Search Results - subject:"Monetary policy shocks" - EconBiz

The impact of financial shocks on the forecast distribution of output and inflation

Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - 2023

left tail, financial shocks turn out to play a prominent role for distribution dynamics. Monetary policy shocks also play a …

Persistent link: https://www.econbiz.de/10014551675

Revisiting of interest rate channel: Nonlinear transmission of monetary policy shocks to the Turkish economy

Yıldırım, Durmuş Çağrı; Turan, Tugba - In: Journal of Central Banking Theory and Practice 12 (2023) 1, pp. 199-223

This study examines the effectiveness of non-linear monetary policy interest rate channel shocks for the Turkish economy using the threshold VAR analysis in the period of 2006-2019. The interest channel is examined with the two models for both consumption transfer and investment transfer models....

Persistent link: https://www.econbiz.de/10014558440

Using functional shocks to assess conventional and unconventional monetary policy in Canada

Koeppl, Thorsten V.; Kronick, Jeremy M.; McNeil, James - 2023

We develop a new series of Canadian monetary policy shocks and analyze their impact on inflation and real GDP from 1996 …- ment that monetary policy shocks often twist the yield curve, which tends to make monetary policy less effective …

Persistent link: https://www.econbiz.de/10014451102

The impact of financial shocks on the forecast distribution of output and inflation

Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - 2023

left tail, financial shocks turn out to play a prominent role for distribution dynamics. Monetary policy shocks also play a …

Persistent link: https://www.econbiz.de/10014232607

Using functional shocks to assess conventional and unconventional monetary policy in Canada

Koeppl, Thorsten V.; Kronick, Jeremy M.; McNeil, James - 2023

We develop a new series of Canadian monetary policy shocks and analyze their impact on inflation and real GDP from 1996 …- ment that monetary policy shocks often twist the yield curve, which tends to make monetary policy less effective …

Persistent link: https://www.econbiz.de/10014252249

Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of India

Çepni, Oğuzhan; Gupta, Rangan; Nel, Jacobus; Nielsen, … - 2023

Persistent link: https://www.econbiz.de/10014253784

Monetary policy shocks and the signaling channel of monetary policy in China

Chen, Zhenzhu; Li, Li; Yu, Changhua - In: China economic quarterly international : CEQI 3 (2023) 1, pp. 46-59

This paper identifies exogenous monetary policy shocks based on the high frequency transaction data of China's interest …

Persistent link: https://www.econbiz.de/10014314051

Revisiting of interest rate channel : nonlinear transmission of monetary policy shocks to the Turkish economy

Yıldırım, Durmuş Çağrı; Turan, Tugba - In: Journal of central banking theory and practice 12 (2023) 1, pp. 199-223

This study examines the effectiveness of non-linear monetary policy interest rate channel shocks for the Turkish economy using the threshold VAR analysis in the period of 2006-2019. The interest channel is examined with the two models for both consumption transfer and investment transfer models....

Persistent link: https://www.econbiz.de/10014316625

Revisiting the monetary transmission mechanism through an industry‑level differential approach

Choi, Sangyup; Willems, Tim; Yoo, Seung Yong - 2023

Persistent link: https://www.econbiz.de/10014330117

Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty states

Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2023

Persistent link: https://www.econbiz.de/10014369392

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