The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected als… Mehr…
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The empirical result is a data-consistent structural money demand function isolated within a properly identified, dynamic macroeconomic system for Europe. The book itself evolved from a research project within the former Son derforschungsbereich SFB 178 Internationalization of the Economy at the University of Konstanz. Its finalization entails a due amount of gratitude to be extended into several directions: I am personally indebted, first of all, to my academic supervisor, Professor Dr. Nikolaus Laufer, for originally inspiring this work and for meticulously perusing its eventual result. Professor Dr. Win fried Pohlmeier, as a second supervisor, provided valuable confidence bounds around an earlier draft. The comments of both supervisors contributed substantially to the present shape of the book. I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche Forschungsgemeinschaft in Bonn for generous sponsorship of the former SFB, whose financial support dur ing that period is gratefully acknowledged. I am also indebted to Dresdner Bank AG Frankfurt, Risk Methodology Trading, for benign tolerance of all distractions associated with the preparation of the final manuscript. Trade Books>Trade Paperback>Business>Business & Economics>Economics, Physica-Verlag HD Core >1<
BarnesandNoble.com
new in stock. Versandkosten:zzgl. Versandkosten. Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected als… Mehr…
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The empirical result is a data-consistent structural money demand function isolated within a properly identified, dynamic macroeconomic system for Europe. The book itself evolved from a research project within the former Son derforschungsbereich SFB 178 "Internationalization of the Economy" at the University of Konstanz. Its finalization entails a due amount of gratitude to be extended into several directions: I am personally indebted, first of all, to my academic supervisor, Professor Dr. Nikolaus Laufer, for originally inspiring this work and for meticulously perusing its eventual result. Professor Dr. Win fried Pohlmeier, as a second supervisor, provided valuable confidence bounds around an earlier draft. The comments of both supervisors contributed substantially to the present shape of the book. I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche Forschungsgemeinschaft in Bonn for generous sponsorship of the former SFB, whose financial support dur ing that period is gratefully acknowledged. I am also indebted to Dresdner Bank AG Frankfurt, Risk Methodology Trading, for benign tolerance of all distractions associated with the preparation of the final manuscript., Physica<
Springer.com
Nr. 978-3-7908-1522-1. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00) Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected als… Mehr…
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The empirical result is a data-consistent structural money demand function isolated within a properly identified, dynamic macroeconomic system for Europe. The book itself evolved from a research project within the former Son derforschungsbereich SFB 178 Internationalization of the Economy at the University of Konstanz. Its finalization entails a due amount of gratitude to be extended into several directions: I am personally indebted, first of all, to my academic supervisor, Professor Dr. Nikolaus Laufer, for originally inspiring this work and for meticulously perusing its eventual result. Professor Dr. Win fried Pohlmeier, as a second supervisor, provided valuable confidence bounds around an earlier draft. The comments of both supervisors contributed substantially to the present shape of the book. I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche Forschungsgemeinschaft in Bonn for generous sponsorship of the former SFB, whose financial support dur ing that period is gratefully acknowledged. I am also indebted to Dresdner Bank AG Frankfurt, Risk Methodology Trading, for benign tolerance of all distractions associated with the preparation of the final manuscript. Trade Books>Trade Paperback>Business>Business & Economics>Economics, Physica-Verlag HD Core >1<
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected als… Mehr…
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The empirical result is a data-consistent structural money demand function isolated within a properly identified, dynamic macroeconomic system for Europe. The book itself evolved from a research project within the former Son derforschungsbereich SFB 178 "Internationalization of the Economy" at the University of Konstanz. Its finalization entails a due amount of gratitude to be extended into several directions: I am personally indebted, first of all, to my academic supervisor, Professor Dr. Nikolaus Laufer, for originally inspiring this work and for meticulously perusing its eventual result. Professor Dr. Win fried Pohlmeier, as a second supervisor, provided valuable confidence bounds around an earlier draft. The comments of both supervisors contributed substantially to the present shape of the book. I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche Forschungsgemeinschaft in Bonn for generous sponsorship of the former SFB, whose financial support dur ing that period is gratefully acknowledged. I am also indebted to Dresdner Bank AG Frankfurt, Risk Methodology Trading, for benign tolerance of all distractions associated with the preparation of the final manuscript., Physica<
Nr. 978-3-7908-1522-1. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00)
1Da einige Plattformen keine Versandkonditionen übermitteln und diese vom Lieferland, dem Einkaufspreis, dem Gewicht und der Größe des Artikels, einer möglichen Mitgliedschaft der Plattform, einer direkten Lieferung durch die Plattform oder über einen Drittanbieter (Marketplace), etc. abhängig sein können, ist es möglich, dass die von eurobuch angegebenen Versandkosten nicht mit denen der anbietenden Plattform übereinstimmen.
The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the problem dealt with in this book. Its basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The resulting econometric model systematically combines statistical and economic theory by extending a cointegrated VAR into a structural ECM. The empirical outcome is a data-consistent causal money demand function, isolated within a properly identified dynamic macroeconomic system for Europe. TOC:Introduction.- Econometric Modelling.- Autoregressive Probability Models.- Structural ECM Models.- Aggregation.- Empirical Money Demand.- Technical Appendix.
Detailangaben zum Buch - Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification Engelbert Plassmann Author
EAN (ISBN-13): 9783790815221 ISBN (ISBN-10): 3790815225 Gebundene Ausgabe Taschenbuch Erscheinungsjahr: 2002 Herausgeber: Physica-Verlag HD Core >1
Buch in der Datenbank seit 2007-06-13T08:59:58+02:00 (Vienna) Detailseite zuletzt geändert am 2024-04-07T16:26:30+02:00 (Vienna) ISBN/EAN: 3790815225
ISBN - alternative Schreibweisen: 3-7908-1522-5, 978-3-7908-1522-1 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: plassmann, plaßmann, engelbert, plass, continuous project, deutsche forschungsgemeinschaft Titel des Buches: money, aggregation economics, physica, book
Daten vom Verlag:
Autor/in: Engelbert Plassmann Titel: Contributions to Economics; Econometric Modelling of European Money Demand - Aggregation, Cointegration, Identification Verlag: Physica; Physica 204 Seiten Erscheinungsjahr: 2002-09-18 Heidelberg; DE Sprache: Englisch 53,49 € (DE) 54,99 € (AT) 59,00 CHF (CH) Available X, 204 p. 25 illus.
BC; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Ökonometrie und Wirtschaftsstatistik; Verstehen; Cross-sectional Aggregation; Econometric Modelling; International Monetary Policy; Money Demand; Multivariate Cointegration Analysis; Structural Error-Correction Models; modeling; Econometrics; Macroeconomics and Monetary Economics; Makroökonomie; EA
1 Introduction.- 2 Econometric Modelling.- 3 Autoregressive Probability Models.- 4 Structural ECM Models.- 5 Aggregation.- 6 Empirical Money Demand.- 7 Conclusions.- A Technical Appendix.- A.1 Expansion of Polynomials.- A.2 Granger Representation Theorem.- A.3 Concentration of Likelihoodfunction.- A.4 Aggregation of Indices.- A.5 Identification of Cointegration Vectors.- A.6 Invalid SECM for Germany.- A.7 Data Sources.- List of Abbreviations.- List of Mathematical Symbols.- References. Includes supplementary material: sn.pub/extras
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten: