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The effect of news shocks and monetary policy
Gambetti, Luca; Görtz, Christoph; Korobilis, Dimitris; … - 2019
the pre-1980 period. Measuring expectations of future monetary policy rates conditional on a news shock suggests that the …
Persistent link: https://www.econbiz.de/10011990092
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Monetary policy shocks for Sweden
Kilman, Josefin - 2022
This paper estimates monetary policy shocks for Sweden between 1996-2019. I employ the Romer and Romer (2004) (R …
Persistent link: https://www.econbiz.de/10013375212
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Macroeconomic shocks and racial labour market differences in the U.S.
De, Kuhelika; Compton, Ryan A.; Giedeman, Daniel C.; … - 2019
Using 136 United States macroeconomic indicators from 1973 to 2017, and a factor augmented vector autoregression (FAVAR) framework with sign restrictions, we investigate the effects of three structural macroeconomic shocks - monetary, demand, and supply - on the labour market outcomes of black...
Persistent link: https://www.econbiz.de/10012157899
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Measuring the effects of monetary policy in the Euro area : the role of anticipated policy
Gottschalk, Jan - 2001
Persistent link: https://www.econbiz.de/10013261164
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Measuring the effects of monetary policy in the euro area : the role of anticipated policy
Gottschalk, Jan; Höppner, Florian - 2001
Persistent link: https://www.econbiz.de/10001614918
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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
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Uncertainty-dependent effects of monetary policy shocks : a new Keynesian interpretation
Castelnuovo, Efrem; Pellegrino, Giovanni - 2017
milder macroeconomic responses to a monetary policy shock estimated with our VAR in presence of high uncertainty. A version …
Persistent link: https://www.econbiz.de/10011781355
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How robust are SVARs at measuring monetary policy in small open economies?
Carrillo, Julio A.; Elizondo, Rocio - 2015
Monte Carlo experiments show that sign restrictions systematically overshoot inflation responses to the said shock, so we … recovers the transmission of the shock, whereas exclusion restrictions show large sensitivity to the assumed monetary …
Persistent link: https://www.econbiz.de/10011337610
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Drivers of consumer prices and exchange rates in small open economies
Corbo, Vesna; Di Casola, Paola - 2020
We study the fluctuations of exchange rates and consumer prices in two small open economies, Sweden and Canada, using a … economies, we find that the main driver of consumer price inflation is the global demand shock. A negative global demand shock … pass-through following this shock is of opposite sign to what is usually expected. Finally, exogenous shocks to the …
Persistent link: https://www.econbiz.de/10012176017