Essays in dynamic macroeconomics:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 155 S. graph. Darst. |
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Datensatz im Suchindex
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| adam_text | Titel: Essays in dynamic macroeconomics
Autor: Margaritov, Emil
Jahr: 2011
Contents
List of Figures......................................... 2
List of Tables......................................... 3
List of Original Papers.................................... 4
I Introduction 5
Summary ........................................... 6
Deutsche Zusammenfassung................................. 10
II Research papers 11
1 Financial Integration and welfare maximizing monetary policy 12
1.1 Introduction....................................... 12
1.2 The Model........................................ 14
1.2.1 Realeconomy ................................. 14
1.2.2 Financial markets................................ 19
1.3 Policy Analysis..................................... 25
1.3.1 Calibration................................... 25
1.3.2 Financial Integration and optimal monetary policy .............. 27
1.3.3 Welfare maximization and macro-financial dynamics............. 31
1.4 Conclusion ....................................... 35
2 Macroeconomk and term structure dynamics under imperfect policy credibility 63
2.1 Introduction....................................... 63
2.2 The Model........................................ 66
2.2.1 Households................................... 66
2.2.2 Firms...................................... 69
2.2.3 Market Clearing and monetary policy ..................... 70
2.2.4 Assetpricing.................................. 71
2.2.5 Information structure.............................. 72
2.3 Macro-Financial Dynamics and Imperfect Policy Credibility............. 74
2.3.1 Model Solution and calibration......................... 74
2.3.2 Macroeconomic and term structure dynamics................. 76
2.3.3 Private sector perceptions and imperfect policy credibility.......... 81
2.4 Optimal Monetary Policy and Imperfect Policy Credibility.............. 85
2.5 Conclusion ....................................... 89
3 News and policy foresight in a macro-fmance model of the US 104
3.1 Introduction....................................... 104
3.2 The Model........................................ 106
3.2.1 Model framework ............................... 106
3.2.2 Stochastic structure............................... 110
3.3 Estimation Results ................................... 112
3.3.1 Data and estimation methodology....................... 112
3.3.2 Priors and posterior estimates......................... 113
3.3.3 Model fit.................................... 115
3.4 The Roleof News.................................... 116
3.4.1 Macroeconomic flucruations.......................... 116
3.4.2 Term structure variability............................ 120
3.4.3 Impulse responses............................... 123
3.5 Counterfactual Analysis ................................ 129
3.5.1 Falsenews................................... 129
3.5.2 Policy scenarios ................................ 132
3.6 Conclusions....................................... 134
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| any_adam_object | 1 |
| author | Margaritov, Emil |
| author_GND | (DE-588)1019812524 |
| author_facet | Margaritov, Emil |
| author_role | aut |
| author_sort | Margaritov, Emil |
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| building | Verbundindex |
| bvnumber | BV040517461 |
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| dewey-full | 339 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
| dewey-raw | 339 |
| dewey-search | 339 |
| dewey-sort | 3339 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| spelling | Margaritov, Emil Verfasser (DE-588)1019812524 aut Essays in dynamic macroeconomics von Emil Margaritov 2011 155 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Frankfurt (Main), Univ., Diss., 2011 Dynamisches Modell (DE-588)4150932-8 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Theorie (DE-588)4059787-8 gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf Zinsstruktur (DE-588)4067855-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Makroökonomie (DE-588)4037174-8 s Dynamisches Modell (DE-588)4150932-8 s Geldpolitik (DE-588)4019902-2 s Kreditmarkt (DE-588)4073788-3 s Zinsstruktur (DE-588)4067855-6 s Theorie (DE-588)4059787-8 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025363832&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Margaritov, Emil Essays in dynamic macroeconomics Dynamisches Modell (DE-588)4150932-8 gnd Geldpolitik (DE-588)4019902-2 gnd Theorie (DE-588)4059787-8 gnd Makroökonomie (DE-588)4037174-8 gnd Zinsstruktur (DE-588)4067855-6 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4150932-8 (DE-588)4019902-2 (DE-588)4059787-8 (DE-588)4037174-8 (DE-588)4067855-6 (DE-588)4073788-3 (DE-588)4113937-9 |
| title | Essays in dynamic macroeconomics |
| title_auth | Essays in dynamic macroeconomics |
| title_exact_search | Essays in dynamic macroeconomics |
| title_full | Essays in dynamic macroeconomics von Emil Margaritov |
| title_fullStr | Essays in dynamic macroeconomics von Emil Margaritov |
| title_full_unstemmed | Essays in dynamic macroeconomics von Emil Margaritov |
| title_short | Essays in dynamic macroeconomics |
| title_sort | essays in dynamic macroeconomics |
| topic | Dynamisches Modell (DE-588)4150932-8 gnd Geldpolitik (DE-588)4019902-2 gnd Theorie (DE-588)4059787-8 gnd Makroökonomie (DE-588)4037174-8 gnd Zinsstruktur (DE-588)4067855-6 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Dynamisches Modell Geldpolitik Theorie Makroökonomie Zinsstruktur Kreditmarkt Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025363832&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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