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2005-10-12Buch DOI: 10.18452/3513
Further VAR Evidence for the Effectiveness of a Credit Channel in Germany
dc.contributor.authorHoltemöller, Oliver
dc.date.accessioned2017-06-15T21:14:15Z
dc.date.available2017-06-15T21:14:15Z
dc.date.created2005-10-12
dc.date.issued2005-10-12
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4165
dc.description.abstractIn this paper, the empirical relevance of the credit channel for the explanation of monetary policy transmission in Germany during the period of monetary targeting from 1975 to 1998 is analyzed. While existing studies of the credit channel rely mostly on the analysis of monetary policy effects on balance sheet items, both quantities and financing costs are considered here. Using vector autoregressive models, impulse response analysis and forecast error variance decompositions, strong empirical evidence for the effectiveness and relevance of a credit channel in Germany can be reported.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectvectorautoregressive modelseng
dc.subjectCredit channeleng
dc.subjectmonetary policy transmissioneng
dc.subjectmoney channeleng
dc.subject.ddc330 Wirtschaft
dc.titleFurther VAR Evidence for the Effectiveness of a Credit Channel in Germany
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049290
dc.identifier.doihttp://dx.doi.org/10.18452/3513
local.edoc.pages22
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2002
dc.identifier.zdb2135319-0
bua.series.nameSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
bua.series.issuenumber2002,66

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