أعرض تسجيلة المادة بشكل مبسط

dc.creator Lemke, Wolfgang
dc.creator Greiber, Claus
dc.date 2005
dc.date.accessioned 2013-10-16T07:05:54Z
dc.date.available 2013-10-16T07:05:54Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/19611
dc.identifier ppn:497373440
dc.identifier RePEc:zbw:bubdp1:4220
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/19611
dc.description In this study we construct a measure of macroeconomic uncertainty from several observable economic indicators for the euro area. Indicator variables are based on financial market data, such as medium-term returns, loss and volatility measures but also come from surveys that capture business and consumer sentiment. From these we estimate the path of underlying macroeconomic uncertainty using an unobserved components model. Employing cointegration analysis it is demonstrated that the extracted measures of uncertainty help to explain the increase in euro area M3 over the period 2001 to 2004. Similar evidence can be found for US monetary aggregates.
dc.language eng
dc.relation Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2005,26
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject E41
dc.subject ddc:330
dc.subject Money demand
dc.subject Macroeconomic Uncertainty
dc.subject Excess Liquidity
dc.subject Geldnachfrage
dc.subject Geldmenge
dc.subject Konjunktur
dc.subject Makroökonomischer Einfluß
dc.subject Schätzung
dc.subject EU-Staaten
dc.subject USA
dc.title Money demand and macroeconomic uncertainty
dc.type doc-type:workingPaper
dc.coverage 2001-2004


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أعرض تسجيلة المادة بشكل مبسط