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A multivariate intervention model for the Dutch mint circulation : estimation and Monte Carlo simulation

Knoop, Han S. van der - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10001090359

Inflation and health in a Schumpeterian growth model : theory and evidence

He, Qichun - In: Economic modelling 75 (2018), pp. 159-168

Persistent link: https://www.econbiz.de/10012101467

Estimation of effects of recent macroprudential policies in a sample of advanced open economies

Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - In: International Journal of Financial Studies : open … 7 (2019) 2/23, pp. 1-20

We used a time-series cross-section dataset to test several hypotheses pertaining to the role of macroprudential policy instruments in the management of the financial cycle in advanced open economies. The short-run effects are most significant for caps on loan to value and income (LTV and LTI)...

Persistent link: https://www.econbiz.de/10012039586

Estimation of effects of recent macroprudential policies in a sample of advanced open economies

Nymoen, Ragnar; Pedersen, Kari; Sjåberg, Jon Ivar - 2018

We analyse a quarterly panel data set consisting of ten advanced open economies that have introduced macroprudential … panel data models, that also include the central bank rate, and controls for common nominal and real trends, gives support …

Persistent link: https://www.econbiz.de/10011899877

Exchange rate pass-through, monetary policy and real shocks : an empirical evaluation

Aguirre, Horacio A.; González Padilla, Héctor Gustavo - 2019 - This version: January 2019

We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed …

Persistent link: https://www.econbiz.de/10012020009

The role of trade credit in business operations

Białek-Jaworska, Anna; Nehrebecka, Natalia - In: Argumenta oeconomica (2016) 2, pp. 189-231

Persistent link: https://www.econbiz.de/10011626520

Threshold effects of financial stress on monetary policy rules : a panel data analysis

Floro, Danvee; Roye, Björn van - 2017

financial sector-specific stress across a panel of advanced and emerging economy central banks. We use a factor …-augmented dynamic panel threshold regression model with (estimated) common components to deal with crosssectional dependence. We find …