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Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks : Evidence Using Daily Surveys from Brazil
Burjack, Rafael - 2019
economic uncertainty, term premia, inflation expectations, and bond yields in Brazil. We find strong evidence that inflation … premia in Brazil through elevated exchange rate risk …
Persistent link: https://www.econbiz.de/10012860102
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Bank Risks, Monetary Shocks and the Credit Channel in Brazil : Identification and Evidence from Panel Data
Ramos-Tallada, Julio - 2015
channel (BLC) of monetary transmission in Brazil between 1995 and 2012. I extend the standard empirical approach in two main …
Persistent link: https://www.econbiz.de/10013023320
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Is the monetary policy rate effective? : recent evidence from Ghana
Akosah, Nana K. - 2015
contemporaneously to output and inflationary pressures. Inflation is mostly driven by interest rate shock over the medium to long term …, pointing to an impact of monetary policy. In the short term, however, exchange rate shock has relatively larger influence on …
Persistent link: https://www.econbiz.de/10011326532
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The short-run effect of monetary policy shocks on credit risk : an analysis of the euro area
Kim, Chi Hyun; Other, Lars - 2019
We examine the credit channel of monetary policy from 2000 to 2015 in the Euro Area using daily monetary policy shock … and credit risk measures in an autoregressive distributed lag model. We find that an expansionary monetary policy shock …
Persistent link: https://www.econbiz.de/10011963607
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Commodity price shocks and global cycles : monetary policy matters
Castelnuovo, Efrem; Mori, Lorenzo; Peersman, Gert - 2024
We employ a structural VAR model with global and US variables to study the relevance and transmission of oil, food commodities, and industrial input price shocks. We show that commodities are not all alike. Industrial input price changes are almost entirely endogenous responses to other shocks....
Persistent link: https://www.econbiz.de/10014550949
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Financial factors in economic fluctuations
Christiano, Lawrence J.; Motto, Roberto; Rostagno, Massimo - 2010
intermediation turns an otherwise diversifiable source of idiosyncratic economic uncertainty, the 'risk shock', into a systemic force …
Persistent link: https://www.econbiz.de/10003973320
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Effectiveness and transmission of the ECB's balance sheet policies
Boeckx, Jef; Bossche, Maarten; Peersman, Gert - 2014
crisis within a structural VAR framework. An expansionary balance sheet shock stimulates bank lending, stabilizes financial …
Persistent link: https://www.econbiz.de/10010383862
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Effectiveness and Transmission of the ECB's Balance Sheet Policies
Boeckx, Jef - 2014
crisis within a structural VAR framework. An expansionary balance sheet shock stimulates bank lending, stabilizes financial …
Persistent link: https://www.econbiz.de/10013048831
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Financial Factors in Economic Fluctuations
Christiano, Lawrence J.; Motto, Roberto; Rostagno, Massimo - 2021
intermediation turns an otherwise diversifiable source of idiosyncratic economic uncertainty, the ‘risk shock’, into a systemic force …
Persistent link: https://www.econbiz.de/10013316211
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Effectiveness and transmission of the ECB's balance sheet policies
Boeckx, Jef; Dossche, Maarten; Peersman, Gert - 2014
crisis within a structural VAR framework. An expansionary balance sheet shock stimulates bank lending, stabilizes financial …
Persistent link: https://www.econbiz.de/10011587743