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

57 Pages Posted: 8 Jun 2016

See all articles by Jörg Breitung

Jörg Breitung

University of Bonn; Deutsche Bundesbank

Robert S. Chirinko

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

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

Breitung, Jörg 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

Jörg Breitung

University of Bonn ( email )

Postfach 2220
Bonn, D-53012
Germany

Deutsche Bundesbank

Wilhelm-Epstein-Strasse 14
Frankfurt/Main D-60431
Germany

Robert S. Chirinko

University of Illinois at Chicago, Department of Finance ( email )

2431 University Hall (UH)
601 S. Morgan Street
Chicago, IL 60607-7124
United States

HOME PAGE: http://tigger.uic.edu/~chirinko/

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5
Munich, DE-81679
Germany

HOME PAGE: http://www.CESifo.de

Ulf Von Kalckreuth (Contact Author)

Deutsche Bundesbank ( email )

Wilhelm-Epstein-Strasse 14
Frankfurt/Main D-60431
Germany

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