This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci.cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coeØ cients, whereas...

There is a wide consensus that the existence of structural rigidities in the Eurozone reduces the effectiveness of the ECB's monetary policies. In order to test this "ECB-handicap" hypothesis, we perform a meta-analysis of the effects of monetary policies in the US and the Eurozone countries....

There is a wide consensus that the existence of structural rigidities in the Eurozone reduces the effectiveness of the ECB's monetary policies. In order to test this ECB-handicapʺ hypothesis, we perform a meta-analysis of the effects of monetary policies in the US and the Eurozone countries....