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Essays on business cycle models, forecasting and monetary policy
Wolters, Maik H. - 2010
Persistent link: https://www.econbiz.de/10008779203
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Multiple unknown breaks, the expectations hypothesis of the term structure and monetary policy settings
Detken, Annette; Kugler, Peter - In: Applied economics quarterly 49 (2003) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001788741
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Application of A Quantile Regression to Estimate Across Which Quantiles the US Federal Reserve Sets the Monetary Policy In Relation to Short, Medium and Long-Term Yields of the US...
Guirguis, Michel - 2018
In this article, we are investigating the effects of the macroeconomic variables. We have applied a Quantile regression, (including LAD), in EViews 6 to test the quantile of the natural logarithmic returns of the seasonally adjusted money supply, (M2) on the natural logarithmic returns of the...
Persistent link: https://www.econbiz.de/10012910782
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US non-linear causal effects on global equity indices in Normal times versus unconventional eras
Papadamou, Stephanos; Kyriazis, Νikolaos A.; Tzeremes, … - In: International economics and economic policy : IEEP 17 (2020) 2, pp. 381-407
Persistent link: https://www.econbiz.de/10012256833
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The Long and Variable Lags of Monetary Policy : Evidence from Disaggregated Price Indices
Aruoba, S. Borağan; Drechsel, Thomas - National Bureau of Economic Research - 2024
We study how monetary policy affects subcomponents of the Personal Consumption Expenditures Price Index (PCEPI) using …
Persistent link: https://www.econbiz.de/10014576652
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Monetary environments and stock returns : international evidence based on the quantile regression technique
Chevapatrakul, Thanaset - In: International review of financial analysis 38 (2015), pp. 83-108
Persistent link: https://www.econbiz.de/10011337628
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Sources of disagreement in inflation forecasts : an international empirical investigation
Siklos, Pierre L. - In: Journal of international economics 90 (2013) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10009751166
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Monetary environments and stock returns revisited : a quantile regression approach
Chevapatrakul, Thanaset - In: Economics letters 123 (2014) 2, pp. 122-126
Persistent link: https://www.econbiz.de/10010399880
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Heterogeneous provincial prices and monetary policy in South Africa : a wavelet-based quantile regression analysis
Iddrisu, Abdul-Aziz; Alagidede, Imhotep Paul - In: Central Bank review / Central Bank of the Republic of Turkey 21 (2021) 3, pp. 87-103
Although economic agents in different parts of a country face heterogeneous prices, empirical literature continue to assume homogeneity in the monetary policy-inflation nexus, with dire consequences for optimal monetary policy and welfare. Using wavelet-based quantile regressions, we provide a...
Persistent link: https://www.econbiz.de/10012650143
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Asymmetric effects of monetary policy on firm scale in China : a quantile regression approach
Fang, Liting; He, Lerong; Huang, Zhigang - In: Emerging markets review 38 (2019), pp. 35-50
Persistent link: https://www.econbiz.de/10012312644