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  1. Modelling the fiscal effects of aid
    an impulse response approach for Ghana
    Author: Morrissey, Oliver; Osei, Robert Darko; Lloyd, Tim A.
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: HWWA discussion paper ; 170
    Subjects: Entwicklungshilfe; Öffentliche Finanzen; Finanzpolitik; Schätzung; Ghana; impulse response function
    Scope: VII, 25 S, graph. Darst
    Notes:

    Literaturverz. S. 21 - 23
  2. Modelling the fiscal effects of aid
    an impulse response approach for Ghana
    Author: Morrissey, Oliver; Osei, Robert Darko; Lloyd, Tim A.
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    6 B 38956
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    B/43174
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    Universitätsbibliothek Kiel, Zentralbibliothek
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    WP 14-170
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 706 (170)
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    Universitätsbibliothek Rostock
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    QG 000 H991 D6-170
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: HWWA discussion paper ; 170
    Subjects: Entwicklungshilfe; Öffentliche Finanzen; Finanzpolitik; Schätzung; Ghana; impulse response function
    Scope: VII, 25 S, graph. Darst
    Notes:

    Literaturverz. S. 21 - 23
  3. The impact of monetary policy on corporate bonds under regime shifts
    Author: Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
    Published: [2015]
    Publisher:  IGIER, Università Bocconi, Milano, Italy

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: November, 2015
    Series: Working paper series / IGIER ; n. 562
    Subjects: Unconventional monetary policy; corporate bonds; term structure of Treasury yields; impulse response function; Markov switching vector autoregression
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  4. Identifying and measuring the contagion channels at work in the European financial crises
    Author: Guidolin, Massimo; Pedio, Manuela
    Published: [2016]
    Publisher:  IGIER, Università Bocconi, Milano, Italy

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: August, 2016
    Series: Working paper series / IGIER ; n. 586
    Subjects: Contagion channels; Markov switching models; vector autoregressions; impulse response function; flight-to-quality; flight-to-liquidity; risk premium
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen
  5. Structural vector autoregressive models and monetary policy analysis
    Author: Holtemöller, Oliver
    Published: 2002
    Publisher:  Sonderforschungsbereich 373, Berlin

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1190 (2002.7)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse ; 2002,7
    Subjects: Geldpolitik; Wirkungsanalyse; VAR-Modell; Schätzung; Deutschland; EU-Staaten; Structural Vector Autoregression model; impulse response function
    Scope: 42 S, graph. Darst, 21 cm
    Notes:

    Literaturverz. S. 40 - 42
  6. The regime-dependent determination of credibility
    a new look at European interest differentials
    Published: May 2001
    Publisher:  Inst. für Wirtschaftspolitik an der Univ. Köln, Köln

    Once you allow for persistence in macroeconomic variables, two aspects of exchange rate credibility emerge whose relative importance can vary over time. Hence, the effect of policy measures on interest rate differentials becomes ambiguous. In this... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1547 (2001.2)
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    Once you allow for persistence in macroeconomic variables, two aspects of exchange rate credibility emerge whose relative importance can vary over time. Hence, the effect of policy measures on interest rate differentials becomes ambiguous. In this paper, a Markov-switching VAR that allows for parameter shifts across regimes is employed to test the hypothesis of regime-dependent determination of credibility for major EMS countries. The model separates two regimes that are distinct with respect to the time series properties of the interest rate spread. Regime-dependent impulse response functions reveal substantial differences in the response of spreads to macroeconomic shocks across regimes. -- Regime-switching ; VAR ; interest rate differentials ; regimedependent impulse response functions ; credibility

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/39249
    Series: IWP discussion paper ; 2001,2
    Subjects: Zinsstruktur; Glaubwürdigkeit; Wechselkurssystem; Währungsspekulation; Europäisches Währungssystem; regime switching; impulse response function
    Scope: Online-Ressource, 33 p., text, ill
  7. Modelling the fiscal effects of aid
    an impulse response analysis for Ghana
    Author: Osei, Robert Darko; Morrissey, Oliver; Lloyd, Tim A.
    Published: 2003
    Publisher:  Centre for Research in Economic Development and Internat. Trade, Univ. of Nottingham, Nottingham

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 613 (03.10)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: CREDIT research paper ; 03/10
    Subjects: Entwicklungshilfe; Öffentliche Finanzen; Finanzpolitik; Schätzung; Ghana; impulse response function; Economic assistance; Fiscal policy
    Scope: 29 S, graph. Darst
  8. Modelling the fiscal effects of aid
    an impulse response approach for Ghana
    Author: Morrissey, Oliver
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    6 B 38956
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    Bibliothek für Wirtschaftswissenschaften
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    Frei 10: W3/21
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    B/43174
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    Universitätsbibliothek Kiel, Zentralbibliothek
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    WP 14-170
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 706 (170)
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    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
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    wrc 10.06:i/h14-170
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
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    02/30 B
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    Universitätsbibliothek Rostock
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    QG 000 H991 D6-170
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    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
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    2561/123
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: HWWA discussion paper ; 170
    Subjects: Entwicklungshilfe; Öffentliche Finanzen; Finanzpolitik; Schätzung; Ghana; impulse response function
    Scope: VII, 25 S., graph. Darst.
    Notes:

