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International spillovers of quantitative easing
Kolasa, Marcin; Wesołowski, Grzegorz - 2018
This paper develops a two-country model with asset market segmentation to investigate the effects of quantitative easing implemented by the major central banks on a typical small open economy that follows independent monetary policy. The model is able to replicate the key empirical facts on...
Persistent link: https://www.econbiz.de/10011881148
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The time horizon of price responses to quantitative easing
Mamaysky, Harry - In: Journal of banking & finance 90 (2018), pp. 32-49
Persistent link: https://www.econbiz.de/10011963157
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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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International spillovers of quantitative easing
Kolasa, Marcin; Wesołowski, Grzegorz - 2019
Persistent link: https://www.econbiz.de/10012018861
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Entwicklungshilfe auf dem Prüfstand : entwicklungspolitische Bilanzen führender Geberstaaten
Kevenhörster, Paul - 2014
Die vorliegende Untersuchung stützt sich auf Lehrveranstaltungen und Forschungsprojekte über eine Zeitspanne von 15 Jahren. Dabei geht es um die Evaluation der Entwicklungspolitik führender Geberstaaten (Vereinigte Staaten, Japan, Grossbritannien, Frankreich, Niederlande und Deutschland) und...
Persistent link: https://www.econbiz.de/10010239503
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
an initial shock and on history, minus the baseline expectation that conditions on history. This makes the process … endogenous, but the choice of the baseline shock within the data set makes a difference. We explore the impact of three different … government allowed the investment bank Lehman Brothers to go bankrupt (GFC2). The third shock is 9 May 2010, which marked the …
Persistent link: https://www.econbiz.de/10011301206
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - 2017 - This version: 7th April 2017
Persistent link: https://www.econbiz.de/10011752680
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Unconventional monetary policies in the euro area, Japan, and the United Kingdom
Dell'Ariccia, Giovanni; Rabanal, Pau; Sandri, Damiano - In: The journal of economic perspectives : EP ; a journal … 32 (2018) 4, pp. 147-172
Persistent link: https://www.econbiz.de/10011956137
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Fifty shades of QE: conflicts of interest in economic research
Fabo, Brian; Jančoková, Martina; Kempf, Elisabeth; … - 2020
Persistent link: https://www.econbiz.de/10012493110