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The COVID-19 shock and challenges for time series models
Bobeica, Elena; Hartwig, Benny - 2021
the model to better deal with the COVID-19 shock. A standard Gaussian VAR can still be used for producing conditional …
Persistent link: https://www.econbiz.de/10012519429
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The impact of the COVID-19 shock on euro area potential output : a sectoral approach
Bandera, Nicolò; Bodnár, Katalin; Le Roux, Julien; … - 2022
assess the impact of the crisis on it. The estimates are based on a supply-demand shock decomposition and are meant to …
Persistent link: https://www.econbiz.de/10013367033
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Monetary and fiscal complementarity in the Covid-19 pandemic
Chadha, Jagjit; Corrado, Luisa; Meaning, Jack; Schuler, … - 2021
In response to the coronavirus (Covid-19) pandemic, there has been a complementary approach to monetary and fiscal …
Persistent link: https://www.econbiz.de/10012617082
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Market-stabilization QE
Motto, Roberto; Özen, Kadir - 2022
We identify a novel dimension of monetary policy from high-frequency changes in asset prices around ECB policy events, orthogonal to surprises extracted from risk-free interest rates. We find that it is present in policy events that were interpreted by real-time market commentaries as containing...
Persistent link: https://www.econbiz.de/10012818740
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The COVID-19 consumption game-changer : evidence from a large-scale multi-country survey
Hodbod, Alexander; Hommes, Cars H.; Huber, Stefanie J.; … - 2021
confidence shock in the Southern European countries and a shift in consumer preferences in the Northern Eu-ropean countries …
Persistent link: https://www.econbiz.de/10012643267
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GVC exporter performance during the COVID-19 pandemic : the role of supply bottlenecks
Lebastard, Laura; Matani, Marco; Serafini, Roberta - 2023
-December 2021, we find that participation in global value chains increased firms' vulnerability to the COVID-19 shock, in terms …
Persistent link: https://www.econbiz.de/10013492907
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Forecasting macroeconomic risk in real time : great and Covid-19 recessions
De Santis, Roberto A.; Van der Veken, Wouter - 2020
additional insights on both first and higher moments of the GDP growth distribution. If a recession is due to an unforeseen shock …We show that financial variables contribute to the forecast of GDP growth during the Great Recession, providing … become tighter. We use quantile regression and the skewed t-distribution and evaluate the forecasting properties of models …
Persistent link: https://www.econbiz.de/10012241245
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Productivity-enhancing reallocation during the Covid-19 pandemic
Lalinsky, Tibor; Meriküll, Jaanika; López-García, Paloma - 2024
This paper studies how the Covid-19 pandemic and the extensive job retention support that accompanied it affected productivity in Europe. The focus is on the reallocation channel and productivity-enhancing reallocation of jobs, following Foster et al., 2016. An extensive micro-distributed...
Persistent link: https://www.econbiz.de/10014558877
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The impact of monetary policy and exchange rate shocks in Poland : evidence from a time-varying VAR
Arratibel, Olga; Michaelis, Henrike - 2014
Persistent link: https://www.econbiz.de/10010380090
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Estimating Fed's unconventional policy shocks
Jarociński, Marek - 2021
Fed's monetary policy announcements convey a mix of news about different kinds of conventional and unconventional policies and about the economy. Financial market responses to these announcements are very leptokurtic: often tiny, but sometimes large. I estimate the underlying structural shocks...
Persistent link: https://www.econbiz.de/10012607553