588)4268390-7 gnd Währungsunion (DE-588)4188829-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
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| title | Uncovering changing relations in financial and monetary economics |
| title_auth | Uncovering changing relations in financial and monetary economics |
| title_exact_search | Uncovering changing relations in financial and monetary economics |
| title_full | Uncovering changing relations in financial and monetary economics Barbara Meller |
| title_fullStr | Uncovering changing relations in financial and monetary economics Barbara Meller |
| title_full_unstemmed | Uncovering changing relations in financial and monetary economics Barbara Meller |
| title_short | Uncovering changing relations in financial and monetary economics |
| title_sort | uncovering changing relations in financial and monetary economics |
| topic | Europäische Union (DE-588)5098525-5 gnd Inflation (DE-588)4026887-1 gnd Persistenz (DE-588)4136610-4 gnd Wirtschaftswachstum (DE-588)4066527-6 gnd Globalisierung (DE-588)4557997-0 gnd Volatilität (DE-588)4268390-7 gnd Währungsunion (DE-588)4188829-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Europäische Union Inflation Persistenz Wirtschaftswachstum Globalisierung Volatilität Währungsunion Kreditmarkt USA Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018925485&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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