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Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model

Hsiao, Cody Yu-Ling; Jin, Tao; Kwok, Simon Sai Man; Wang, Xi - In: China economic review : an international journal 81 (2023), pp. 1-45

Persistent link: https://www.econbiz.de/10014473324

How oil shocks propagate: evidence on the monetary policy channel

Miyamoto, Wataru; Nguyen, Thuy Lan; Sergeyev, Dmitriy - 2024

Persistent link: https://www.econbiz.de/10014533433

Dynamic effects of monetary policy shocks on macroeconomic volatility

Mumtaz, Haroon; Theodoridis, Konstantinos - 2015

Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy … volatility effects of the shock are driven by agents' concern about the (in)ability of the monetary authority to reverse …

Persistent link: https://www.econbiz.de/10011389786

A small New Keynesian model to analyze business cycle dynamics in Poland and Romania

Nalban, Valeriu - In: Contemporary economics 9 (2015) 3, pp. 319-336

In this paper, we derive a small textbook New Keynesian DSGE model to evaluate Polish and Romanian business cycles … observed variables. Shock decompositions of the output and the inflation rate revealed the driving forces of the business …

Persistent link: https://www.econbiz.de/10011392289

Dynamic effects of monetary policy shocks on macroeconomic volatility

Mumtaz, Haroon; Theodoridis, Konstantinos - 2015

Persistent link: https://www.econbiz.de/10012174650

Dynamic effects of monetary policy shocks on macroeconomic volatility

Mumtaz, Haroon; Theodoridis, Konstantinos - 2018

We develop a VAR that allows the estimation of the impact of monetary policy shocks on volatility. Estimates for the US suggest that an increase in the policy rate by 1% is associated with a rise in unemployment and inflation volatility of about 15%. Using a New Keynesian model, with search and...

Persistent link: https://www.econbiz.de/10011928806