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Inflation targeting as a shock absorber
Fratzscher, Marcel; Große Steffen, Christoph; Rieth, Malte - 2018
We study the characteristics of inflation targeting as a shock absorber, using quarterly data for a large panel of …
Persistent link: https://www.econbiz.de/10011790769
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Structural estimates of the South African sacrifice ratio
Gereziher, Hayelom Yrgaw; Nuru, Naser Yenus - 2021
This paper estimates the output cost of fighting inflation-the sacrifice ratio-for the South African economy using quarterly data spanning the period 1998Q1-2019Q3. To compute the sacrifice ratio, the structural vector autoregressive model developed by Cecchetti and Rich (2001) based on...
Persistent link: https://www.econbiz.de/10012422994
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Issues on the choice of exchange rate regimes and currency boards :an analytical survey
Moheeput, Ashwin (contributor) - 2008
Persistent link: https://www.econbiz.de/10003726172
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Establishing credibility : evolving perceptions of the European Central Bank
Goldberg, Linda S.; Klein, Michael W. - 2005
Persistent link: https://www.econbiz.de/10003222920
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Establishing credibility : evolving perceptions of the European Central Bank
Goldberg, Linda S. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003226086
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Monetary history of Denmark 2005-2020
Abildgren, Kim - 2023
Persistent link: https://www.econbiz.de/10014507328
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Central bank information shocks and exchange rates
Franz, Thorsten - 2020 - This version: February 2020
The dynamic effects of ECB announcements, disentangled into pure monetary policy and central bank information shocks, on the euro (EUR) exchange rate are examined using a Bayesian Proxy Vector Autoregressive (VAR) model fed with high-frequency data. Contractionary monetary policy shocks result...
Persistent link: https://www.econbiz.de/10012180641
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Exchange rates and the information channel of monetary policy
Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - Leibniz-Institut für Wirtschaftsforschung Halle - 2020
We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock … component and a central bank information shock component. We identify both components using changes in interest rate futures and … that a contractionary interest rate shock appreciates the dollar, increases the excess bond premium, and leads to a decline …
Persistent link: https://www.econbiz.de/10012295246
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Central Bank Information Shocks and Exchange Rates
Franz, Thorsten - 2020
The dynamic effects of ECB announcements, disentangled into pure monetary policy and central bank information shocks, on the euro (EUR) exchange rate are examined using a Bayesian Proxy Vector Autoregressive (VAR) model fed with high-frequency data. Contractionary monetary policy shocks result...
Persistent link: https://www.econbiz.de/10012836329