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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Hinsicht vergleichen wir die Auswirkungen eines Unsicherheitsschocks in den USA und der Eurozone. Unseren Ergebnissen zufolge … Auswirkungen. In dieser Hinsicht erweist sich die Schweiz als das am stärksten betroffene Land in Europa außerhalb der Eurozone …
Persistent link: https://www.econbiz.de/10011640939
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Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024
Persistent link: https://www.econbiz.de/10014546177
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Unconventional monetary policy and inflation expectations in the euro area
Aßhoff, Sina; Belke, Ansgar; Osowski, Thomas - 2020
Auswirkungen der unkonventionellen Geldpolitik ist nicht trivial, da standardisierte empirische Instrumente wie die VAR … Problem zu lösen. Wir stellen fest, dass die unkonventionelle Geldpolitik zwar kurzfristig zu einem Anstieg der … beigetragen hat. Dennoch deuten sie auf einen durch die unkonventionelle Geldpolitik ausgelösten Anstieg des mittelfristigen …
Persistent link: https://www.econbiz.de/10012149519
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The role of systemic risk spillovers in the transmission of Euro area monetary policy
Skouralis, Alexandros - 2021
This paper empirically investigates the transmission of systemic risk across the Euro Area by employing a Global VAR model. We find that a union aggregate systemic risk shock results in a sharp decline in output, with two thirds of the response to be attributed to cross-country spillovers. The...
Persistent link: https://www.econbiz.de/10012704731
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Measuring fiscal spillovers in EMU and beyond : a global VAR approach
Belke, Ansgar; Osowski, Thomas - 2016
This paper identifies and measures fiscal spillovers in the EU countries empirically using a global vector autoregression (GVAR) model. Our aim is to look at the sign and the absolute values of fiscal spillovers in a country-wise perspective and at the time profile (impulse response) of the...
Persistent link: https://www.econbiz.de/10011570987
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Identifying the shocks behind business cycle asynchrony in Euroland
Trenkler, Carsten; Weber, Enzo - 2012
This paper investigates which shocks drive asynchrony of business cycles in the euro area. Thereby, it unites two strands of literature, those on common features and on structural VAR analysis. In particular, we show that the presence of a common cycle implies collinearity of structural impulse...
Persistent link: https://www.econbiz.de/10011489953
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Monetary policy transmission: the case of Lithuania
Stakėnas, Julius; Stasiukynaitė, Rasa - 2016
Persistent link: https://www.econbiz.de/10011720983
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International liquidity shocks and domestic loan supply in the euro area
Zwick, Lina - 2015
After two decades of increased financial market integration, particularly driven by the banking sector, during the recent financial crisis capital flows decreased sharply, and especially banking flows were affected. At the same time loan volume in Euro Area countries slowed down, evoking...
Persistent link: https://www.econbiz.de/10011299091
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Sacrifice ratios for euro area countries : new evidence on the costs of price stability
Belke, Ansgar; Böing, Tobias - 2014
In diesem Artikel werden neue Schätzungen der Opferquote (engl.: sacrifice ratio) für Mitgliedsländer der Eurozone …
Persistent link: https://www.econbiz.de/10010437493