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The price puzzle revisited : can the cost channel explain a rise in inflation after a monetary policy shock?

Henzel, Steffen; Hülsewig, Oliver; Mayer, Eric; … - In: Journal of macroeconomics 31 (2009) 2, pp. 268-289

Persistent link: https://www.econbiz.de/10003899902

Bank behavior and the cost channel of monetary transmission

Hülsewig, Oliver (contributor); Mayer, Eric (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003377604

Bank loan supply and monetary policy transmission in Germany : an assessment based on matching impulse responses

Hülsewig, Oliver; Mayer, Eric; Wollmershäuser, Timo - 2005

. Applying a VAR model, we estimate the response of bank loans to a monetary policy shock taking into account the reaction of the … impulse responses with the empirical impulse responses to a monetary policy shock. Evidence in support of the credit channel …

Persistent link: https://www.econbiz.de/10008859505

Evolving macroeconomic dynamics in a small open economy : an estimated Markov-switching DSGE model for the United Kingdom

Liu, Philip; Mumtaz, Haroon - 2010

shock volatilities provides the best model fit. Estimates from the selected DSGE model suggest that the mid-1970s were …

Persistent link: https://www.econbiz.de/10003989518

Bank behavior and the cost channel of monetary transmission

Hülsewig, Oliver (contributor); Mayer, Eric (contributor); … - 2006

-type staggered price setting approach, which means that the adjustment of the aggregate loan rate to a monetary policy shock is …

Persistent link: https://www.econbiz.de/10003380031

Bank behavior and the cost channel of monetary transmission

Hülsewig, Oliver; Mayer, Eric; Wollmershäuser, Timo - 2006

-type staggered price setting approach, which means that the adjustment of the aggregate loan rate to a monetary policy shock is …

Persistent link: https://www.econbiz.de/10003381607

The price puzzle revisited : can the cost channel explain a rise in inflation after a monetary policy shock?

Henzel, Steffen; Hülsewig, Oliver; Mayer, Eric; … - 2007

Persistent link: https://www.econbiz.de/10003499532

The price puzzle revisited : can the cost channel explain a rise in inflation after a monetary shock?

Henzel, Steffen; Hülsewig, Oliver; Mayer, Eric; … - 2007

This paper explores whether the cost channel solves the price puzzle. We set-up a New Keynesian DSGE model and estimate it for the euro area by adopting a minimum distance approach. Our findings suggest that - under certain parameter restrictions which are not rejected by the data - the cost...

Persistent link: https://www.econbiz.de/10003529984

Estimating the impact of the volatility of shocks : a structural VAR approach

Mumtaz, Haroon - 2011

Persistent link: https://www.econbiz.de/10009375419

Dynamic effects of monetary policy shocks on macroeconomic volatility

Mumtaz, Haroon; Theodoridis, Konstantinos - 2015

Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy … volatility effects of the shock are driven by agents' concern about the (in)ability of the monetary authority to reverse …

Persistent link: https://www.econbiz.de/10011389786