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Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
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Money stock versus monetary base in time-frequency exchange rate determination
Funashima, Yoshito - In: Journal of international money and finance 104 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012395142
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Monetary policy shocks, inflation persistence, and long memory
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Journal of macroeconomics 55 (2018), pp. 117-127
Persistent link: https://www.econbiz.de/10012127581
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Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of economic dynamics & control 84 (2017), pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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Four essays in econometrics and macroeconomics
Born, Benjamin - 2011
Persistent link: https://www.econbiz.de/10009422848
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Market-based monetary policy uncertainty
Bauer, Michael; Lakdawala, Aeimit; Mueller, Philippe - 2019
Persistent link: https://www.econbiz.de/10012057473
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Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo - 2023 - Prima edizione
Persistent link: https://www.econbiz.de/10014321842
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Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
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Effect of monetary policy on the Nigerian stock market : a smooth transition autoregressive approach
Babangida, Jamilu S.; Khan, Asad ul Islam - In: CBN journal of applied statistics 12 (2021) 1, pp. 1-21
This paper examines the nonlinear effect of monetary policy decisions on the performance of the Nigerian Stock Exchange market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share Index and monetary policy instrument. This study...
Persistent link: https://www.econbiz.de/10012604392
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Taylor effect in Bitcoin time series
Takaishi, Tetsuya; Adachi, Takanori - In: Economics letters 172 (2018), pp. 5-7
Persistent link: https://www.econbiz.de/10012022081