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subject:"Monetary policy"
subject:"Zinspolitik"
~person:"Beckmann, Joscha"
~person:"Hofmann, Boris"
~person:"Mumtaz, Haroon"
~subject:"VAR model"
~type_genre:"Article in journal"
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Monetary policy
Zinspolitik
VAR model
Estimation
56
Schätzung
56
Schock
18
Shock
18
Cointegration
17
VAR-Modell
17
Kointegration
16
Exchange rate
14
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14
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14
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13
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Beckmann, Joscha
Hofmann, Boris
Mumtaz, Haroon
Gupta, Rangan
40
Belke, Ansgar
19
Balcilar, Mehmet
14
Papadamou, Stephanos
13
Serletis, Apostolos
13
Apergēs, Nikolaos
12
Wohar, Mark E.
12
Pesaran, M. Hashem
10
Scharler, Johann
10
Siklos, Pierre L.
10
Österholm, Pär
10
Caporale, Guglielmo Maria
9
Hsing, Yu
9
Huber, Florian
9
Klose, Jens
9
Leeper, Eric M.
9
Lütkepohl, Helmut
9
Marcellino, Massimiliano
9
Nautz, Dieter
9
Eickmeier, Sandra
8
Koop, Gary
8
Tiwari, Aviral Kumar
8
Weber, Enzo
8
Zha, Tao
8
Caraiani, Petre
7
Castelnuovo, Efrem
7
Christou, Christina
7
Gambetti, Luca
7
Ghosh, Taniya
7
Maitra, Biswajit
7
Miller, Stephen M.
7
Rodriguez, Gabriel
7
Wolters, Jürgen
7
Bahmani-Oskooee, Mohsen
6
Barnett, William A.
6
Chan, Joshua
6
Chiang, Thomas C.
6
Feldkircher, Martin
6
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European economic review : EER
4
Journal of international money and finance
3
International journal of forecasting
2
Journal of monetary economics
2
Journal of money, credit and banking : JMCB
2
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
Journal of economic dynamics & control
1
Journal of international economics
1
Macroeconomic dynamics
1
Open economies review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
26
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26
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
3
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
4
What drives updates of inflation expectations? : a Bayesian VAR analysis for the G-7 countries
Beckmann, Joscha
;
Belke, Ansgar
;
Dubova, Irina
- In:
The world economy : the leading journal on …
45
(
2022
)
9
,
pp. 2748-2765
Persistent link: https://www.econbiz.de/10013468488
Saved in:
5
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
6
Net foreign asset positions, capital flows and GDP spillovers
Beckmann, Joscha
;
Czudaj, Robert
- In:
Open economies review
31
(
2020
)
2
,
pp. 295-308
Persistent link: https://www.econbiz.de/10012229746
Saved in:
7
Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
European economic review : EER
129
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012514813
Saved in:
8
Monetary policy and wealth inequality over the great recession in the UK : an empirical analysis
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
European economic review : EER
130
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012514963
Saved in:
9
Financial regimes and uncertainty shocks
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Journal of monetary economics
101
(
2019
),
pp. 31-46
Persistent link: https://www.econbiz.de/10012264750
Saved in:
10
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
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