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Monetary Policy, Uncertainty, and Domestic Shock Transmission to Capital Flow in Turkey
Sifat, Imtiaz - 2019
transmission to foreign direct investment and foreign portfolio investment. Operating on Turkey as a case study, I disaggregate … policy and uncertainty surrounding it, Central Bank of Turkey's monetary policy, and several key domestic macroeconomic … both at home and abroad. Complementary results from uncertainty metrics indicate-to varying extents-that Turkey is a …
Persistent link: https://www.econbiz.de/10012861354
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Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian - In: Applied economics 53 (2021) 34, pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
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Effectiveness of Monetary Policy Under Different Levels of Capital Flows for an Emerging Economy : Turkey
Ulke, Volkan - 2014
. Empirical evidence from Turkey between 1990 and 2013 suggests that tight monetary policy measured with a positive innovation on …
Persistent link: https://www.econbiz.de/10013049177
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The New Keynesian Phillips Curve in an inflation targeting country : the case of Turkey
Gozgor, Giray - In: International journal of economic sciences and applied … 6 (2013) 1, pp. 7-18
targeting monetary policy. The results from Generalized Methods of Moments (GMM) estimation suggest that empirical findings are …
Persistent link: https://www.econbiz.de/10009776331
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Optimale Geld- und Fiskalpolitik unter Unsicherheit
Clausen, Volker; Klose, Jens - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 39 (2010) 5, pp. 236-242
Persistent link: https://www.econbiz.de/10003966538
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Identifying shocks via time-varying volatility
Lewis, Daniel J. - 2018
An n-variable structural vector auto-regression (SVAR) can be identified (up to shock order) from the evolution of the residual covariance across time if the structural shocks exhibit heteroskedasticity (Rigobon (2003), Sentana and Fiorentini (2001)). However, the path of residual covariances is...
Persistent link: https://www.econbiz.de/10011926201
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Effect of monetary policy on government spending multiplier
Han, Jong-Suk; Hur, Joonyoung - In: The B.E. journal of macroeconomics 23 (2023) 1, pp. 57-93
Persistent link: https://www.econbiz.de/10013555732
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Causal inference by independent component analysis with applications to micro- and macroeconomic data
Moneta, Alessio; Entner, Doris; Hoyer, Patrik; Coad, … - 2010
Structural vector-autoregressive models are potentially very useful tools for guiding both macro- and microeconomic policy. In this paper, we present a recently developed method for exploiting non-Gaussianity in the data for estimating such models, with the aim of capturing the causal structure...
Persistent link: https://www.econbiz.de/10003966642
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Measuring the effects of monetary policy in the euro area : the role of anticipated policy
Gottschalk, Jan; Höppner, Florian - 2001 - This Version: August 2001
This paper investigates within a SVAR framework the effects of anticipated monetary policy in the euro area. Building on a procedure recently proposed by Cochrane yielding the response of output to an anticipated monetary policy impulse, we show that in the past twenty years anticipated monetary...
Persistent link: https://www.econbiz.de/10011538850
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Measuring the effects of monetary policy in the euro area : the role of anticipated policy
Gottschalk, Jan; Höppner, Florian - 2001
This paper investigates within a SVAR framework the effects of anticipated monetary policy in the euro area. Building on a procedure recently proposed by Cochrane which yields the response of output to an anticipated monetary policy impulse, we show that in the past twenty years anticipated...
Persistent link: https://www.econbiz.de/10011476356