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subject:"Estimation"
~isPartOf:"European economic review : EER"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Macroeconomic dynamics"
~subject:"USA"
~subject:"VAR model"
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Estimation
USA
VAR model
Geldpolitische Transmission
154
Monetary transmission
154
Geldpolitik
108
Monetary policy
108
Theorie
54
Theory
54
Bank lending
40
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Eickmeier, Sandra
3
Lee, Seung Jung
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Neuenkirch, Matthias
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Stebunovs, Viktors
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Aysun, Uluc
2
Bagliano, Fabio C.
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European economic review : EER
International finance discussion papers
Journal of banking & finance
Macroeconomic dynamics
Discussion paper / Centre for Economic Policy Research
57
Working paper / National Bureau of Economic Research, Inc.
53
Working paper series / European Central Bank
51
Economic modelling
45
CESifo working papers
39
Journal of international money and finance
38
Discussion papers / CEPR
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ECONIS (ZBW)
58
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1
The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza
;
Burgard, Jan Pablo
;
Neuenkirch, Matthias
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1893-1931
Persistent link: https://www.econbiz.de/10014364406
Saved in:
2
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
3
Financial shocks and inflation dynamics
Abbate, Angela
;
Eickmeier, Sandra
;
Prieto, Esteban
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 350-378
Persistent link: https://www.econbiz.de/10014247376
Saved in:
4
Mortgage debt and time-varying monetary policy transmission
Finck, David
;
Schmidt, Jörg
;
Tillmann, Peter
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 506-531
Persistent link: https://www.econbiz.de/10014247539
Saved in:
5
Risk-taking spillovers of U.S. monetary policy in the global market for U.S. dollar corporate loans
Lee, Seung Jung
;
Liu, Lucy Qian
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013461919
Saved in:
6
Risk taking and low longer-term interest rates : evidence from the U.S. syndicated term loan market
Aramonte, Sirio
;
Lee, Seung Jung
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
Saved in:
7
Compositional effects of bank capital buffers and interactions with monetary policy
Cappelletti, Giuseppe
;
Reghezza, Alessio
;
D'Acri, …
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463068
Saved in:
8
Is bigger more effective? : shock size and the efficacy of monetary policy
Shirota, Toyoichiro
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2204-2215
Persistent link: https://www.econbiz.de/10013469792
Saved in:
9
Financial intermediary leverage and monetary policy transmission
Li, Zehao
- In:
European economic review : EER
144
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013348868
Saved in:
10
Risk-taking spillovers of U.S. monetary policy in the global markets for U.S. dollar corporate loans
Lee, Seung Jung
;
Liu, Lucy Qian
;
Stebunovs, Viktors
-
2019
Persistent link: https://www.econbiz.de/10012065041
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