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Exchange rate pass-through in the Euro Area
Mirdala, Rajmund - 2016
Time-varying exchange rate pass-through effects to domestic prices under fixed euro exchange rate perspective represent one of the most challenging implications of the common currency. The problem is even more crucial when examining crisis related redistributive effects associated with relative...
Persistent link: https://www.econbiz.de/10011561803
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Exchange rate pass-through to domestic prices in the European transition economies
Mirdala, Rajmund - 2016
exchange rate pass-through to domestic prices in the European transition economies. We estimate VAR model to investigate (1 …
Persistent link: https://www.econbiz.de/10011580512
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Immigration and the macroeconomy : some new empirical evidence
Furlanetto, Francesco; Robstad, Ørjan - 2017
Proponemos un nuevo esquema de identificación VAR que nos permite separar perturbaciones migratorias de otras … propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic shocks …
Persistent link: https://www.econbiz.de/10012530555
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Identification of financial factors in economic fluctuations
Furlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad - 2014
We estimate demand, supply, monetary, investment and financial shocks in a VAR identified with a minimum set of sign …
Persistent link: https://www.econbiz.de/10010420573
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Does Monetary Policy React to Asset Prices? Some International Evidence
Furlanetto, Francesco - 2008
and Sack (2003) to identify and estimate a VAR in the presence of heteroskedasticity. This procedure fully takes into … account the endogeneity of interest rates and stock returns that is ignored in the traditional VAR literature. We find a …
Persistent link: https://www.econbiz.de/10012143687
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Identification of Financial Factors in Economic Fluctuations
Furlanetto, Francesco; Ravazzolo, Francesco; Sarferaz, Samad - 2014
We estimate demand, supply, monetary, investment and financial shocks in a VAR identified with a minimum set of sign …
Persistent link: https://www.econbiz.de/10012143847
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Labour Supply Factors and Economic Fluctuations
Foroni, Claudia; Furlanetto, Francesco; Lepetit, Antoine - 2015
We propose a new VAR identification scheme that enables us to disentangle labour supply shocks from wage bargaining …
Persistent link: https://www.econbiz.de/10012143863
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Immigration and the Macroeconomy: Some New Empirical Evidence
Furlanetto, Francesco; Robstad, Ørjan - 2016
We propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic …
Persistent link: https://www.econbiz.de/10012143896
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Exchange rate pass-through to domestic prices in the European transition economies
Mirdala, Rajmund - 2016
exchange rate pass-through to domestic prices in the European transition economies. We estimate VAR model to investigate (1 …
Persistent link: https://www.econbiz.de/10011553101
Cover Image
Exchange rate pass-through in the Euro Area
Mirdala, Rajmund - 2016
Time-varying exchange rate pass-through effects to domestic prices under fixed euro exchange rate perspective represent one of the most challenging implications of the common currency. The problem is even more crucial when examining crisis related redistributive effects associated with relative...
Persistent link: https://www.econbiz.de/10011456836