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The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US
Kaufmann, Sylvia; Valderrama, Maria Teresa - 2007
We analyze the interaction between credit and asset prices in the transmission of shocks to the real economy. We estimate a Markov switching VAR for the euro area and the US, including additionally GDP, CPI and a short-term interest rate. We find evidence for two distinct states in both regions....
Persistent link: https://www.econbiz.de/10011604862
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Financial systems and the cost channel transmission of monetary policy shocks
Kaufmann, Sylvia; Scharler, Johann - 2006
Persistent link: https://www.econbiz.de/10003318695
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The role of credit aggregates and asset prices in the transmission mechanism : a comparison between the euro area and the US
Kaufmann, Sylvia (contributor);  … - 2007
We analyze the interaction between credit and asset prices in the transmission of shocks to the real economy. We estimate a Markov switching VAR for the euro area and the US, including additionally GDP, CPI and a short-term interest rate. We find evidence for two distinct states in both regions....
Persistent link: https://www.econbiz.de/10003554973
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The role of credit aggregates and asset prices in the transmission mechanism : a comparison between the euro area and the USA
Kaufmann, Sylvia; Valderrama, María Teresa - In: The Manchester School 78 (2010) 4, pp. 345-377
Persistent link: https://www.econbiz.de/10003983315
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Financial systems and the cost channel transmission of monetary policy shocks
Kaufmann, Sylvia; Scharler, Johann - In: Economic modelling 26 (2009) 1, pp. 40-46
Persistent link: https://www.econbiz.de/10003816678
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Financial systems and the cost channel transmission of monetary policy shocks
Kaufmann, Sylvia (contributor); Scharler, Johann (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367512
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Asymmetric transmission of monetary policy through bank lending : evidence from Austrian bank balance sheet data
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Focus on Austria (2001) 3/4, pp. 116-136
Persistent link: https://www.econbiz.de/10001698797
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Investigating asymmetries in the bank lending channel : an analysis using Austrian banks' balance sheet data
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2003
Persistent link: https://www.econbiz.de/10001794402
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The cross-sectional and the time dimension of the bank-lending channel: the Austrian case
Kaufmann, Sylvia - In: Monetary policy transmission in the euro area : a study …, (pp. 347-358). 2003
Persistent link: https://www.econbiz.de/10001872468
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Der Transmissionsprozeß in kleinen, offenen Volkswirtschaften (Österreich, Schweiz)
Kaufmann, Sylvia; Winckler, Georg - In: Transmissionsmechanismen der Geldpolitik, (pp. 11-28). 1999
Persistent link: https://www.econbiz.de/10001387489