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Bücher Wissen & Bildung Englische Bücher Sozialwissenschaft, Recht, Wirtschaft Wirtschaft Volkswirtschaft Econometric Modelling of European Money Demand
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Econometric Modelling of European Money Demand
Engelbert Plassmann (Broschiert, Englisch)
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Beschreibung
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. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
18.09.2002
Sprache
Englisch
EAN
9783790815221
Herausgeber
Physica
Serien- oder Bandtitel
Contributions to Economics
Sonderedition
Nein
Autor
Engelbert Plassmann
Seitenanzahl
204
Einbandart
Broschiert
Buch Untertitel
Aggregation, Cointegration, Identification
Schlagwörter
Cross-sectional Aggregation, Econometric Modelling, International Monetary Policy, Money Demand, Multivariate Cointegration Analysis, Structural Error-Correction Models, modeling
Thema-Inhalt
KCH - Ökonometrie und Wirtschaftsstatistik
KCB - Makroökonomie
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer Nature Customer Service Center GmbH, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com
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