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Liquidity, inflation and asset prices in a time-varying framework for the euro area

Baumeister, Christiane; Durinck, Eveline; Peersman, Gert - 2008

Persistent link: https://www.econbiz.de/10003769044

Liquidity, inflation and asset prices in a time-varying framework for the euro area

Baumeister, Christiane; Durinck, Eveline; Peersman, Gert - 2008

In this paper, we investigate how the dynamic effects of excess liquidity shocks on economic activity, asset prices and … inflation differ over time. We show that the impact varies considerably over time, depends on the source of increased liquidity …

Persistent link: https://www.econbiz.de/10011610148

Liquidity, inflation and asset prices in a time-varying framework for the euro area

Baumeister, Christiane; Durinck, Eveline; Peersman, Gert - 2008

Persistent link: https://www.econbiz.de/10011506663

Commodity price shocks and global cycles : monetary policy matters

Castelnuovo, Efrem; Mori, Lorenzo; Peersman, Gert - 2024

We employ a structural VAR model with global and US variables to study the relevance and transmission of oil, food commodities, and industrial input price shocks. We show that commodities are not all alike. Industrial input price changes are almost entirely endogenous responses to other shocks....

Persistent link: https://www.econbiz.de/10014550949