A Vectorautoregressive Investment  Model (Vim) and Monetary Policy Transmission: Panel Evidence from German Firms

Breitung, Jörg; Chirinko, Robert S.; von Kalckreuth, Ulf

doi:10.2139/ssrn.2785190

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A Vectorautoregressive Investment Model (Vim) and Monetary Policy Transmission: Panel Evidence from German Firms

Bundesbank Series 1 Discussion Paper No. 2003,06

57 Pages Posted: 8 Jun 2016

See all articles by Jörg Breitung

Robert S. Chirinko

CESifo (Center for Economic Studies and Ifo Institute); University of Illinois at Chicago, Department of Finance

Ulf von Kalckreuth

Deutsche Bundesbank

Date Written: 2003

Abstract

This paper proposes a new framework for studying the effects of monetary policy on business

In diesem Papier wird ein neuer Rahmen für die Untersuchung der Wirkungen von Geldpolitik

Keywords: Monetäre Transmission, Panel VAR's, einzelwirtschaftliche Investitionen, Deutschland, Monetary Policy Transmission, Panel Data VAR's, Firm-Level Investment, Germany

JEL Classification: E5, C33, E22

Suggested Citation: Suggested Citation

Breitung, Jörg and Chirinko, Robert S. and Chirinko, Robert S. and von Kalckreuth, Ulf, A Vectorautoregressive Investment Model (Vim) and Monetary Policy Transmission: Panel Evidence from German Firms (2003). Bundesbank Series 1 Discussion Paper No. 2003,06, Available at SSRN: https://ssrn.com/abstract=2785190 or http://dx.doi.org/10.2139/ssrn.2785190