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Econometric Modelling of European Money Demand - Engelbert Plassmann
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Engelbert Plassmann:

Econometric Modelling of European Money Demand - Taschenbuch

ISBN: 9783790815221

[ED: Taschenbuch], [PU: Physica Verlag], Neuware - 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., [SC: 0.00], Neuware, gewerbliches Angebot, 235x155x15 mm, [GW: 328g]

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Econometric Modelling of European Money Demand - Engelbert Plassmann
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
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Engelbert Plassmann:

Econometric Modelling of European Money Demand - Taschenbuch

ISBN: 9783790815221

[ED: Taschenbuch], [PU: Physica Verlag], Neuware - 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., [SC: 0.00], Neuware, gewerbliches Angebot, 235x155x15 mm, [GW: 328g]

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Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification - Plassmann, Engelbert / Plassmann, E.
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Plassmann, Engelbert / Plassmann, E.:
Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification - gebrauchtes Buch

ISBN: 9783790815221

ID: 8028004

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. Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification Plassmann, Engelbert / Plassmann, E., Physica-Verlag

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Ecometric Modelling of European Money Demand. ( Contribution to Economics) . Aggregation, Cointegration, Identification. - Plassmann, Engelbert
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Plassmann, Engelbert:
Ecometric Modelling of European Money Demand. ( Contribution to Economics) . Aggregation, Cointegration, Identification. - Taschenbuch

2003, ISBN: 3790815225

ID: 482083

204 S. Paperback/ broschiert broschiert/ Taschenbuch Sehr guter Zustand/ very good Ex-Library. With ill.and figures. Stamped edges. Versand D: 3,00 EUR Ecometrics Europe Ökometrie Europa Geldnachfrage Geldpolitik, [PU:Physica Heidelberg,]

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Econometric Modelling of European Money Demand - Engelbert Plassmann
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(*)
Engelbert Plassmann:
Econometric Modelling of European Money Demand - Taschenbuch

2002, ISBN: 9783790815221

ID: 4707409

Aggregation, Cointegration, Identification, Softcover reprint of the original 1st ed. 2003, Softcover, Buch, [PU: Physica]

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Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification (Contributions to Economics)
Autor:

Engelbert Plassmann

Titel:

Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification (Contributions to Economics)

ISBN-Nummer:

3790815225

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 (Contributions to Economics)


EAN (ISBN-13): 9783790815221
ISBN (ISBN-10): 3790815225
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2002
Herausgeber: Physica Verlag

Buch in der Datenbank seit 13.06.2007 08:59:58
Buch zuletzt gefunden am 02.09.2016 10:12:58
ISBN/EAN: 3790815225

ISBN - alternative Schreibweisen:
3-7908-1522-5, 978-3-7908-1522-1

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