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Monetary and macroprudential policies in an estimated model with financial intermediation
Gelain, Paolo; Ilbas, Pelin - 2014
We estimate the Smets and Wouters (2007) model augmented with the Gertler and Karadi (2011) financial intermediation sector on US data by using real and financial observables. Given the framework of the estimated model, we address the question whether and how standard monetary policy should...
Persistent link: https://www.econbiz.de/10011506778
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Japanese foreign exchange interventions, 1971-2018 : estimating a reaction function using the best proxy
Itō, Takatoshi; Tomoyoshi, Yabu - In: Journal of the Japanese and international economies : … 58 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012654977
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Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates
Ida, Daisuke - In: The North American journal of economics and finance : a … 24 (2013), pp. 223-242
Persistent link: https://www.econbiz.de/10009739655
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Monetary and macroprudential policies in an estimated model with financial intermediation
Gelain, Paolo; Ilbas, Pelin - 2014
We estimate the Smets and Wouters (2007) model augmented with the Gertler and Karadi (2011) financial intermediation sector on US data by using real and financial observables. Given the framework of the estimated model, we address the question whether and how standard monetary policy should...
Persistent link: https://www.econbiz.de/10011589082
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Monetary and macroprudential policies in an estimated model with financial intermediation
Gelain, Paolo; Ilbas, Pelin - In: Journal of economic dynamics & control 78 (2017), pp. 164-189
Persistent link: https://www.econbiz.de/10011817566
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Oceans apart? : China and other systemically important economies
Chen, Hongyi; Siklos, Pierre L. - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 5, pp. 1349-1371
Persistent link: https://www.econbiz.de/10014289442
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Testing for Parameter Stability in DSGE Models. The Cases of France, Germany, Italy, and Spain
Jerger, Jürgen; Röhe, Oke - 2012
structural breaks after the beginning of the second stage of EMU in the mid-nineties, while the estimates for Spain show a …
Persistent link: https://www.econbiz.de/10010294717
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Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
Wilfling, Bernd; Trede, Mark - 2004
processes which have to be estimated by discretely sampled observations. Using daily exchange rate data prior to the Greek EMU … increased central bank intervention activities in the run-up to the Greek EMU entrance. Thus the modelling and estimation …
Persistent link: https://www.econbiz.de/10010295399
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Since when have FOREX markets incorporated EMU into currency pricing? Evidence from four exchange rate series
Wilfling, Bernd - 2001
-switching GARCH model this paper estimates the volatility processes of four EMU exchange rate returns vis-?-vis the German mark using … daily data for the time prior to Stage III of EMU. Statistical inference yields the dates at which financial markets began … to incorporate the expected EMU participation of each country into currency pricing. The data exhibits strong econometric …
Persistent link: https://www.econbiz.de/10010295594
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Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model
Eickmeier, Sandra - 2006
transmission to individual EMU countries. Our most important findings are the following. EMU countries share five common trends … 1999 on and of inflation in the mid-1980s and the mid-1990s. To examine the transmission of common shocks to individual EMU …
Persistent link: https://www.econbiz.de/10010295820