Holdings: Uncovering changing relations in financial and monetary economics

Uncovering changing relations in financial and monetary economics:

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Bibliographic Details
Main Author:	Meller, Barbara 1982- (Author)
Format:	Thesis Book
Language:	English
Published:	Marburg Tectum-Verl. 2009
Subjects:	Europäische Union Inflation Wirtschaftswachstum Kreditmarkt Volatilität Währungsunion Persistenz Globalisierung USA Hochschulschrift
Online Access:	Inhaltsverzeichnis
Physical Description:	XII, 109 S. graph. Darst.
ISBN:	9783828821323

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MARC


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Record in the Search Index

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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
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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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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 Wirtschaftswachstum (DE-588)4066527-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Währungsunion (DE-588)4188829-7 gnd rswk-swf Persistenz (DE-588)4136610-4 gnd rswk-swf Globalisierung (DE-588)4557997-0 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 Wirtschaftswachstum (DE-588)4066527-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Volatilität (DE-588)4268390-7 gnd Währungsunion (DE-588)4188829-7 gnd Persistenz (DE-588)4136610-4 gnd Globalisierung (DE-588)4557997-0 gnd
subject_GND	(DE-588)5098525-5 (DE-588)4026887-1 (DE-588)4066527-6 (DE-588)4073788-3 (DE-588)4268390-7 (DE-588)4188829-7 (DE-588)4136610-4 (DE-588)4557997-0 (DE-588)4078704-7 (DE-588)4113937-9
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 Wirtschaftswachstum (DE-588)4066527-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Volatilität (DE-588)4268390-7 gnd Währungsunion (DE-588)4188829-7 gnd Persistenz (DE-588)4136610-4 gnd Globalisierung (DE-588)4557997-0 gnd
topic_facet	Europäische Union Inflation Wirtschaftswachstum Kreditmarkt Volatilität Währungsunion Persistenz Globalisierung 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
work_keys_str_mv	AT mellerbarbara uncoveringchangingrelationsinfinancialandmonetaryeconomics

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