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Titel:	Money demand in Europe an empirical approach ; with 46 tables
Von:	Christian Müller
Person:	Müller, Christian Verfasser aut
Hauptverfasser:	Müller, Christian (VerfasserIn)
Format:	Hochschulschrift/Dissertation Buch
Sprache:	Englisch
Veröffentlicht:	Heidelberg [u.a.] Physica-Verl. 2003
Schriftenreihe:	Contributions to economics
Notation:	QK 220 QM 333
Schlagwörter:	Europäische Union Demand for money > Europe Monetary policy > Europe Geldtheorie Währungsunion Geldnachfrage Europa Hochschulschrift
Medienzugang:	http://www.loc.gov/catdir/toc/fy041/2003050571.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010292298&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010292298&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XIII, 240 S. graph. Darst.
ISBN:	3790800643

Internformat

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Datensatz im Suchindex

DE-BY-UBR_call_number	40/QM 333 M946
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DE-BY-UBR_location	UB Lesesaal Wirtschaft
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adam_text	Contents 1 Introduction . 1 2 Economie and Econometric Concepts . 5 2.1 Introduction . 5 2.2 Economics of the Demand for Money . 6 2.2.1 A Specific-to-General Approach . 6 2.2.2 Economic Theory and Implications for Empirical Applications . 11 2.3 System Analysis of Money Demand Functions . 13 2.3.1 Choice of Variables . 13 2.3.2 The Statistical Model, the Long- and Short-run . 16 2.3.3 Economic Relationships & Cointegration Hypotheses . 21 2.3.4 Efficient Estimation and Weak Exogeneity . 27 2.3.5 Identification Issues . 31 2.4 Summary: Econometric Analysis and Economic Interpretation. 35 3 Unit Root Tests for Time Series with a Structural Break . 39 3.1 Introduction . 39 3.2 Models for Time Series with Level Shifts . 41 3.2.1 Estimation of Nuisance Parameters . 43 3.3 The Test Statistics . 46 XII Contents 3.4 Flexible Shifts, Computational Issues and Extensions . 48 3.4.1 Model Checking . 51 3.4.2 Extensions . 52 3.5 Examples . 54 3.5.1 Data Description . 55 3.5.2 Estimation of the Break Points . 56 3.5.3 Graphical Analysis . 58 3.5.4 Test Statistics and Test Decisions . 63 3.6 Conclusions . 69 3.A Figures . 72 4 Monetary Policy in Erance Prior to European Monetary Union . 85 4.1 Introduction . 85 4.2 Preparing for the Euro: Implications for Money Demand Analysis . 86 4.2.1 Brief Summary of the Events . 87 4.2.2 An Economic Point of View . 88 4.2.3 A Small Econometric Study . 93 4.2.4 Comparison of Two Econometric Models of the CIP . 103 4.2.5 CIP Analysis: Concluding Remarks .108 4.3 Money Supply in France Prior to EMU .112 4.3.1 On French Money Demand .112 4.3.2 Data and Model .114 4.3.3 Estimation of the Long-run Parameters .117 4.3.4 Determination of the Cointegration Matrix .124 4.3.5 Stability Analysis .130 4.3.6 Comparing Model Alternatives .141 4.3.7 Economic Interpretation .153 4.4 Summary and Conclusion .161 Contents XIII 4.A Data, Tables ала Figures .163 5 Money Demand in Europe: Evidence from the Past .171 5.1 Introduction .171 5.2 Preliminary Considerations .172 5.2.1 Problems Related to Aggregation .173 5.2.2 Interpretation Problems .174 5.3 Constructing European Data .178 5.4 Cointegration Analysis .181 5.4.1 Uni-variate and Multi- variate Data Properties .182 5.4.2 Identification of Cointegration Vectors .190 5.4.3 Properties of the Long-run Dynamics in the System . 197 5.4.4 A General Comparison of Two Alternative Models .201 5.4.5 Interpretation of the Long-run Relationships .208 5.5 Conclusions .211 5. A Appendix: Tables, Figures and the Data .213 6 Summary and Outlooks .221 List of Tables .225 List of Figures .229 References .231 The EUBQhas now Ьееа;їа-ріа'е&'-\|ог:шо)те/:аі:ЕШ two years, bat only the future wffi. teflif the BCB policy proves successful in the long-term. Whether the monetary authorities have sufficient in¬ formation, and more important, the right information to manage the EURO currency, has been an open question and will remain so for some time to come. This book discusses the economic prin¬ cipals underlying the demand for money as a potentially useful relationship for policy makers, and the possibilities to recover its properties by means of multivariate tune series analysis. It applies the outcome of these considerations to the whole EURO area as well as to France. While for the aggregate, a money demand function can be specified and be shown to have good forecasting properties, this fails in the French case. This book puts forth economic arguments that attempt to explain this. At various steps of the analysis, special attention is given to breaks in time series data. The presentation carefully outlines ail means that have been used to cope with shifts in coefficients of the co- integration relations. A separate chapter is dedicated to testing for unit roots in time series with level shifts. This includes detec¬ tion of break points, provision of test statistics, graphical evalua¬ tion of the empirical models and illustration of the procedure with a large set of international macroeconomic data.
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author	Müller, Christian
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dewey-search	332.4/94/01 21
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dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
format	Thesis Book
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isbn	3790800643
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-010292298
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series2	Contributions to economics
spellingShingle	Müller, Christian Money demand in Europe an empirical approach ; with 46 tables Europäische Union (DE-588)5098525-5 gnd Demand for money -- Europe Monetary policy -- Europe Geldtheorie (DE-588)4121333-6 gnd Währungsunion (DE-588)4188829-7 gnd Geldnachfrage (DE-588)4128444-6 gnd
subject_GND	(DE-588)5098525-5 (DE-588)4121333-6 (DE-588)4188829-7 (DE-588)4128444-6 (DE-588)4113937-9
title	Money demand in Europe an empirical approach ; with 46 tables
title_auth	Money demand in Europe an empirical approach ; with 46 tables
title_exact_search	Money demand in Europe an empirical approach ; with 46 tables
title_full	Money demand in Europe an empirical approach ; with 46 tables Christian Müller
title_fullStr	Money demand in Europe an empirical approach ; with 46 tables Christian Müller
title_full_unstemmed	Money demand in Europe an empirical approach ; with 46 tables Christian Müller
title_short	Money demand in Europe
title_sort	money demand in europe an empirical approach with 46 tables
title_sub	an empirical approach ; with 46 tables
topic	Europäische Union (DE-588)5098525-5 gnd Demand for money -- Europe Monetary policy -- Europe Geldtheorie (DE-588)4121333-6 gnd Währungsunion (DE-588)4188829-7 gnd Geldnachfrage (DE-588)4128444-6 gnd
topic_facet	Europäische Union Demand for money -- Europe Monetary policy -- Europe Geldtheorie Währungsunion Geldnachfrage Europa Hochschulschrift
url	http://www.loc.gov/catdir/toc/fy041/2003050571.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010292298&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010292298&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT mullerchristian moneydemandineuropeanempiricalapproachwith46tables

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