Holdings: Money as a global phenomenon

Money as a global phenomenon: an empirical analysis of global excess liquidity and its impact on the global economy, national economies and central banks

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Bibliographic Details
Main Author:	Rees, Andreas (Author)
Format:	Thesis Book
Language:	English
Published:	Lohmar [u.a.] Eul 2011
Edition:	1. Aufl.
Series:	Reihe: Quantitative Ökonomie 167
Subjects:	Vektor-autoregressives Modell Internationale Liquidität Transmissionsmechanismus Geldpolitik Internationaler Vergleich Spill-over-Effekt Hochschulschrift
Online Access:	Inhaltsverzeichnis
Physical Description:	XXXIX, 277 S. 210 mm x 148 mm, 436 g
ISBN:	9783844100761

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MARC


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Record in the Search Index

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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
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author	Rees, Andreas
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discipline	Wirtschaftswissenschaften
edition	1. Aufl.
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isbn	9783844100761
language	English
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physical	XXXIX, 277 S. 210 mm x 148 mm, 436 g
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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

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