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dc.contributor.author | Eleftheriou, María | spa |
dc.date.accessioned | 2013-11-27T17:26:08Z | |
dc.date.available | 2013-11-27T17:26:08Z | |
dc.date.issued | 2009 | spa |
dc.identifier.citation | Eleftheriou, M. (2009). Monetary policy in Germany: a cointegration analysis on the relevance of interest rate rules. Economic Modelling, 26(5), 946-960. | spa |
dc.identifier.issn | 02649993 | spa |
dc.identifier.uri | http://hdl.handle.net/11268/480 | |
dc.description.abstract | The paper attempts to identify an empirical relationship that characterizes the way the Bundesbank adjusted its short-term rate with respect to various objectives. By building on a careful exploration of the properties of the variables involved, it is established that interest rate rules -often remarkably similar to the Taylor rule-remain valid and relevant in a Vector Error Correction framework, and thereby proposing a distinctive interpretation of German monetary policy during the period 1975-1998. (C) 2009 Elsevier B.V. All rights reserved. | spa |
dc.language.iso | eng | spa |
dc.subject.other | Cointegration | spa |
dc.subject.other | Impulse Response Analysis | spa |
dc.subject.other | Monetary Policy | spa |
dc.subject.other | Taylor Rule | spa |
dc.subject.other | Vector Error Correction Model | spa |
dc.subject.other | Deutsche Bundesbank | spa |
dc.subject.other | Time-Series | spa |
dc.subject.other | Unit-Root | spa |
dc.subject.other | Real-Time | spa |
dc.subject.other | Transmission | spa |
dc.subject.other | Regressions | spa |
dc.subject.other | Bundesbank | spa |
dc.subject.other | Shifts | spa |
dc.subject.other | Funds | spa |
dc.subject.other | Tests | spa |
dc.subject.other | Rank | spa |
dc.subject.other | Business & Economics | spa |
dc.title | Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules | spa |
dc.type | article | spa |
dc.description.impact | 0.588 JCR (2009) Q3, 154/247 Economics | spa |
dc.identifier.doi | 10.1016/j.econmod.2009.03.003 | spa |
dc.rights.accessRights | closedAccess | en |
dc.subject.unesco | Política monetaria | spa |
dc.subject.unesco | Alemania | spa |
dc.description.filiation | UEM | spa |
dc.peerreviewed | Si | spa |
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