    Literaturverz. S. 21 - 23
  9. Modelling the fiscal effects of aid
    an impulse response approach for Ghana
    Author: Morrissey, Oliver
    Published: 2002
    Publisher:  Hamburgisches Welt-Wirtschafts-Archiv (HWWA), Hamburg

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: HWWA discussion paper ; 170
    Subjects: Entwicklungshilfe; Öffentliche Finanzen; Finanzpolitik; Schätzung; Ghana; impulse response function
    Scope: VII, 25 S., graph. Darst.
    Notes:

    Literaturverz. S. 21 - 23
  10. Monetäre Schocks in VAR-Modellen
    Author: Gerke, Rafael; Werner, Thomas
    Published: Juli 2001
    Publisher:  Technische Universität Darmstadt, Institut für Volkswirtschaftslehre, Darmstadt

    Im folgenden soll versucht werden, empirische Evidenz zum Transmissionsmechanismus mit Hilfe monetärer Schocks zu generieren. Die quantitativen Auswirkungen der monetären Impulse werden mit Hilfe von Impuls-Antwort-Funktionen beschrieben, wobei die... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 53 (106)
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    Im folgenden soll versucht werden, empirische Evidenz zum Transmissionsmechanismus mit Hilfe monetärer Schocks zu generieren. Die quantitativen Auswirkungen der monetären Impulse werden mit Hilfe von Impuls-Antwort-Funktionen beschrieben, wobei die Impuls- Antwort-Funktionen auf einem VAR Modell basieren. Bei der Schätzung der Impuls- Antwort-Folgen wird berücksichtigt, dass die zugrundeliegenden Daten meistenteils eine Einheitswurzel (unit root) aufweisen und die Zeitreihen kointegriert sind. Die Konfidenzintervalle der geschätzten Impuls-Antwort-Folgen werden mit Hilfe eines Bootstrap-Verfahrens ermittelt.

     
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/84860
    Series: Array ; Nr. 106
    Subjects: Geldpolitische Transmission; Geldpolitik; Schock; VAR-Modell; Schätzung; Theorie; Deutschland; impulse response function
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  11. The cooling effect of pulse imports on price
    the case of the pigeon pea in India
    Author: Negi, Akanksha; Roy, Devesh
    Published: 2015
    Publisher:  Internat. Food Policy Research Inst., Washington, DC

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: IFPRI discussion paper ; 1439
    Subjects: pigeon pea; cointegration; impulse response function
    Scope: Online-Ressource (VI, 13 S.), graph. Darst.
  12. Modelling the fiscal effects of aid
    an impulse response analysis for Ghana
    Author: Osei, Robert Darko; Morrissey, Oliver; Lloyd, Tim A.
    Published: July 2003
    Publisher:  Centre for Research in Economic Development and International Trade, University of Nottingham, Nottingham

    An important feature of aid to developing countries is that it is given to the government. As a result, aid should be expected to affect fiscal behaviour. Traditional approaches to modelling fiscal effects are beset by theoretical and empirical... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 252 (2003,10)
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    An important feature of aid to developing countries is that it is given to the government. As a result, aid should be expected to affect fiscal behaviour. Traditional approaches to modelling fiscal effects are beset by theoretical and empirical problems. This paper applies techniques developed in the "macroeconometrics" literature to estimate the dynamic linkages between aid and fiscal aggregates. Vector autoregressive methods are applied to 34 years of annual data in Ghana to model the effect of aid on fiscal behaviour. Results suggest that aid to Ghana has been associated with reduced domestic borrowing and increased tax effort, combining to increase public spending. The paper provides evidence that aid has been associated with improved fiscal performance in Ghana, implying that the aid has been used sensibly (at least in fiscal terms).

