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Examining asymmetries in the transmission of monetary policy in the euro area : evidence from a mixed cross-section global VAR model
Georgiadis, Georgios - In: European economic review : EER 75 (2015), pp. 195-215
Persistent link: https://www.econbiz.de/10011522757
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The global financial cycle and macroeconomic tail risks
Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022
We study the link between the global financial cycle and macroeconomic tail risks using quantile vector autoregressions. Contractionary shocks to financial conditions and monetary policy in the United States cause elevated downside risks to growth around the world. By tightening financial...
Persistent link: https://www.econbiz.de/10013459721
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Fiscal policy spillovers in the Euro Area : a new assessment
Afonso, António; Loureiro, Daniel - 2024
We compute a GVAR to estimate the fiscal spillovers on output, consumption, investment, employment, and income, from 2002Q1 to 2021Q4, with 16 Euro Area (EA) countries. We found that a budget balance expansionary shock in Germany would generate positive spillovers on output and employment....
Persistent link: https://www.econbiz.de/10015077839
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Economic spillovers from the euro area to the CESEE region via the financial channel : a GVAR approach
Backé, Peter; Feldkircher, Martin; Slačik, Tomáš - In: Focus on European economic integration (2013) 4, pp. 50-64
Persistent link: https://www.econbiz.de/10010211285
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The spillover effect of euro area on central and southeastern European economies : a global VAR approach
Hájek, Jan; Horváth, Roman - In: Open economies review 27 (2016) 2, pp. 359-385
Persistent link: https://www.econbiz.de/10011591807
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The effects of the euro area entrance on the monetary transmission mechanism in Slovakia in light of the global economic recession
Klacso, Ján - In: Finance a úvěr 65 (2015) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10010481118
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Financial intermediaries' instability and euro area macroeconomic dynamics
Lhuissier, Stéphane - In: European economic review : EER 98 (2017), pp. 49-72
Persistent link: https://www.econbiz.de/10011812037
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International transmission of the US interest rate policy shocks : multi-country model analysis using FAVAR
Yim, Geunhyung - In: Seoul journal of economics 31 (2018) 4, pp. 401-447
Persistent link: https://www.econbiz.de/10011950671
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How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Eller, Markus; Feldkircher, Martin; Huber, Florian - In: Focus on European economic integration (2017) 1, pp. 54-77
Persistent link: https://www.econbiz.de/10012183991
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The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106
Persistent link: https://www.econbiz.de/10014443848