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The Global Effects of U.S. Monetary Policy on Equity and Bond Markets : A Spatial Panel Data Model Approach
Lu, Lina - 2020
We use spatial panel data model analysis to study the international transmission of U.S. monetary policy shocks in the …
Persistent link: https://www.econbiz.de/10012845434
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Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?
Paciello, Luigi - 2009
This paper studies U.S. inflation adjustment speed to aggregate technology shocks and to monetary policy shocks in a Bayesian VAR model with a large number of macroeconomic variables. According to the model estimated on the 1960-2007 sample, inflation adjusts much faster to aggregate technology...
Persistent link: https://www.econbiz.de/10014215145
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A Vectorautoregressive Investment Model (VIM) and monetary policy transmission : panel evidence from German firms
Breitung, Jörg; Chirinko, Robert S.; Kalckreuth, Ulf von - 2003
investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints … substantive conclusions, this paper demonstrate that the panel VAR approach is useful for modeling firm dynamics and real … Ergebnissen zeigt das Papier, dass der Panel VAR-Ansatz für die Modellierung der unternehmerischen Dynamik, der Interaktion von …
Persistent link: https://www.econbiz.de/10011432001
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A Vectorautoregressive Investment Model (Vim) and Monetary Policy Transmission : Panel Evidence from German Firms
Breitung, Jörg - 2016
Persistent link: https://www.econbiz.de/10012991241
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The bank-lending channel of monetary policy transmission in a dual banking system : empirical evidence from panel VAR modeling
Boukhatem, Jamel; Djelassi, Mouldi - In: Cogent economics & finance 10 (2022) 1, pp. 1-24
This paper applied the panel VAR approach and the Impulse Response Functions to investigate the differences in the …
Persistent link: https://www.econbiz.de/10013400126
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Real time underlying inflation gauges for monetary policymakers
Amstad, Marlene; Potter, Simon M. - 2009
Central banks analyze a wide range of data to obtain better measures of underlying inflationary pressures. Factor models have widely been used to formalize this procedure. Using a dynamic factor model this paper develops a measure of underlying inflation (UIG) at time horizons of relevance for...
Persistent link: https://www.econbiz.de/10003948215
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The FRBNY Staff Underlying Inflation Gauge : UIG
Amstad, Marlene; Potter, Simon M.; Rich, Robert W. - 2014
Monetary policymakers and long-term investors would benefit greatly from a measure of underlying inflation that uses all relevant information, is available in real time, and forecasts inflation better than traditional underlying inflation measures such as core inflation measures. This paper...
Persistent link: https://www.econbiz.de/10010404156
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Developing an underlying inflation gauge for China
Amstad, Marlene; Huan, Ye; Ma, Guonan - 2014
The headline consumer price index (CPI) is often considered too noisy, narrowly defined, and/or slowly available for policymaking. On the other hand, traditional core inflation measures may reduce volatility but do not address other issues and may even exclude important information. This paper...
Persistent link: https://www.econbiz.de/10010412468
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The FRBNY Staff Underlying Inflation Gauge : UIG
Amstad, Marlene - 2014
Monetary policymakers and long-term investors would benefit greatly from a measure of underlying inflation that uses all relevant information, is available in real time, and forecasts inflation better than traditional underlying inflation measures such as core inflation measures. This paper...
Persistent link: https://www.econbiz.de/10013054722
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The FRBNY Staff Underlying Inflation Gauge : UIG
Amstad, Marlene - 2014
Monetary policymakers and long-term investors would benefit greatly from a measure of underlying inflation that uses all relevant information, is available in real-time, and forecasts inflation better than traditional underlying inflation measures such as core inflation measures. This paper...
Persistent link: https://www.econbiz.de/10013047554