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Monetary policy autonomy and international monetary spillovers
Demir, Ishak - 2019
While Federal Reserve continues to normalize its monetary policy on the back of a strengthening U.S. economy, the possibility of mimicking U.S. policy actions and so the debate of monetary autonomy has been particularly heated in the most of developing countries, even in advanced economies. We...
Persistent link: https://www.econbiz.de/10012147194
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The global financial cycle and macroeconomic tail risks
Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022
We study the link between the global financial cycle and macroeconomic tail risks using quantile vector autoregressions. Contractionary shocks to financial conditions and monetary policy in the United States cause elevated downside risks to growth around the world. By tightening financial...
Persistent link: https://www.econbiz.de/10013459721
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U.S. monetary policy and the Global Financial Cycle
Miranda-Agrippino, Silvia; Rey, Hélène - In: The review of economic studies : RES 87 (2020) 6, pp. 2754-2776
Persistent link: https://www.econbiz.de/10012387353
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - 2021 - This Version: July 22, 2021
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...
Persistent link: https://www.econbiz.de/10012320523
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Neuenkirch, Matthias - 2020
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1–2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states...
Persistent link: https://www.econbiz.de/10012383710
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - 2021 - First draft: November 23, 2020 ; this version: May 17, 2021
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...
Persistent link: https://www.econbiz.de/10013328355
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The euro area Bank Lending Survey matters : empirical evidence for credit and output growth
Bondt, Gabe J. de; Maddaloni, Angela; Peydró, José-Luis - 2010
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant leading indicator for euro area bank credit and real GDP...
Persistent link: https://www.econbiz.de/10003971193
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The Euro Area Bank Lending Survey Matters : Empirical Evidence for Credit and Output Growth
de Bondt, Gabe; Maddaloni, Angela; Peydró, José-Luis; … - 2021
This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant leading indicator for euro area bank credit and real GDP...
Persistent link: https://www.econbiz.de/10013316257
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Global footprints of monetary policies
Miranda-Agrippino, Silvia; Nenova, Tsvetelina; Rey, Hélène - 2020
Persistent link: https://www.econbiz.de/10012172905
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Zinswende in den USA : Fluch oder Segen für die Konjunktur im Euroraum?
Rujin, Svetlana; Schmidt, Torsten - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 95 (2015) 3, pp. 186-191
Sowohl in den USA als auch in Großbritannien ist in naher Zukunft mit einer Zinswende zu rechnen. Die Länder des … internationalen Übertragung der geldpolitischen Impulse dar und quantifizieren die Effekte einer Anhebung der Zinsen in den USA und in … dazu werden die Auswirkungen einer anhaltenden Abwertung des Euro infolge der jüngsten Lockerung der Geldpolitik durch die …
Persistent link: https://www.econbiz.de/10010490138