Similar Search Results

Tracking global economic uncertainty : implications for the euro area

Bobasu, Alina; Geis, André; Quaglietti, Lucia; Ricci, … - 2021

This paper sheds light on the impact of global macroeconomic uncertainty on the euro area economy. We build on the methodology proposed by Jurado et al. (2015) and estimate global as well as country-specific measures of economic uncertainty for fifteen key euro area trade partners and the euro...

Persistent link: https://www.econbiz.de/10012503567

Evolving U.S. Monetary Policy and the Decline of Inflation Predictability

Benati, Luca - 2007

Using a structural VAR with time-varying parameters and stochastic volatility on post-WWII U.S. data, we document a striking negative correlation between the evolution of the long-run coefficient on inflation in the monetary rule and the evolution of the persistence and predictability of...

Persistent link: https://www.econbiz.de/10012775858

The signal extraction problem revisited : a note on its impact on a model of monetary policy

Keen, Benjamin D. - In: Macroeconomic dynamics 14 (2010) 3, pp. 405-426

Persistent link: https://www.econbiz.de/10003981130

Model uncertainty in macroeconomics : on the implications of financial frictions

Lieberknecht, Philipp; Binder, Michael; Quintana, Jorge; … - In: Essays on macroeconomic policies and financial frictions, (pp. 7-71). 2019

Persistent link: https://www.econbiz.de/10013190541

Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective

Liu, Ruipeng; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012665261

Interest-free bonds financial innovation : a monetary instrument for economy at crisis

Bidabad, Bijan; Hassan, Abul; Ali, Mohamed Sami Ben; … - In: Journal of economic cooperation & development 32 (2011) 1, pp. 55-70

Persistent link: https://www.econbiz.de/10009236300

Liquidity, term spreads and monetary policy

Aksoy, Yunus; Basso, Henrique S. - 2012

Persistent link: https://www.econbiz.de/10009544824

Liquidity, term spreads and monetary policy

Aksoy, Yunus; Basso, Henrique S. - In: The economic journal : the journal of the Royal … 124 (2014) 581, pp. 1234-1278

Persistent link: https://www.econbiz.de/10011310013

Liquidity, term spreads and monetary policy

Aksoy, Yunus; Basso, Henrique S. - 2012

require to carry maturity risk. During a boom, profitability is increasing and thus spreads are low, while during a recession … and their appetite to bear the risk of maturity transformation. We first show that fluctuations of the future … profitability of banks’ portfolios affect their ability to cover for any liquidity shortage and hence influence the premium they …

Persistent link: https://www.econbiz.de/10009682825

Can investment solve the "paradox of profit" in a monetary economy?

Cottin-Euziol, Edouard - In: New contributions to monetary analysis : the …, (pp. 205-216). 2013

Persistent link: https://www.econbiz.de/10010208592

1
2
3
4
5
6
7
8
9
10
Next
Last