Essays on monetary policy and uncertainty:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
2016
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| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 128 Seiten Illustrationen |
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Datensatz im Suchindex
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| adam_text | ESSAYS ON MONETARY POLICY AND
UNCERTAINTY
DISSERTATION AT THE GRADUATE SCHOOL OF ECONOMICS FINANCE,
AND MANAGEMENT IN ORDER TO OBTAIN THE ACADEMIC DEGREE OF PH D
FROM THE FACULTY OF ECONOMICS AND BUSINESS ADMINISTRATION
AT JOHANN WOLFGANG GOETHE-UNIVERSITY FRANKFURT AM MAIN
SUBMITTED BY KLODIANA ISTREFI M SC
FROM HAS ALBANIA
FRANKFURT AM MAIN, 2016
Contents
List of Abbreviations ix
1 Essay 1
2 Quantifying Perceived Policy Preferences of the FOMC: 1960-2015 5
2 1 Introduction 5
2 2 Policy preferences of the FOMC: a review 8
221 The Federal Reserve and the FOMC 8
222 Monetary policy preferences in the literature 9
2 3 Policy preferences of the FOMC: 1960-2015 11
231 Methodology of quantifying perceived policy preferences 11
232 Persistent Hawks and Doves in FOMC 18
233 Evaluating FOMC perceived preferences 21
2 4 Conclusion 23
3 Economic Policy Uncertainty and Inflation Expectations 25
3 1 Introduction 25
3 2 Economic policy uncertainty and inflation expectations: a first look 29
321 Measuring economic policy uncertainty 29
322 Inflation expectations 32
3 3 Policy uncertainty shocks - a VAR analysis 33
331 The model, data and estimation 35
332 Identification strategy 37
333 Results and discussion ; 39
334 Robustness checks 46
3 4 Conclusion 49
Appendix 3 A Data 52
Appendix 3 B Stylized facts - 52
v
vi
Appendix 3 C VAR Model 55
3C1 Priors 56
Appendix 3 D Results 57
4 Subjective Interest Rate Uncertainty and the Macroeeonomy: A
Cross-country Analysis 61
4 1 Introduction 61
4 2 Subjective interest rate uncertainty 64
421 Measuring survey-based uncertainty 64
422 Interest rate uncertainty arid its dynamics 66
4 3 Interest Rate Uncertainty and the Macroeconomy 72
431 Results 74
432 One Year Ahead UnoTtainty 79
4 4 Conclusion 80
Appendix 4 A One year ahead uncertainty 82
5 Delayed Overshooting Puzzle in Structural Vector Autoregression
Models 87
5 1 Introduction 87
5 2 The model as DGP 90
521 Standard and modified UIP condition 91
5 3 VAR analysis 93
531 Identification of monetary policy shock 94
532 Results and Discussion 97
5 4 Conclusion 108
Appendix 5 A The model as DGP: Adolfson et al (2008) Ill
5A1 Households Ill
5A2 Firms 112
5A3 Monetary Policy 113
Appendix 5 B Counterfactul DGPs 115
References 117
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| spelling | Istrefi, Klodiana Verfasser aut Essays on monetary policy and uncertainty submitted by Klodiana Istrefi Frankfurt am Main 2016 IX, 128 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Dissertation Johann Wolfgang Goethe-University Frankfurt am Main 2016 (DE-588)4113937-9 Hochschulschrift gnd-content HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029440632&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Istrefi, Klodiana Essays on monetary policy and uncertainty |
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| title | Essays on monetary policy and uncertainty |
| title_auth | Essays on monetary policy and uncertainty |
| title_exact_search | Essays on monetary policy and uncertainty |
| title_full | Essays on monetary policy and uncertainty submitted by Klodiana Istrefi |
| title_fullStr | Essays on monetary policy and uncertainty submitted by Klodiana Istrefi |
| title_full_unstemmed | Essays on monetary policy and uncertainty submitted by Klodiana Istrefi |
| title_short | Essays on monetary policy and uncertainty |
| title_sort | essays on monetary policy and uncertainty |
| topic_facet | Hochschulschrift |
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