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Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
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The Transmission Mechanism of Quantitative Easing : A Markov-Switching FAVAR Approach
Corrado, Luisa; Grassi, Stefano; Minnella, Enrico - 2021
This article assesses the impact of unconventional monetary policies and sheds light on their transmission mechanism in the United States. Using a three-variable Markov switching factor-augmented vector autoregression (MS-FAVAR) with time-varying transition probabilities and a shadow short-term...
Persistent link: https://www.econbiz.de/10013322495
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The effect of monetary policy shocks in the United Kingdom : an external instruments approach
Zanetti, Francesco; Li, Wei - 2016
Persistent link: https://www.econbiz.de/10011579172
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Dynamic responses of the economy to monetary shocks in the United Kingdom
Adrangi, Bahram; Baade, Hannah; Raffiee, Kambiz - In: Review of economics & finance 15 (2019) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012030769
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A positive effect of uncertainty shocks on the economy : is the chase over?
Himounet, Nicolas; Serranito, Francisco; Vauday, Julien - In: The world economy : the leading journal on … 47 (2024) 1, pp. 268-297
Persistent link: https://www.econbiz.de/10014480822
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A positive effect of uncertainty shocks on the economy : is the chase over ?
Himounet, Nicolas; Serranito, Francisco; Vauday, Julien - 2022
Persistent link: https://www.econbiz.de/10013466124
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Are bank lending shocks important for economic fluctuations?
Halvorsen, Jørn Inge; Jacobsen, Dag Henning - 2010
Persistent link: https://www.econbiz.de/10003920222
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Time-varying inflation expectations and economic fluctuations in the United Kingdom : a structural VAR analysis
Barnett, Alina; Groen, Jan J. J.; Mumtaz, Haroon - 2010
response of monetary policy to this type of shock appears to be crucial for this result. -- Inflation expectations ; Markov …
Persistent link: https://www.econbiz.de/10003969381
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Fiscal developments and financial stress : a threshold VAR analysis
Afonso, António; Baxa, Jaromír; Slavík, Michal - 2011
economic growth to a fiscal shock are mostly positive in both financial stress regimes; (iii) financial stress has a negative … shock is mainly associated with different behaviour across regimes; (v) the size of the fiscal multipliers is higher than …
Persistent link: https://www.econbiz.de/10009152600
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Changing patterns of fiscal policy multipliers in Germany, the UK and the US
Cimadomo, Jacopo; Bénassy-Quéré, Agnès - In: Journal of macroeconomics 34 (2012) 3, pp. 845-873
Persistent link: https://www.econbiz.de/10009690432