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Measuring monetary policy shocks in France, Germany and Italy : the role of the exchange rate

Smets, Frank - In: Swiss journal of economics and statistics 133 (1997) 3, pp. 597-616

Persistent link: https://www.econbiz.de/10001336717

The exchange rate and the monetary transmission mechanism in Germany

Smets, Frank; Wouters, Rafael - In: De economist : Netherlands economic review ; quarterly … 147 (1999) 4, pp. 489-521

Persistent link: https://www.econbiz.de/10001496703

MCIs and monetary policy

Gerlach, Stefan; Smets, Frank - In: European economic review : EER 44 (2000) 9, pp. 1677-1700

Persistent link: https://www.econbiz.de/10001517895

Measuring monetary policy shocks in France, Germany and Italy : the role of the exchange rate

Smets, Frank - 1997

Persistent link: https://www.econbiz.de/10013431819

Determinants of the euro real effective exchange rate : a BEER/PEER approach

Maeso-Fernandez, Francisco; Osbat, Chiara; Schnatz, Bernd - In: Australian economic papers 41 (2002) 4, pp. 437-461

Persistent link: https://www.econbiz.de/10001997484

Global commodity cycles and linkages a FAVAR approach

Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - 2010

In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...