Essays in macroeconomics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Göttingen
Sierke
2012
|
| Edition: | 1. Aufl. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 131 S. graph. Darst. |
| ISBN: | 9783868444254 |
Staff View
MARC
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| 245 | 1 | 0 | |a Essays in macroeconomics |c Josef Hollmayr |
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Record in the Search Index
| _version_ | 1804149340530278400 |
|---|---|
| adam_text | IMAGE 1
C O N T E N T S
LIST O F O R I G I N A L W O R K I N G P A P E R S V I
D A N K S A G U N G V I I
O V E R V I E W V I I I
D E U T S C H E Z U S A M M E N F A S S U N G I X
1 U N C O N V E N T I O N A L M O N E T A R Y P O L I C Y IN A D S G E -
M O D E L 1
1.1 INTRODUCTION 1
1.2 MODEL 4
1.2.1 HOUSEHOLD 4
1.2.2 ENTREPRENEUR 5
1.2.3 CAPITAL P R O D U C E R 7
1.2.4 RETAILER 7
1.2.5 COMMERCIAL B A N K 7
1.2.6 INVESTMENT B A N K 9
1.2.7 CENTRAL B A N K 11
1.2.8 AGGREGATE CONDITIONS 12
1.3 CALIBRATION 13
1.4 RESULTS 14
1.4.1 IMPULSE RESPONSES T O SHOCKS 15
1.4.2 MONETARY POLICY IN TIMES OF BOOM-BUST CYCLES 17
1.4.3 EXIT STRATEGIES 18
1.5 CONCLUSION 20
L . A APPENDIX 21
2 F I S C A L A N D M O N E T A R Y P O L I C Y IN T H E E U R O A R E A
3 7
2.1 INTRODUCTION 37
2.2 MODEL 40
2.2.1 HOUSEHOLDS 40
I
HTTP://D-NB.INFO/1023960907
IMAGE 2
C O N T E N T S
2.2.2 F I R M S 44
2.2.3 MONETARY A N D FISCAL RULES 44
2.2.4 MARKET CLEARING 46
2.2.5 FOREIGN ECONOMY 46
2.3 ESTIMATION 47
2.3.1 D A T A 47
2.3.2 DEVIATIONS FROM STEADY S T A T E 48
2.3.3 CALIBRATION 49
2.3.4 BAYESIAN ESTIMATION OF EACH C O U N T R Y 50
2.4 SOLUTION 51
2.4.1 STACKING ACCORDING T O G V A R METHODOLOGY 51
2.4.2 SOLUTION T O RATIONAL EXPECTATIONS MODEL 52
2.5 RESULTS 53
2.5.1 FISCAL SPILLOVERS 53
2.5.2 DECOMPOSITION OF CHANNELS 55
2.5.3 MONETARY TRANSMISSION 56
2.5.4 STABILIZATION POLICY 57
2.5.5 PREDOMINANCE OF MONETARY POLICY 58
2.6 CONCLUSION 59
2.A APPENDIX 61
3 ( G ) V A R 9 2
3.1 INTRODUCTION 92
3.2 ANALYTICAL RESULTS 94
3.2.1 DYNAMIC ANALYSIS 94
3.2.2 EFFECTS OF MISSPECIFICATION 98
3.3 NUMERICAL RESULTS 100
3.3.1 UNIVARIATE CASE 100
3.3.2 MULTIVARIATE CASE 101
3.4 EMPIRICAL APPLICATION 103
3.4.1 D A T A 103
3.4.2 MODELS A N D ESTIMATION 104
3.4.3 RESULTS 106
3.5 CONCLUSION 108
3.A APPENDIX 110
B I B L I O G R A P H Y 1 2 3
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-10T00:21:28Z |
| institution | BVB |
| isbn | 9783868444254 |
| language | English |
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| physical | XIV, 131 S. graph. Darst. |
| publishDate | 2012 |
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| spelling | Hollmayr, Josef 1981- Verfasser (DE-588)1025431944 aut Essays in macroeconomics Josef Hollmayr 1. Aufl. Göttingen Sierke 2012 XIV, 131 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zugl.: Frankfurt am Main, Univ., Diss., 2012 Makroökonomie (DE-588)4037174-8 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Makroökonomie (DE-588)4037174-8 s Geldpolitik (DE-588)4019902-2 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025170983&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hollmayr, Josef 1981- Essays in macroeconomics Makroökonomie (DE-588)4037174-8 gnd Geldpolitik (DE-588)4019902-2 gnd |
| subject_GND | (DE-588)4037174-8 (DE-588)4019902-2 (DE-588)4113937-9 |
| title | Essays in macroeconomics |
| title_auth | Essays in macroeconomics |
| title_exact_search | Essays in macroeconomics |
| title_full | Essays in macroeconomics Josef Hollmayr |
| title_fullStr | Essays in macroeconomics Josef Hollmayr |
| title_full_unstemmed | Essays in macroeconomics Josef Hollmayr |
| title_short | Essays in macroeconomics |
| title_sort | essays in macroeconomics |
| topic | Makroökonomie (DE-588)4037174-8 gnd Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Makroökonomie Geldpolitik Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025170983&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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