Money as a global phenomenon: an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks
Gespeichert in:
1. Verfasser: | |
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Format: | Abschlussarbeit Buch |
Sprache: | English |
Veröffentlicht: |
Lohmar [u.a.]
Eul
2011
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Ausgabe: | 1. Aufl. |
Schriftenreihe: | Reihe: Quantitative Ökonomie
167 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XXXIX, 277 S. 210 mm x 148 mm, 436 g |
ISBN: | 9783844100761 |
Internformat
MARC
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245 | 1 | 0 | |a Money as a global phenomenon |b an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks |c Andreas Rees |
250 | |a 1. Aufl. | ||
264 | 1 | |a Lohmar [u.a.] |b Eul |c 2011 | |
300 | |a XXXIX, 277 S. |c 210 mm x 148 mm, 436 g | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
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490 | 1 | |a Reihe: Quantitative Ökonomie |v 167 | |
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999 | |a oai:aleph.bib-bvb.de:BVB01-024716754 |
Datensatz im Suchindex
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adam_text | IMAGE 1
XI
TABLE OF CONTENTS
LIST OF FIGURES .............. ............................ ............
........... ............ ............ .XIII
LIST OF TABLES XV
LIST OF APPENDICES .............................. ........ ...........
............ ........... ......... XVII
LIST OF ABBREVIATIONS X IX
LIST OF SYMBOLS XXIII
1 INTRODUCTION............. ........... ........ ............
....................... ........ ... 1
2 THEORETICAL ASPECTS 5
2.1 INTERNATIONAL MONETARY SPILLOVER EFFECTS 5
2.1.1 MONETARIST VIEW 5
2.1.2 CURRENCY SUBSTITUTION 8
2.1.3 MUNDELL-FLEMING-DORNBUSCH MODEL 11
2.1.4 NEW OPEN ECONOMY MACROECONOMICS 15
2.1.5 ALTERNATIVE APPROACHES 17
2.2 ASYMMETRIC CENTRAL BANK BEHAVIOR AND INFLATION BIAS 20
3 LITERATURE REVIEW OF EMPIRICAL STUDIES 27
4 HYPOTHESES FOR EMPIRICAL EXAMINATION 37
5 DATA AND VARIABLES 41
6 A GLOBAL MONEY FACTOR 49
6.1 FACTOR ANALYSIS 49
6.2 GRANGER CAUSALITY TESTS 62
6.3 STRUCTURAL BREAKS 66
7 INTERNATIONAL TRANSMISSION IN STRUCTURAL MODELS 87
7.1 OPEN ECONOMY VARS 87
7.1.1 G7 COUNTRIES PLUS EURO ZONE 87
7.1.2 EMU 97
7.2 A GLOBAL SFAVAR U6_
7.2.1 METHODOLOGY 116
7.2.2 IMPULSE RESPONSE ANALYSIS (I): GLOBAL FACTORS 124
7.2.3 IMPULSE RESPONSE ANALYSIS (II): NATIONAL VARIABLES 136
7.2.4 VARIANCE DECOMPOSITION ANALYSIS 149
7.2.5 EXCLUSION RESTRICTIONS 154
7.2.6 ADDITIONAL GLOBAL SHOCKS 159
7.2.7 STRUCTURAL BREAKS 169
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1016259298
DIGITALISIERT DURCH
IMAGE 2
XII TABLE OF CONTENTS
7.2.8 ROBUSTNESS CHECKS 184
7.3 INFLATION BIAS OF MONETARY POLICY 189
8 SUMMARY OF EMPIRICAL RESULTS 197
9 POLICY IMPLICATIONS 201
10 CONCLUSIONS...............................
.............................................................................
209
REFERENCES............................................................................................................................
213
APPENDIX.............................................
.............................................................................
229
|
any_adam_object | 1 |
author | Rees, Andreas |
author_facet | Rees, Andreas |
author_role | aut |
author_sort | Rees, Andreas |
author_variant | a r ar |
building | Verbundindex |
bvnumber | BV039857121 |
classification_rvk | QK 900 |
ctrlnum | (OCoLC)780104041 (DE-599)DNB1016259298 |
dewey-full | 332.0424 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.0424 |
dewey-search | 332.0424 |
dewey-sort | 3332.0424 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
edition | 1. Aufl. |
format | Thesis Book |
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genre_facet | Hochschulschrift |
id | DE-604.BV039857121 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T00:12:47Z |
institution | BVB |
isbn | 9783844100761 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024716754 |
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physical | XXXIX, 277 S. 210 mm x 148 mm, 436 g |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
publisher | Eul |
record_format | marc |
series | Reihe: Quantitative Ökonomie |
series2 | Reihe: Quantitative Ökonomie |
spelling | Rees, Andreas Verfasser aut Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks Andreas Rees 1. Aufl. Lohmar [u.a.] Eul 2011 XXXIX, 277 S. 210 mm x 148 mm, 436 g txt rdacontent n rdamedia nc rdacarrier Reihe: Quantitative Ökonomie 167 Zugl.: Duisburg-Essen, Univ., Diss., 2011 Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Internationale Liquidität (DE-588)4114038-2 gnd rswk-swf Transmissionsmechanismus (DE-588)4117242-5 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Internationaler Vergleich (DE-588)4120509-1 gnd rswk-swf Spill-over-Effekt (DE-588)4225795-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Geldpolitik (DE-588)4019902-2 s Internationale Liquidität (DE-588)4114038-2 s Spill-over-Effekt (DE-588)4225795-5 s Transmissionsmechanismus (DE-588)4117242-5 s Internationaler Vergleich (DE-588)4120509-1 s Vektor-autoregressives Modell (DE-588)4288533-4 s DE-604 Reihe: Quantitative Ökonomie 167 (DE-604)BV023548254 167 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024716754&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Rees, Andreas Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks Reihe: Quantitative Ökonomie Vektor-autoregressives Modell (DE-588)4288533-4 gnd Internationale Liquidität (DE-588)4114038-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd Geldpolitik (DE-588)4019902-2 gnd Internationaler Vergleich (DE-588)4120509-1 gnd Spill-over-Effekt (DE-588)4225795-5 gnd |
subject_GND | (DE-588)4288533-4 (DE-588)4114038-2 (DE-588)4117242-5 (DE-588)4019902-2 (DE-588)4120509-1 (DE-588)4225795-5 (DE-588)4113937-9 |
title | Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks |
title_auth | Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks |
title_exact_search | Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks |
title_full | Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks Andreas Rees |
title_fullStr | Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks Andreas Rees |
title_full_unstemmed | Money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks Andreas Rees |
title_short | Money as a global phenomenon |
title_sort | money as a global phenomenon an empirical analysis of global excess liquidity and its impact on the global economy national economies and central banks |
title_sub | an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks |
topic | Vektor-autoregressives Modell (DE-588)4288533-4 gnd Internationale Liquidität (DE-588)4114038-2 gnd Transmissionsmechanismus (DE-588)4117242-5 gnd Geldpolitik (DE-588)4019902-2 gnd Internationaler Vergleich (DE-588)4120509-1 gnd Spill-over-Effekt (DE-588)4225795-5 gnd |
topic_facet | Vektor-autoregressives Modell Internationale Liquidität Transmissionsmechanismus Geldpolitik Internationaler Vergleich Spill-over-Effekt Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024716754&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV023548254 |
work_keys_str_mv | AT reesandreas moneyasaglobalphenomenonanempiricalanalysisofglobalexcessliquidityanditsimpactontheglobaleconomynationaleconomiesandcentralbanks |