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Monetary policies, exchange rate pass-through and prices in Asian economies : a long and short-run analysis

Yazdani, Mehdi - In: Iranian economic review : journal of University of Tehran 22 (2018) 4, pp. 1034-1064

Persistent link: https://www.econbiz.de/10012152398

Exchange rates and the information channel of monetary policy

Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - 2020

We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock … component and a central bank information shock component. We identify both components using changes in interest rate futures and … that a contractionary interest rate shock appreciates the dollar, increases the excess bond premium, and leads to a decline …

Persistent link: https://www.econbiz.de/10012301353

The impact of monetary policy on financial markets in small open economies : more or less effective during the global financial crisis?

Pennings, Steven; Ramayandi, Arief; Hsiao Chink Tang - 2011

This paper estimates the impact of monetary policy on exchange rates and stock markets for eight small open economies: Australia, Canada, the Republic of Korea, New Zealand, the United Kingdom, Indonesia, Malaysia and Thailand. On average across these countries, a one percentage point surprise...

Persistent link: https://www.econbiz.de/10011282915

The transmission mechanism of quantitative easing : a Markov-switching FAVAR approach

Corrado, Luisa; Grassi, Stefano; Minnella, Enrico - 2021

Persistent link: https://www.econbiz.de/10013256350

Effects of monetary policy during financial market crises and regime changes : an empirical evaluation using a nonlinear vector autoregression model

Kim, Seewon - In: Asian economic journal : journal of the East Asian … 32 (2018) 2, pp. 105-123

Persistent link: https://www.econbiz.de/10011970084

Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach

Zheng, Jasmine - 2013

This paper analyzes the impact and effectiveness of conventional monetary policy during periods of low and high financial stress in the US economy. Using data from 1973Q1 to 2008Q4, the analysis is conducted by estimating a Threshold Vector Autoregression (TVAR) model to capture switching...

Persistent link: https://www.econbiz.de/10013076282

Effects of US Monetary Policy Shocks during Financial Crises ― A Threshold Vector Autoregression Approach

Fry-McKibbin, Renee - 2016

This paper analyzes the impact of monetary policy during periods of low and high financial stress in the US economy using a Threshold Vector Autoregression model. There is evidence that expansionary monetary policy is effective during periods of high financial stress with larger responses having...

Persistent link: https://www.econbiz.de/10012992677

Effects of the US monetary policy shocks during financial crises : a threshold vector autoregression approach

Fry-McKibbin, Renée; Zheng, Jasmine - In: Applied economics 48 (2016) 58/60, pp. 5802-5823

Persistent link: https://www.econbiz.de/10011773067

Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach

Fry-McKibbin, Renée; Zheng, Jasmine - 2016

Persistent link: https://www.econbiz.de/10011756827

International spill-overs of uncertainty shocks : evidence from a FAVAR

Kamber, Güneş; Karagedikli, Özer; Ryan, Michael; … - 2016

Persistent link: https://www.econbiz.de/10011749400

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