Exchange rate dynamics, expectations, and monetary policy:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English German |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2011
|
| Series: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2011,18 |
| Subjects: | |
| Online Access: | Volltext Inhaltsverzeichnis |
| Item Description: | Auch im Internet verfügbar. - Zsfassungen in dt. und engl. Sprache |
| Physical Description: | 47 S. graph. Darst. |
| ISBN: | 9783865587305 9783865587312 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | IMAGE 1
CONTENT
1 INTRODUCTION 1
2 THE EXCHANGE RATE MODEL 5
2.1 DECOMPOSITION 5
2.2 MODELING STRATEGIES IN THE EXISTING LITERATURE 7
3 CONSENSUS INTEREST RATE FORECASTS 10
4 GOODNESS OF FIT OF THE MONETARY POLICY COMPONENT 11
4.1 CORRELATION 12
4.2 OUT-OF-SAMPLE FIT 15
5 EXPECTATION FORMATION PROCESS (EFP) OF MONETARY POLICY STANCE 19
5.1 VAR LEARNING 19
5.2 PROPERTIES OF THE MARKET EFP 23
5.2.1 EFP FOR PRE-EURO MONETARY POLICY 24
5.2.2 EFP FOR EURO ERA MONETARY POLICY 27
5.3 ROBUSTNESS CHECK 29
6 COMPARISON WITH THE PREVIOUS LITERATURE 29
7 CONCLUSION 31
8 APPENDIX A: DATA DESCRIPTION 36
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1014841720
DIGITALISIERT DURCH
|
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV039572730 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:06:32Z |
| institution | BVB |
| isbn | 9783865587305 9783865587312 |
| language | English German |
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| physical | 47 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
| spelling | Chen, Qianying 1981- Verfasser (DE-588)143378198 aut Exchange rate dynamics, expectations, and monetary policy Qianying Chen Frankfurt am Main Dt. Bundesbank 2011 47 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2011,18 Auch im Internet verfügbar. - Zsfassungen in dt. und engl. Sprache Schätzung (DE-588)4193791-0 gnd rswk-swf Erwartungswert (DE-588)4152930-3 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf Wechselkurs (DE-588)4064921-0 s Erwartungswert (DE-588)4152930-3 s Schätzung (DE-588)4193791-0 s b DE-604 Deutsche Bundesbank Discussion paper Series 1, Economic studies ; 2011,18 (DE-604)BV017594637 2011,18 http://hdl.handle.net/10419/48868 Verlag kostenfrei Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024424211&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chen, Qianying 1981- Exchange rate dynamics, expectations, and monetary policy Schätzung (DE-588)4193791-0 gnd Erwartungswert (DE-588)4152930-3 gnd Wechselkurs (DE-588)4064921-0 gnd |
| subject_GND | (DE-588)4193791-0 (DE-588)4152930-3 (DE-588)4064921-0 |
| title | Exchange rate dynamics, expectations, and monetary policy |
| title_auth | Exchange rate dynamics, expectations, and monetary policy |
| title_exact_search | Exchange rate dynamics, expectations, and monetary policy |
| title_full | Exchange rate dynamics, expectations, and monetary policy Qianying Chen |
| title_fullStr | Exchange rate dynamics, expectations, and monetary policy Qianying Chen |
| title_full_unstemmed | Exchange rate dynamics, expectations, and monetary policy Qianying Chen |
| title_short | Exchange rate dynamics, expectations, and monetary policy |
| title_sort | exchange rate dynamics expectations and monetary policy |
| topic | Schätzung (DE-588)4193791-0 gnd Erwartungswert (DE-588)4152930-3 gnd Wechselkurs (DE-588)4064921-0 gnd |
| topic_facet | Schätzung Erwartungswert Wechselkurs |
| url | http://hdl.handle.net/10419/48868 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024424211&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
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