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A vectorautoregressive investment model (VIM) and monetary policy transmission: panel evidence from German firms Author info | Abstract | Publisher info | Download info | Related research | Statistics Ulf von Kalckreuth
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Paper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2003 with number
107.
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Paper Jörg Breitung & Chirinko, Robert S. & von Kalckreuth, Ulf, 2003.
"A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms ,"
Discussion Paper Series 1: Economic Studies
2003,06, Deutsche Bundesbank, Research Centre.
[Downloadable!] von Kalckreuth, Ulf & Jorg Breitung & Robert S Chirinko, 2003.
"A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms ,"
Royal Economic Society Annual Conference 2003
213, Royal Economic Society.
[Downloadable!] Joerg Breitung & Robert Chirinko & Ulf von Kalckreuth, 2003.
"A Vectorautoregressive Investment Model (VIM) And Monetary Policy Transmission: Panel Evidence From German Firms ,"
Emory Economics
0307, Department of Economics, Emory University (Atlanta).
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Boston College Working Papers in Economics
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Handbook of Macroeconomics ,
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Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 1997.
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Auerbach, Alan J, 1983.
"Taxation, Corporate Financial Policy and the Cost of Capital ,"
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Other versions: Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988.
"Estimating Vector Autoregressions with Panel Data ,"
Econometrica ,
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Chirinko, Robert S. & Fazzari, Steven M. & Meyer, Andrew P., 1999.
"How responsive is business capital formation to its user cost?: An exploration with micro data ,"
Journal of Public Economics ,
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Janice C. Eberly & Andrew B. Abel, 2004.
"Q Theory Without Adjustment Costs & Cash Flow Effects Without Financing Constraints ,"
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Arturo Estrella & Jeffrey C. Fuhrer, 1999.
"Are "deep" parameters stable? the Lucas critique as an empirical hypothesis ,"
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99-4, Federal Reserve Bank of Boston.
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Other versions: Anna Maria Agresti & Benoit Mojon, 2001.
"Some stylised facts on the Euro area business cycle ,"
Working Paper Series
095, European Central Bank.
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Steven N. Kaplan & Luigi Zingales, 2000.
"Investment-Cash Flow Sensitivities Are Not Valid Measures Of Financing Constraints ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 115(2), pages 707-712, May.
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Olivier J. Blanchard, 1987.
"Why Does Money Affect Output? A Survey ,"
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Olivier J. Blanchard, 1991.
"Why Does Money Affect Output? A Survey ,"
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"Why does money affect output? A survey ,"
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Issouf Samaké, 2008.
"Investment and Growth Dynamics: An Empirical Assessment Applied to Benin ,"
IMF Working Papers
08/120, International Monetary Fund.
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Allard Bruinshoofd, 2003.
"Corporate Investment and Financing Constraints: Connections with Cash management ,"
DNB Staff Reports (discontinued)
110, Netherlands Central Bank.
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Other versions: Ulf von Kalckreuth & Emma Murphy, .
"Financial constraints and capacity adjustment in the United Kingdom: evidence from a large panel of survey data ,"
Bank of England working papers
260, Bank of England.
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Other versions: Ulf von Kalckreuth, 2003.
"Exploring the role of uncertainty for corporate investment decisions in Germany ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 139(II), pages 173-206, June.
[Downloadable!]
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