Showing 1 - 10 of 22,094
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
In a large sample of countries across different geographic regions and over a long period of time, we find limited country- and variable-specific effects of central bank transparency on forecast accuracy and their dispersion among a large set of professional forecasts of financial and...
Persistent link: https://www.econbiz.de/10011790688
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 …
Persistent link: https://www.econbiz.de/10011636194
The paper examines the effect of inflation on growth in transition countries. It presents panel data evidence for 13 … transition countries over the 1990-2003 period; it uses a fixed effects, full-information maximum likelihood, panel approach to … simultaneous system. This allows for possible simultaneity bias in the baseline model. -- Growth ; transition ; panel data …
Persistent link: https://www.econbiz.de/10003785297
The paper examines the effect of inflation on growth in transition countries. It presents panel data evidence for 13 … transition countries over the 1990-2003 period; it uses a fixed effects panel approach to account for possible bias from … demand that allows for possible simultaneity bias in the baseline model. -- growth ; transition; panel data ; inflation …
Persistent link: https://www.econbiz.de/10003873058
policy shocks in 17 countries, using data spanning 1986 - 2006. We estimate VARs for individual economies and panel VARs in …, its importance appears limited. Keywords: asset prices, monetary policy, panel VAR. …
Persistent link: https://www.econbiz.de/10010382339
informationally opaque. The application of a non-linear panel threshold model makes it possible to group firms endogenously according … measures of solvency are used as potential threshold variables. The firm-level panel dataset covers the period between 2006 and …
Persistent link: https://www.econbiz.de/10010425733
We estimate a New Keynesian wage Phillips curve for a panel of 24 OECD countries, and allow the degree of wage …
Persistent link: https://www.econbiz.de/10010459666
shocks in 17 countries, using data spanning 1986-2006, using single-country VARs and panel VARs in which we distinguish … prices, its importance appears limited. -- Asset Prices ; Monetary Policy ; Panel VAR …
Persistent link: https://www.econbiz.de/10003831217
This paper examines whether government ideology has influenced monetary policy in OECD countries. We use quarterly data in the 1980.1-2005.4 period and exclude EMU countries. Our Taylor-rule specification focuses on the interactions of a new time-variant index of central bank independence with...
Persistent link: https://www.econbiz.de/10013112821