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Macroeconomic Consequences of the Real-Financial Nexus : Imbalances and Spillovers between China and the U.S
Pang, Ke - 2016
Relying on quarterly data since 1998 we estimate, for China and the U.S., small scale econometric models that economize … them. We conclude that inflation in China responds to credit shocks. Indeed, the monetary transmission mechanism in China … on China's financial conditions. Finally, spillovers from the U.S. to China are significant and originate from both the …
Persistent link: https://www.econbiz.de/10012997473
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Macroeconomic Consequences of the Real-Financial Nexus : Imbalances and Spillovers between China and the U.S
Pang, Ke - 2015
Relying on quarterly data since 1998 we estimate, for China and the U.S., small scale econometric models that economize … them. We conclude that inflation in China responds to credit shocks. Indeed, the monetary transmission mechanism in China … 2008-9. Finally, spillovers from the US to China are significant and originate from both through the real and financial …
Persistent link: https://www.econbiz.de/10013029135
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Macroeconomic consequences of the real-financial nexus : imbalances and spillovers between China and the U.S.
Pang, Ke; Siklos, Pierre L. - In: Journal of international money and finance 65 (2016), pp. 195-212
Persistent link: https://www.econbiz.de/10011668419
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The Federal Reserve's Portfolio and its Effects on Mortgage Markets
Hancock, Diana - 2012
We provide an empirical analysis of the effects of the Federal Reserve's asset holdings on MBS yields and mortgage rates. We argue that understanding the particulars of the U.S. mortgage markets, particularly the linkages between the secondary and primary mortgage markets, is important. We find...
Persistent link: https://www.econbiz.de/10013106785
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Macroeconomic consequences of the real-financial nexus : imbalances and spillovers between China and the US
Pang, Ke; Siklos, Pierre L. - 2015
Persistent link: https://www.econbiz.de/10010500644
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The global financial cycle and macroeconomic tail risks
Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022
We study the link between the global financial cycle and macroeconomic tail risks using quantile vector autoregressions. Contractionary shocks to financial conditions and monetary policy in the United States cause elevated downside risks to growth around the world. By tightening financial...
Persistent link: https://www.econbiz.de/10013459721
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International Policy Spillovers at the Zero Lower Bound
Haberis, Alex - 2012
open economy ('home') in response to a large global demand shock that pushes both economies to the zero lower bound (ZLB …
Persistent link: https://www.econbiz.de/10013106784
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International Policy Spillovers at the Zero Lower Bound
Haberis, Alex - 2012
open economy (‘home') in response to a large global demand shock that pushes both economies to the zero lower bound (ZLB …
Persistent link: https://www.econbiz.de/10013099666
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US monetary policy and the euro area
Hanisch, Max - 2017 - Revised version
This study documents empirically that contractionary US monetary policy may generate short-term expansionary spillover effects. In individual Euro Area (EA) member countries, economic activity increases, mainly via the trade channel. Also, domestic credit and stock markets expand, highlighting...
Persistent link: https://www.econbiz.de/10012041399
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US monetary policy and the euro area
Hanisch, Max - 2017
This study investigates the international spillover effects of contractionary US monetary policy and its transmission channels on members of the euro area (EA) before and after the implementation of the euro. I find the multilateral spillover effects on individual EA economies' real activity and...
Persistent link: https://www.econbiz.de/10011755394