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This time is not so different: income dynamics during the Covid-19 recession

Bell, Brian; Bloom, Nicholas; Blundell, Jack - 2021

Persistent link: https://www.econbiz.de/10012614427

Monetary policy and the oil futures market

Eickmeier, Sandra; Lombardi, Marco - 2012

We assess the transmission of monetary policy shocks on oil prices using a VAR model. We identify monetary policy and financial activity shocks disentangled from demand and oil supply shocks using sign restrictions. We obtain the following main findings. (i) Monetary policy and financial...

Persistent link: https://www.econbiz.de/10009682077

The dynamic impact of macroeconomic news on long-term inflation expectations

Hachula, Michael; Nautz, Dieter - 2017

Well-anchored inflation expectations should not react to short-term oriented macroeconomic news. This paper analyzes … the dynamic response of inflation expectations to macro news shocks in a structural VAR model. As identification of … impact on U.S. long-term inflation expectations in the long run. In the short run, however, the degree of expectations de …

Persistent link: https://www.econbiz.de/10011647611

The global financial cycle and macroeconomic tail risks

Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022

the world. By tightening financial conditions globally, these shocks affect the left tail of the conditional output growth …

Persistent link: https://www.econbiz.de/10013459721

Is the 'Great Recession' really so different from the past?

Chiu, Adrian; Wieladek, Tomasz - 2013

the world experienced in 2008–09, is the deepest global economic contraction since the Great Depression. But as real …

Persistent link: https://www.econbiz.de/10009762417

Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis

Eraslan, Sercan; Ali, Faek Menla - 2018

We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and stock returns for a wide range of net...