A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms
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- 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.
- Ulf von Kalckreuth, 2004. "A vectorautoregressive investment model (VIM) and monetary policy transmission: panel evidence from German firms," Money Macro and Finance (MMF) Research Group Conference 2003 107, Money Macro and Finance Research Group.
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Citations
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Cited by:
- von Kalckreuth, Ulf & Murphy, Emma, 2005.
"Financial constraints and capacity adjustment in the United Kingdom: Evidence from a large panel of survey data,"
Discussion Paper Series 1: Economic Studies
2005,01, Deutsche Bundesbank.
- Ulf von Kalckreuth & Emma Murphy, 2005. "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.
- Allard Bruinshoofd, 2003.
"Corporate Investment and Financing Constraints: Connections with Cash management,"
DNB Staff Reports (discontinued)
110, Netherlands Central Bank.
- W.A. Bruinshoofd, 2003. "Corporate Investment and Financing Constraints: Connections with Cash Management," WO Research Memoranda (discontinued) 734, Netherlands Central Bank, Research Department.
- 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.
- von Kalckreuth, Ulf, 2000. "Exploring the role of uncertainty for corporate investment decisions in Germany," Discussion Paper Series 1: Economic Studies 2000,05, Deutsche Bundesbank.
- Issouf Samaké, 2008. "Investment and Growth Dynamics; An Empirical Assessment Applied to Benin," IMF Working Papers 08/120, International Monetary Fund.
- Seok-Kyun Hur, 2005. "Money Growth and Interest Rates," NBER Working Papers 11102, National Bureau of Economic Research, Inc.
- Ulf von Kalckreuth, 2005. "Financial constraints and real activity: a non-structural approach using UK survey data," BIS Papers chapters, in: Bank for International Settlements (ed.),Investigating the relationship between the financial and real economy, volume 22, pages 64-80, Bank for International Settlements.
More about this item
Keywords
Monetäre Transmission; Panel VAR's; einzelwirtschaftliche Investitionen; Deutschland; Monetary Policy Transmission; Panel Data VAR's; Firm-Level Investment; Germany;JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
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