Narrow search
Showing 1 - 10 of 22,829
Cover Image
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 … rate by 150 basis points causes output and inflation volatility to rise around 10% above their steady-state standard … deviations. VAR based empirical results support the model implications that contractionary shocks increase volatility. The …
Persistent link: https://www.econbiz.de/10011389786
Cover Image
The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Cover Image
Uncertainty shocks, banking frictions, and economic activity
Bonciani, Dario; Roye, Björn van - 2013
In this paper we investigate the effects of uncertainty shocks on economic activity using a Dynamic Stochastic General Equilibrium (DSGE) model with heterogenous agents and a stylized banking sector. We show that frictions in credit supply amplify the effects of uncertainty shocks on economic...
Persistent link: https://www.econbiz.de/10009761866
Cover Image
Inflation persistence in India
Dua, Pami; Goel, Deepika - In: Journal of quantitative economics 19 (2021) 3, pp. 525-553
Persistent link: https://www.econbiz.de/10012622079
Cover Image
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Cover Image
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.; Martínez-García, Enrique; Zeng, Zheng - In: Economic modelling 100 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Cover Image
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of monetary economics 114 (2020), pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Cover Image
Tracking global economic uncertainty : implications for the euro area
Bobasu, Alina; Geis, André; Quaglietti, Lucia; Ricci, … - 2021
This paper sheds light on the impact of global macroeconomic uncertainty on the euro area economy. We build on the methodology proposed by Jurado et al. (2015) and estimate global as well as country-specific measures of economic uncertainty for fifteen key euro area trade partners and the euro...
Persistent link: https://www.econbiz.de/10012503567
Cover Image
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
Persistent link: https://www.econbiz.de/10012174650
Cover Image
Consumption and the interest rate : a changing dynamic?
Nordström, Martin - In: Applied economics 52 (2020) 51, pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780