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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/17891Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Gottschalk, Jan | - |
| dc.date | 2001 | - |
| dc.date.accessioned | 2013-10-16T06:57:13Z | - |
| dc.date.available | 2013-10-16T06:57:13Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/17891 | - |
| dc.identifier | ppn:333219910 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/17891 | - |
| dc.description | In this paper, the structural vector autoregression methodology is used to decompose the euro area nominal short-term interest rate into an expected inflation and an ex-ante real interest rate component. The latter may be a useful indicator of the monetary policy stance of the ECB. To this end, a vector autoregression model comprised of the differenced interest rate series and the stationary component of the real interest rate is estimated and shocks to expected inflation and the ex-ante real rate are identified using the long-run restriction that only shocks to expected inflation have long-run effects on the nominal interest rate. | - |
| dc.language | eng | - |
| dc.publisher | Kiel Institute for the World Economy (IfW) Kiel | - |
| dc.relation | Kieler Arbeitspapiere 1067 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | E52 | - |
| dc.subject | C32 | - |
| dc.subject | ddc:330 | - |
| dc.subject | Monetary policy stance | - |
| dc.subject | Inflation expectations | - |
| dc.subject | Structural vector autoregressive model | - |
| dc.subject | Inflationserwartung | - |
| dc.subject | Realzins | - |
| dc.subject | Zins | - |
| dc.subject | VAR-Modell | - |
| dc.subject | Europäische Wirtschafts- und Währungsunion | - |
| dc.subject | Monetärer Indikator | - |
| dc.subject | Schäzung | - |
| dc.subject | EU-Staaten | - |
| dc.title | Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions | - |
| dc.type | doc-type:workingPaper | - |
| dc.coverage | 1980-2000 | - |
| Appears in Collections: | EconStor | |
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