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/81747
    Series: CREDIT research paper ; no. 03, 10
    Subjects: Entwicklungshilfe; Öffentliche Finanzen; Finanzpolitik; Schätzung; Ghana; impulse response function; Economic assistance; Fiscal policy
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  13. Nominal rigidities and the dynamic effects of a monetary shock
    Author: Gerke, Rafael
    Published: August 2001
    Publisher:  Technische Universität Darmstadt, Institut für Volkswirtschaftslehre, Darmstadt

    Two dynamic sticky price models with monopolistic competition in the goods market are presented. In the first model, each intermediate goods producer faces quadratic costs of adjusting its nominal price as introduced by Rotemberg (1982); the second... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 53 (107)
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    Two dynamic sticky price models with monopolistic competition in the goods market are presented. In the first model, each intermediate goods producer faces quadratic costs of adjusting its nominal price as introduced by Rotemberg (1982); the second model incorporates staggered price setting as proposed by Taylor (1980) and recently discussed by Chari/Kehoe/McGrattan (2000). Using the approximation method and the toolkit of Uhlig (1999) these models are used to derive theoretical impulse response functions. One aim is to check whether these two different forms of nominal price rigidities imply quantitatively and qualitatively different impulse response functions. Interestingly, both models do not seem to imply as much persistence as empirical impulse response functions typically indicate. However, qualitative differences do exist.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/84849
    Series: Array ; Nr. 107
    Subjects: Konjunkturtheorie; Monopolistischer Wettbewerb; Preisrigidität; Geldpolitik; Schock; Geldpolitische Transmission; Vergleich; Theorie; impulse response function
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  14. The price relevance of fiscal developments
    Author: Afonso, António; Jalles, João Tovar
    Published: November 2015
    Publisher:  ISEG - School of Economics and Management, Department of Economics, University of Lisbon, Lisbon

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10400.5/10676
    Series: Working papers / ISEG, School of Economics and Management, Department of Economics ; WP 2015, 16 DE/UECE
    Subjects: price level; yields; Ricardian regimes; SURE; local projection; impulse response function
    Scope: 1 Online-Ressource (circa 18 Seiten), Illustrationen
  15. Markups’ cyclical behavior
    the role of demand and supply shocks
    Author: Afonso, António; Jalles, João Tovar
    Published: February 2015
    Publisher:  ISEG - School of Economics and Management, Department of Economics, University of Lisbon, Lisbon

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10400.5/8613
    Series: Working papers / ISEG, School of Economics and Management, Department of Economics ; WP 2015, 08 DE/UECE
    Subjects: Blanchard-Quah; mark-up; VAR; impulse response function; local projection
    Scope: 1 Online-Ressource (circa 9 Seiten), Illustrationen
  16. The interactions of monetary and fiscal policies on inflation dynamics
    a case of Ghana
    Author: Leshoro, Temitope Lydia A.
    Published: [2021]
    Publisher:  University of South Africa, [Pretoria]

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    Verlag (kostenfrei)

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 755
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: UNISA economic research working paper series ; 2021, 17 (October 2021)
    Subjects: monetary policy; fiscal policy; inflation; vector error correction mechanism; impulse response function; variance decomposition; Ghana
    Scope: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  17. Bias correction of persistence measures in fractionally integrated models
    Author: Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen
    Published: September 2014
    Publisher:  Monash University, Department of Econometrics and Business Statistics, Victoria

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Revised 13, 29
    Series: Working paper / Monash University, Department of Econometrics and Business Statistics ; 14, 19
    Subjects: Long memory; ARFIMA; sieve bootstrap; bootstrap-based biascorrection; sample autocorrelation function; impulse response function
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  18. Lietuvos investicijų paveikslas
    Author: Comunale, Mariarosaria; Coppa, Eglė; Imbrasas, D.; Mociūnaitė, Laura
    Published: [2021]
    Publisher:  Lietuvos Bankas, Vilnius

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 13
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    Source: Union catalogues
    Language: Lithuanian
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 11159/5201
    Series: Teminiu̧ straipsniu̧ serija / Lietuvos Bankas ; nr. 35 (2021)
    Subjects: business investment; government investment; private investment; public investment; foreign direct investment; investment intensity; economic structure; crowd-out and crowd-in channels; R&D; infrastructure; human capital; labour productivity; shift-share analysis; Bayesian vector autoregression; impulse response function
    Scope: 1 Online-Ressource (circa 81 Seiten), Illustrationen
  19. Monetäre Schocks in VAR-Modellen
    Author: Gerke, Rafael; Werner, Thomas
    Published: 2001
    Publisher:  Inst. für Volkswirtschaftslehre, Darmstadt

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 707 (106)
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Array ; Nr. 106
    Subjects: Geldpolitische Transmission; Geldpolitik; Schock; VAR-Modell; Schätzung; Theorie; Deutschland; impulse response function
    Scope: 47 S, graph. Darst, 21 cm
    Notes:

    Literaturverz. S. 33 - 36
  20. Nominal rigidities and the dynamic effects of a monetary shock
    Author: Gerke, Rafael
    Published: [2001]
    Publisher:  Inst. für Volkswirtschaftslehre, Darmstadt

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 707 (107)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; Nr. 107
    Subjects: Konjunkturtheorie; Monopolistischer Wettbewerb; Preisrigidität; Geldpolitik; Schock; Geldpolitische Transmission; Vergleich; Theorie; impulse response function
    Scope: 30 S, graph. Darst, 21 cm
    Notes:

    Literaturverz. S. 28 - 30