{"id":72609,"date":"2005-04-02T00:00:00","date_gmt":"2005-04-02T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/on-the-propagation-and-identification-of-monetary-policy-shocks\/"},"modified":"2005-04-02T00:00:00","modified_gmt":"2005-04-02T00:00:00","slug":"on-the-propagation-and-identification-of-monetary-policy-shocks","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/on-the-propagation-and-identification-of-monetary-policy-shocks\/","title":{"rendered":"On the propagation and identification of monetary policy shocks"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Martin Menner <\/strong><\/h2>\n<p>Parte ien el primer capitulo se investiga la robustez del mecanismo de propagaci\u00f3n monetaria propuesto por shiyoung shi (jet, 1998) en un modelo de equilibrio general de b\u00fasqueda en el mercado de bienes donde el uso de dinero es motivado por la falta de doble coincidencia de deseos en intercambios bilaterales. Una calibraci\u00f3n de los par\u00e1metros del modelo a intervalos confirma la robustez de dicho mecanismo. Adem\u00e1s se analiza el papel de los supuestos no est\u00e1ndar en dicho mecanismo. Mediante una comparaci\u00f3n a pares de variantes del modelo as\u00ed que solamente se cambia un supuesto a la vez se demuestra que solo los supuestos de una fricci\u00f3n de b\u00fasqueda en el mercado de bienes y de la posibilidad de almacenar bienes finales de parte de los productores son necesarios para una propagaci\u00f3n sustancial y persistente de perturbaciones monetarios. El supuesto de b\u00fasqueda en el mercado de trabajo solo a\u00f1ade que la reacci\u00f3n de empleo tiene forma de giba y es algo m\u00e1s persistente.     El segundo capitulo introduce la acumulaci\u00f3n de capital al modelo de b\u00fasqueda. Se investiga al mecan-ismo de propagaci\u00f3n resultante, especialmente la interacci\u00f3n entre el mecanismo de b\u00fasqueda y la propagaci\u00f3n por la acumulaci\u00f3n de capital. Si no hay costes de instalaci\u00f3n de capital el mecanismo \u00abfeedback\u00bb de b\u00fasqueda no es existente, mientras que con costes de instalaci\u00f3n intermedios los dos mecanismos act\u00faan a la vez. La respuesta del empleo es muy parecido a la respuesta con capital fijo y la respuesta del producto es m\u00e1s pronunciado aunque m\u00e1s corto. El almacenamiento de bienes finales sigue siendo necesario para una respuesta positiva del empleo a impulsos monetarios. Simulaciones del modelo resultan en varianzas y covarianzas compatibles con las que se encuentran en los datos de los eeuu.   Parte ii    (co-autor: hugo rodr\u00edguez mendiz\u00e1bal)construimos un modelo din\u00e1mico de equilibrio general que especifica expl\u00edcitamente la instrumentaci<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>On the propagation and identification of monetary policy shocks<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 On the propagation and identification of monetary policy shocks <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Martin Menner <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pompeu fabra<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 04\/02\/2005<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Hugo Rodr\u00edguez Mendiz\u00e1bal<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: nobuhiro Kiyotaki <\/li>\n<li>francesc Obiols homs (vocal)<\/li>\n<li>fabio Canova (vocal)<\/li>\n<li>christian Haefke (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Martin Menner Parte ien el primer capitulo se investiga la robustez del mecanismo de propagaci\u00f3n monetaria propuesto [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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