Gespeichert in:
| Titel: | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB |
|---|---|
| Von: |
Pierre L. Siklos ; Thomas Werner ; Martin T. Bohl
|
| Person: |
Siklos, Pierre L.
1955- Verfasser aut Werner, Thomas Bohl, Martin T. 1962- |
| Hauptverfassende: | , , |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2004
|
| Schriftenreihe: | Discussion paper
Series 1, Studies of the Economic Research Centre ; 2004,22 |
| Notation: | QB 910 |
| Medienzugang: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012902620&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Zsfassung in dt. Sprache |
| Umfang: | 37 S. graph. Darst. |
| ISBN: | 3865580092 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV019524603 | ||
| 003 | DE-604 | ||
| 005 | 20050304 | ||
| 007 | t| | ||
| 008 | 041027s2004 xx d||| |||| 00||| eng d | ||
| 020 | |a 3865580092 |9 3-86558-009-2 | ||
| 035 | |a (OCoLC)76528258 | ||
| 035 | |a (DE-599)BVBBV019524603 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-703 |a DE-473 |a DE-20 |a DE-355 |a DE-521 |a DE-83 |a DE-11 |a DE-188 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Siklos, Pierre L. |d 1955- |e Verfasser |0 (DE-588)124307256 |4 aut | |
| 245 | 1 | 0 | |a Asset prices in Taylor rules |b specification, estimation, and policy implications for the ECB |c Pierre L. Siklos ; Thomas Werner ; Martin T. Bohl |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2004 | |
| 300 | |a 37 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Deutsche Bundesbank : Series 1, Studies of the Economic Research Centre |v 2004,22 | |
| 500 | |a Zsfassung in dt. Sprache | ||
| 700 | 1 | |a Werner, Thomas |e Verfasser |4 aut | |
| 700 | 1 | |a Bohl, Martin T. |d 1962- |e Verfasser |0 (DE-588)128862378 |4 aut | |
| 810 | 2 | |a Deutsche Bundesbank |t Discussion paper |v Series 1, Studies of the Economic Research Centre ; 2004,22 |w (DE-604)BV017594637 |9 2004,22 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012902620&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-012902620 | |
Datensatz im Suchindex
| DE-BY-UBR_call_number | 00/QB 910 D486 B9-2004,22 |
|---|---|
| DE-BY-UBR_katkey | 3620640 |
| DE-BY-UBR_location | UB Magazin |
| DE-BY-UBR_media_number | 069033338392 |
| _version_ | 1835111092934672384 |
| adam_text | Contents
1 Introduction 1
2 Standard Versus Extended Taylor Rules: Key Considerations 4
3 Estimation and Testing Strategy 6
3.1 Standard reaction function estimates and econometric 7
considerations
3.2 Extended Taylor rules 12
3.3 Discussion 13
4 Data and Empirical Evidence 15
5 Conclusions 23
References 24
Lists of Tables and Figures
Table 1 Taylor Rule Coefficients: Selected Estimates 6
Table 2 Coefficients in Forward Looking Standard and Extended 17
Taylor Rules: Full sample Estimates
Table 3 Estimates of Coefficients in Backward Looking Taylor 20
Rules
Table 4 Estimates of Coefficients in Forecasting Rules 28
Figure 1 Monetary Policy in the ECB Era: Some Counterfactual 29
Experiments
|
| any_adam_object | 1 |
| author | Siklos, Pierre L. 1955- Werner, Thomas Bohl, Martin T. 1962- |
| author_GND | (DE-588)124307256 (DE-588)128862378 |
| author_facet | Siklos, Pierre L. 1955- Werner, Thomas Bohl, Martin T. 1962- |
| author_role | aut aut aut |
| author_sort | Siklos, Pierre L. 1955- |
| author_variant | p l s pl pls t w tw m t b mt mtb |
| building | Verbundindex |
| bvnumber | BV019524603 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)76528258 (DE-599)BVBBV019524603 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01596nam a2200337 cb4500</leader><controlfield tag="001">BV019524603</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20050304 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">041027s2004 xx d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3865580092</subfield><subfield code="9">3-86558-009-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)76528258</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019524603</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Siklos, Pierre L.</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124307256</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Asset prices in Taylor rules</subfield><subfield code="b">specification, estimation, and policy implications for the ECB</subfield><subfield code="c">Pierre L. Siklos ; Thomas Werner ; Martin T. Bohl</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Dt. Bundesbank</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">37 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Deutsche Bundesbank : Series 1, Studies of the Economic Research Centre</subfield><subfield code="v">2004,22</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Zsfassung in dt. Sprache</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Werner, Thomas</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Bohl, Martin T.</subfield><subfield code="d">1962-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128862378</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Deutsche Bundesbank</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">Series 1, Studies of the Economic Research Centre ; 2004,22</subfield><subfield code="w">(DE-604)BV017594637</subfield><subfield code="9">2004,22</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012902620&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-012902620</subfield></datafield></record></collection> |
| id | DE-604.BV019524603 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T12:00:53Z |
| institution | BVB |
| isbn | 3865580092 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012902620 |
| oclc_num | 76528258 |
| open_access_boolean | |
| owner | DE-12 DE-703 DE-473 DE-BY-UBG DE-20 DE-355 DE-BY-UBR DE-521 DE-83 DE-11 DE-188 |
| owner_facet | DE-12 DE-703 DE-473 DE-BY-UBG DE-20 DE-355 DE-BY-UBR DE-521 DE-83 DE-11 DE-188 |
| physical | 37 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Studies of the Economic Research Centre |
| spellingShingle | Siklos, Pierre L. 1955- Werner, Thomas Bohl, Martin T. 1962- Asset prices in Taylor rules specification, estimation, and policy implications for the ECB |
| title | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB |
| title_auth | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB |
| title_exact_search | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB |
| title_full | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB Pierre L. Siklos ; Thomas Werner ; Martin T. Bohl |
| title_fullStr | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB Pierre L. Siklos ; Thomas Werner ; Martin T. Bohl |
| title_full_unstemmed | Asset prices in Taylor rules specification, estimation, and policy implications for the ECB Pierre L. Siklos ; Thomas Werner ; Martin T. Bohl |
| title_short | Asset prices in Taylor rules |
| title_sort | asset prices in taylor rules specification estimation and policy implications for the ecb |
| title_sub | specification, estimation, and policy implications for the ECB |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012902620&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
| work_keys_str_mv | AT siklospierrel assetpricesintaylorrulesspecificationestimationandpolicyimplicationsfortheecb AT wernerthomas assetpricesintaylorrulesspecificationestimationandpolicyimplicationsfortheecb AT bohlmartint assetpricesintaylorrulesspecificationestimationandpolicyimplicationsfortheecb |
Inhaltsverzeichnis
UB Magazin
Bestellen und vier Wochen ausleihen mit Verlängerungsoption| Signatur: | 00 QB 910 D486 B9-2004,22 |
|---|---|
| Exemplar 1 | entleihbar Vorhanden |