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https://hdl.handle.net/10419/28073
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Berger, Helge | en |
dc.contributor.author | Österholm, Pär | en |
dc.date.accessioned | 2008-07-09 | - |
dc.date.accessioned | 2009-09-25T13:28:45Z | - |
dc.date.available | 2009-09-25T13:28:45Z | - |
dc.date.issued | 2008 | - |
dc.identifier.isbn | 3938369787 | en |
dc.identifier.uri | http://hdl.handle.net/10419/28073 | - |
dc.description.abstract | In this note, we use multivariate models estimated with Bayesian techniques and an out-ofsample approach to investigate whether money growth Granger-causes output growth in the United States. We find surprisingly strong evidence for a money-output link over the 1960-2005 period. However, further analysis indicates that this result is likely to be misleading; after the Great moderation, the Granger-causal role of money appears to have vanished completely. | en |
dc.language.iso | eng | en |
dc.publisher | |aFreie Universität Berlin, Fachbereich Wirtschaftswissenschaft |cBerlin | en |
dc.relation.ispartofseries | |aDiskussionsbeiträge |x2008/7 | en |
dc.subject.jel | E47 | en |
dc.subject.jel | E52 | en |
dc.subject.jel | C53 | en |
dc.subject.jel | C32 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Bayesian VAR | en |
dc.subject.keyword | out-of-sample forecasting | en |
dc.subject.keyword | granger causality | en |
dc.subject.keyword | money | en |
dc.subject.keyword | output | en |
dc.subject.keyword | federal reserve | en |
dc.subject.keyword | Volcker | en |
dc.subject.stw | Geldpolitik | en |
dc.subject.stw | Geldmenge | en |
dc.subject.stw | Gesamtwirtschaftliche Produktion | en |
dc.subject.stw | Konjunktur | en |
dc.subject.stw | VAR-Modell | en |
dc.subject.stw | Kausalanalyse | en |
dc.subject.stw | Schätzung | en |
dc.subject.stw | USA | en |
dc.title | Does money still matter for U.S. output? | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 571534899 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:fubsbe:20087 | en |
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