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Changes in the oil price-inflation pass-through

Valcarcel, Victor J.; Wohar, Mark E. - In: Journal of Economics and Business 68 (2013) C, pp. 24-42

We estimate a Bayesian structural vector autoregression that allows for time-varying parameters and stochastic volatility in the errors to account for the effects of various aggregate shocks on the real price of oil. We employ US quarterly data from 1948:Q1 to 2011:Q2. We find that aggregate...

Persistent link: https://www.econbiz.de/10010679308

A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions

KEATING, JOHN W.; KELLY, LOGAN J.; SMITH, A. LEE; … - In: Journal of Money, Credit and Banking 51 (2018) 1, pp. 227-259

Persistent link: https://www.econbiz.de/10012093805

Interest rate pass-through : Divisia user costs of monetary assets and the federal funds rate

Valcarcel, Victor J. - In: International Journal of Finance & Economics 23 (2018) 2, pp. 94-110

Persistent link: https://www.econbiz.de/10012082612

Developing countries and economies in transition : the nexus between economic growth and income inequality

Fawaz, Fadi A.; Rahnama-Moghadam, Mashaalah; Valcarcel, … - In: Applied economics quarterly 61 (2015) 2, pp. 155-174

Persistent link: https://www.econbiz.de/10011444709

Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle

Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of economic dynamics & control 131 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012818085

Inflation volatility and inflation in the wake of the great recession

Çekin, Semih Emre; Valcarcel, Victor J. - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 1997-2015

Persistent link: https://www.econbiz.de/10012304370

Compression in monetary user costs in the aftermath of the financial crisis : implications for the Divisia M4 monetary aggregate

Mattson, Ryan S.; Valcarcel, Victor J. - In: Applied economics letters 23 (2016) 16/18, pp. 1294-1300

Persistent link: https://www.econbiz.de/10011702545

An international perspective on the loan puzzle in emerging markets

Leblebicioglu, Asli; Valcarcel, Victor J. - In: Banking and finance issues in emerging markets, (pp. 163-191). 2018

Persistent link: https://www.econbiz.de/10011961358

What's so great about the Great Moderation?

Keating, John William; Valcarcel, Victor J. - In: Journal of macroeconomics 51 (2017), pp. 115-142

Persistent link: https://www.econbiz.de/10011752360

The financial market effects of unwinding the Federal Reserve's balance sheet

Smith, Andrew Lee; Valcarcel, Victor J. - In: Journal of economic dynamics & control 146 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014478535

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