The behavior of interest rates and credit flows: persistence and cycles
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIX, 75 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | CONTENTS
LIST OF ORIGINAL WORKING PAPERS V
OVERVIEW XI
DEUTSCHE ZUSAMMENFASSUNG XV
1 CONTROLLABILITY AND PERSISTENCE OF MONEY MARKET RATES
THE
CURVE: EVIDENCE FROM THE EURO AREA 1
1.1 INTRODUCTION 2
1.2 POLICY SPREADS AND
RATE EXPECTATIONS 3
1.2.1 DATA 3
1.2.2 INTEREST RATE EXPECTATIONS AND
SPREADS 5
1.2.3 UNIT ROOT TESTS 7
1.3 FRACTIONAL INTEGRATION AND THE PERSISTENCE OF POLICY SPREADS . 8
1.3.1 FRACTIONAL INTEGRATION 8
1.3.2 ESTIMATING THE ORDER OF FRACTIONAL INTEGRATION .... 9
1.3.3 THE PERSISTENCE OF POLICY SPREADS 10
1.3.4 SENSITIVITY ANALYSIS: LONG MEMORY VS STRUCTURAL BREAK 10
1.4 MONETARY POLICY IMPLEMENTATION AND THE PERSISTENCE OF POL
ICY SPREADS 12
1.5 CONCLUDING REMARKS 14
2
NONSTATIONARY TIME SERIES: RANDOM WALK PLUS
NOISE VS. FRACTIONAL INTEGRATION 17
2.1 INTRODUCTION 18
2.2 STOCHASTIC PROPERTIES OF THE MODEIS 19
2.3 ESTIMATING THE DEGREE OF PERSISTENCE 24
2.4 TESTING UC AGAINST
FROM
25
2.5 CONCLUSIONS 29
3 CREDIT CYCLES AND BUSINESS CYCLES IN GERMANY: A
ANALYSIS IN THE FREQUENCY DOMAIN 31
3.1 INTRODUCTION 32
3.2 CREDIT AND GROWTH DATA FOR GERMANY 36
DATA 36
3.2.2 SUMMARY STATISTICS 37
3.3
COMOVEMENT IN THE
DOMAIN 40
3.3.1
40
3.3.2 INTERPRETATION OF THE
RELATIONSHIPS 41
3.4 MEASURING COMOVEMENT IN THE FREQUENCY DOMAIN 43
3.4.1 UNIVARIATE ANALYSIS - DETECTING CYCLES 43
3.4.2 BIVARIATE ANALYSIS -
AND PHASE 47
3.5
REMARKS 56
BIBLIOGRAPHY 65
|
| any_adam_object | 1 |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.46 |
| dewey-search | 332.46 |
| dewey-sort | 3332.46 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| spelling | Busch, Ulrike Verfasser aut The behavior of interest rates and credit flows persistence and cycles vorgelegt von Ulrike Busch 2011 XIX, 75 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Frankfurt (Main), Univ., Diss., 2011 Realwirtschaft (DE-588)4236488-7 gnd rswk-swf Kredit (DE-588)4032923-9 gnd rswk-swf Zins (DE-588)4067845-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Zins (DE-588)4067845-3 s Kredit (DE-588)4032923-9 s Realwirtschaft (DE-588)4236488-7 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024686311&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Busch, Ulrike The behavior of interest rates and credit flows persistence and cycles Realwirtschaft (DE-588)4236488-7 gnd Kredit (DE-588)4032923-9 gnd Zins (DE-588)4067845-3 gnd |
| subject_GND | (DE-588)4236488-7 (DE-588)4032923-9 (DE-588)4067845-3 (DE-588)4143413-4 (DE-588)4113937-9 |
| title | The behavior of interest rates and credit flows persistence and cycles |
| title_auth | The behavior of interest rates and credit flows persistence and cycles |
| title_exact_search | The behavior of interest rates and credit flows persistence and cycles |
| title_full | The behavior of interest rates and credit flows persistence and cycles vorgelegt von Ulrike Busch |
| title_fullStr | The behavior of interest rates and credit flows persistence and cycles vorgelegt von Ulrike Busch |
| title_full_unstemmed | The behavior of interest rates and credit flows persistence and cycles vorgelegt von Ulrike Busch |
| title_short | The behavior of interest rates and credit flows |
| title_sort | the behavior of interest rates and credit flows persistence and cycles |
| title_sub | persistence and cycles |
| topic | Realwirtschaft (DE-588)4236488-7 gnd Kredit (DE-588)4032923-9 gnd Zins (DE-588)4067845-3 gnd |
| topic_facet | Realwirtschaft Kredit Zins Aufsatzsammlung Hochschulschrift |
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