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Monetary policy and the current account : theory and evidence
Hjortsoe, Ida; Weale, Martin; Wieladek, Tomasz - 2016
monetary policy shock depends on the degree of economic regulation in different markets. In particular, financial (product …
Persistent link: https://www.econbiz.de/10011436615
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The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector
Lo Duca, Marco; Moccero, Diego; Parlapiano, Fabio - 2024
risk. An adverse supply shock leads to a deterioration of firms' riskiness 10 per cent above the average PD. Contractionary …
Persistent link: https://www.econbiz.de/10014484468
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Does the euro make a difference? : spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR
Bussière, Matthieu; Chudik, Alexander; Mehl, Arnaud - 2011
dollar shock, generalised impulse response function shocks and a global shock to risk aversion. Our results show that the way … depends crucially on the nature of the shock. This result is noteworthy given the apparent divergence in competitiveness …
Persistent link: https://www.econbiz.de/10008901483
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Does the Euro Make a Difference? Spatio-Temporal Transmission of Global Shocks to Real Effective Exchange Rates in an Infinite VAR
Bussière, Matthieu - 2011
dollar shock, generalised impulse response function shocks and a global shock to risk aversion. Our results show that the way … depends crucially on the nature of the shock. This result is noteworthy given the apparent divergence in competitiveness …
Persistent link: https://www.econbiz.de/10013130602
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Exchange rate pass-through, monetary policy and real shocks : an empirical evaluation
Aguirre, Horacio A.; González Padilla, Héctor Gustavo - 2019 - This version: January 2019
that ERPT changes with the kind of shock and the monetary policy response to it. …
Persistent link: https://www.econbiz.de/10012020009
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Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
Hauzenberger, Niko; Pfarrhofer, Michael - 2019
Understanding disaggregate channels in the transmission of monetary policy to the real and financial sectors is of crucial importance for effectively implementing policy measures. We extend the empirical econometric literature on the role of production networks in the propagation of shocks along...
Persistent link: https://www.econbiz.de/10012126211
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Bank lending channel of monetary policy in China : evidence from SVAR analysis
Jiang, Jiadan - In: China economic policy review 4 (2015) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011403010
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International spillover effects of monetary policy : repercussions of China's macroeconomic policies on East Asian economies
Latfullina, Regina - 2018
Persistent link: https://www.econbiz.de/10012002912
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Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar; Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 26 (2019) 20, pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
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The impact of monetary and fiscal policy shocks on stock markets : evidence from China
Hu, Lei; Han, Junying; Zhang, Qiang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1856-1871
Persistent link: https://www.econbiz.de/10012124572