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Towards an explanation of cross-country asymmetries in monetary transmission
Georgiadis, Georgios - Deutsche Bundesbank - 2012
I quantify the importance of financial structure, labor market rigidities and industry mix for cross-country asymmetries in monetary transmission. To do so, I determine how closely the impulse responses to a monetary policy shock obtained from country-specific vectorautoregressive (VAR) models...
Persistent link: https://www.econbiz.de/10010957093
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Towards an explanation of cross-country asymmetries in monetary transmission
Georgiadis, Georgios - Deutsche Bundesbank - 2012
I quantify the importance of financial structure, labor market rigidities and industry mix for cross-country asymmetries in monetary transmission. To do so, I determine how closely the impulse responses to a monetary policy shock obtained from country-specific vectorautoregressive (VAR) models...
Persistent link: https://www.econbiz.de/10010535439
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Towards an explanation of cross-country asymmetries in monetary transmission
Georgiadis, Georgios - In: Journal of Macroeconomics 39 (2014) PA, pp. 66-84
This paper quantifies the importance of financial structure, labor market rigidities and industry mix for the monetary transmission mechanism. To do so, I determine how closely the impulse responses to a monetary policy shock obtained from country-specific vectorautoregressive (VAR) models and a...
Persistent link: https://www.econbiz.de/10010744336
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The panel conditionally homogenous vectorautoregressive model
Georgiadis, Georgios - Volkswirtschaftliche Fakultät, … - 2012
vectorautoregressive model thus allows (i) to account for heterogeneity in dynamic panel data sets, (ii) to nevertheless exploit the panel …
Persistent link: https://www.econbiz.de/10011107609
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Heterogeneity and Microeconometrics Modelling
Browning, Martin; Carro, Jesus - Centre for Applied Microeconometrics (CAM), Økonomisk … - 2006
Presented at the 2005 Econometric Society World Congress Plenary Session on "Modelling Heterogeneity". We survey the … treatment of heterogeneity in applied microeconometrics analyses. There are three themes. First, there is usually much more … heterogeneity than empirical researchers allow for. Second, the inappropriate treatment of heterogeneity can lead to serious error …
Persistent link: https://www.econbiz.de/10005543449
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Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case
Biørn, Erik - Økonomisk institutt, Universitetet i Oslo - 2012
A system of regression equations (SURE) for analyzing panel data with random heterogeneity in intercepts and …
Persistent link: https://www.econbiz.de/10010785522
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Defining Consumption Behaviour in a Multi-Country Model
Allais, Olivier; Cadiou, Loic; Dees, Stéphane - Centre d'études prospectives et d'informations … - 2001
Persistent link: https://www.econbiz.de/10005406627
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Assessing the Resilience of ASEAN Banking Systems: The Case of the Philippines
Albert, Jose Ramon; Ng, Thiam Hee - Office of Regional Economic Integration, Asian … - 2012
Since the global financial crisis in 2008/09 there has been heightened concern about the resilience of banking systems in Southeast Asia. This paper proposes a methodology that uses a macroprudential perspective to assess the resilience of banking systems in member countries of the Association...
Persistent link: https://www.econbiz.de/10009492685
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Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries
Babecky, Jan; Havranek, Tomas; Mateju, Jakub; Rusnak, Marek - Česká Národní Banka - 2011
resulting specification by system GMM and, to allow for country heterogeneity, additionally evaluate the random coefficients …
Persistent link: https://www.econbiz.de/10009358976
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Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries
Babecký, Jan; Havránek, Tomáš; Matìjù, Jakub; … - Institut ekonomických studií, Univerzita Karlova v Praze - 2011
system GMM to account for potential endogeneity of some indicators. Subsequently, to allow for country heterogeneity, we …
Persistent link: https://www.econbiz.de/10009364345