Similar Search Results

The effect of seasonal adjustment on the properties of business cycle regimes

Matas Mir, Antonio; Osborn, Denise R.; Lombardi, Marco - In: Journal of applied econometrics 23 (2008) 2, pp. 257-278

Persistent link: https://www.econbiz.de/10003704978

A shadow policy rate to calibrate US monetary policy at the zero lower bound

Lombardi, Marco; Zhu, Feng - 2014

Persistent link: https://www.econbiz.de/10010402200

Why did bank lending rates diverge from policy rates after the financial crisis?

Illes, Anamaria; Lombardi, Marco; Mizen, Paul - 2015

Persistent link: https://www.econbiz.de/10010495396

On the correlation between commodity and equity returns : implications for portfolio allocation

Lombardi, Marco; Ravazzolo, Francesco - 2013

Persistent link: https://www.econbiz.de/10009782578

Monetary policy and the oil futures market

Eickmeier, Sandra; Lombardi, Marco - 2012

We assess the transmission of monetary policy shocks on oil prices using a VAR model. We identify monetary policy and financial activity shocks disentangled from demand and oil supply shocks using sign restrictions. We obtain the following main findings. (i) Monetary policy and financial...