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Monetary stimulus amid the infrastructure investment spree : evidence from China's loan-level data
Chen, Kaiji; Gao, Haoyu; Higgins, Patrick; Waggoner, … - 2020
allocation. We develop a two-stage estimation approach and apply it to China's loanlevel data that covers all sectors in the …
Persistent link: https://www.econbiz.de/10012265180
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Discount rates, debt maturity, and the fiscal theory
Corhay, Alexandre; Kind, Thilo; Kung, Howard; Morales, … - 2021
This paper examines how the transmission of government portfolio risk arising from maturity operations depends on the stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government portfolio to affect the expected inflation, even in a frictionless...
Persistent link: https://www.econbiz.de/10012886258
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Yield curve dynamics and fiscal policy shocks
Kučera, Adam; Kočenda, Evžen; Maršá, Aleš - 2019
Persistent link: https://www.econbiz.de/10012134662
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Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António; Jalles, João Tovar - In: Journal of international financial markets, … 58 (2019), pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
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Yield curve dynamics and fiscal policy shocks
Kučera, Adam; Kočenda, Evžen; Maršál, Aleš - 2022
cost of private and government financing. We combine government spending shock identification strategies from the fiscal … term premia. The news shock in expectations about future expenditures decreases yields across all maturities …
Persistent link: https://www.econbiz.de/10012887223
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Monetary and fiscal policy transmission in the Euro-area : evidence from a structural VAR analysis
Aarle, Bas van; Garretsen, Harry; Gobbin, Niko - In: Growth and cycle in the Euro-zone, (pp. 343-351). 2006
Persistent link: https://www.econbiz.de/10003412237
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How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Eller, Markus; Feldkircher, Martin; Huber, Florian - In: Focus on European economic integration (2017) 1, pp. 54-77
Persistent link: https://www.econbiz.de/10012183991
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The combination of monetary and fiscal policy shocks : a TVP-FAVAR approach
Molteni, Francesco; Pappa, Euē - 2017
Persistent link: https://www.econbiz.de/10011821276
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Essays in econometrics and macroeconomics
Tenhofen, Jörn - 2011
Persistent link: https://www.econbiz.de/10009422862
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Determinants of government bond yield spreads in EU countries
Zeman, Juraj - In: Ekonomický časopis : časopis pre ekonomickú … 62 (2014) 6, pp. 598-608
Persistent link: https://www.econbiz.de/10010400264