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US-Euro Area Monetary Policy Interdependence - New Evidence from Taylor Rule Based VECMs
Cui, Yuhua - 2009
This paper analyzes the monetary policy interdependence between the European Central Bank (ECB) and the Federal Reserve (Fed) for the period 1999-2006. Two models are specified: a partial Vector Error Correction Model (VECM) and a general VECM. In the partial VECM, we look for a long-run...
Persistent link: https://www.econbiz.de/10012718763
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The great moderation and the decoupling of monetary policy from long-term rates in the US and Germany
Greenwood-Nimmo, Matthew; Shin, Yongcheol; Treeck, Till van - 2010
zwischen geldpolitisch bestimmten Zinsen und längerfristigen Zinsen in den USA und in Deutschland an. Unsere Ergebnisse deuten … USA als auch in Deutschland, allerdings in nicht-linearer und komplexer Form. Drittens schlussfolgern wir, indem wir eine … pass-through from policy-controlled interest rates to a variety of longer-term rates in the U.S. and Germany. Our results …
Persistent link: https://www.econbiz.de/10009306630
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Money, stock prices and central banks : cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
In this paper, we analyze the long-run behavior and short-run dynamics of stock markets across some selected developed and emerging economies - namely the United States, the Euro Area, Japan, the United Kingdom, Australia, South Korea, Thailand and Brazil - in the Cointegrated...
Persistent link: https://www.econbiz.de/10010255144
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Monetary policy, stock prices and central banks cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
ausgewählte industrialisierte und aufstrebende Volkswirtschaften - die USA, den Euroraum, Japan, das Vereinigte Königreich …
Persistent link: https://www.econbiz.de/10009779040
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Monetary Policy, Stock Prices and Central Banks – Cross-Country Comparisons of Cointegrated VAR Models
Belke, Ansgar Hubertus - 2013
In this paper, we analyze the long-run behavior and short-run dynamics of stock markets across some selected developed and emerging economies – namely the United States, the Euro Area, Japan, the United Kingdom, Australia, South Korea, Thailand and Brazil – in the Cointegrated...
Persistent link: https://www.econbiz.de/10013077799
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Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area : An Empirical Investigation into Interest Rate Pass-Through
Sander, Harald; Kleimeier, Stefanie - 2001
on cointegration analyses allowing for structural breaks and symmetric as well as for a variety of asymmetric adjustment …
Persistent link: https://www.econbiz.de/10014128699
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Asymmetric Adjustment of Commercial Bank Interest Rates in the Euro Area : An Empirical Investigation into Interest Rate Pass-Through
Sander, Harald; Kleimeier, Stefanie - 2001
error correction mechanism, which is obtained from cointegration analyses allowing for structural breaks and symmetric as …
Persistent link: https://www.econbiz.de/10014122856
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US-euro area monetary policy interdependence : new evidence from Taylor rule-based VECMs
Belke, Ansgar; Cui, Yuhua - In: The world economy : the leading journal on … 33 (2010) 5, pp. 778-797
Persistent link: https://www.econbiz.de/10003976654
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Did quantitative easing affect interest rates outside the US? : new evidence based on interest rate differentials
Belke, Ansgar; Gros, Daniel; Osowski, Thomas - 2016
, recursive estimation methods. Using data between 2002 and 2014, we find limited evidence that QE1 caused a breakup or a …
Persistent link: https://www.econbiz.de/10011414128
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Did the Bundesbank react to the US dollar exchange rate?
Eleftheriou, Maria - In: International review of economics & finance : IREF 51 (2017), pp. 235-244
Persistent link: https://www.econbiz.de/10011754441