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Towards an explanation of cross-country asymmetries in monetary transmission
Georgiadis, Georgios - In: Journal of macroeconomics 39 (2014) 1, pp. 66-84
Persistent link: https://www.econbiz.de/10010494125
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Towards an explanation of cross-country asymmetries in monetary transmission
Georgiadis, Georgios - 2012
; Panel VAR ; Heterogeneity …
Persistent link: https://www.econbiz.de/10009509088
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Towards an Explanation of Cross-Country Asymmetries in Monetary Transmission
Georgiadis, Georgios - 2012
I quantify the importance of financial structure, labor market rigidities and industry mix for cross-country asymmetries in monetary transmission. To do so, I determine how closely the impulse responses to a monetary policy shock obtained from country-specific vector autoregressive (VAR) models...
Persistent link: https://www.econbiz.de/10013108291
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Towards an Explanation of Cross-Country Asymmetries in Monetary Transmission
Georgiadis, Georgios - 2016
I quantify the importance of financial structure, labor market rigidities and industry mix for cross-country asymmetries in monetary transmission. To do so, I determine how closely the impulse responses to a monetary policy shock obtained from country-specific vectorautoregressive (VAR) models...
Persistent link: https://www.econbiz.de/10012988771
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The bank-lending channel of monetary policy transmission in a dual banking system : empirical evidence from panel VAR modeling
Boukhatem, Jamel; Djelassi, Mouldi - In: Cogent economics & finance 10 (2022) 1, pp. 1-24
This paper applied the panel VAR approach and the Impulse Response Functions to investigate the differences in the monetary transmission processes of Islamic and conventional banks using disaggregated bank-level data for Saudi Arabia over the period 2008Q1-2020Q4. Our findings show that: i)...
Persistent link: https://www.econbiz.de/10013400126
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Financial systems and the role of banks in monetary policy transmission in the euro area
Ehrmann, Michael; Gambacorta, Leonardo; Martínez … - 2001
available database, BankScope, obscures the heterogeneity across banks. Indeed, for several types of questions BankScope data …Dieses Papier bietet einen umfassenden Vergleich zwischen den Strukturen der Banksysteme und Finanzmärkte im Eurogebiet … ergibt, dass die Geldpolitik das Bankkreditangebot beeinflußt, wobei die Stärke dieses Effekts über Banken in Abhängigkeit …
Persistent link: https://www.econbiz.de/10011419463
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A dynamic network model of the unsecured interbank lending market
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2016
We introduce a dynamic network model of interbank lending and estimate the parameters by indirect inference using network statistics of the Dutch interbank market from mid-February 2008 through April 2011. We find that credit-risk uncertainty and peer monitoring are significant factors in...
Persistent link: https://www.econbiz.de/10011478534
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Spillover effects from euro area monetary policy across the EU : a factor-augmented VAR approach
Potjagailo, Galina - 2016
I analyze spillover effects from Euro area monetary policy shocks to thirteen EU countries outside the Euro area, i.e., ten countries from Central and Eastern Europe (CEE) and three Western EU members. The analysis is based on a FAVAR model with two blocks which exploits a large cross-country...
Persistent link: https://www.econbiz.de/10011440779
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Responses to Monetary Policy Shocks in the East and West of Europe : A Comparison
Jarocinski, Marek - 2009
This paper compares impulse responses to monetary policy shocks in the euro area countries before the EMU and in the New Member States (NMS) from central-eastern Europe. We mitigate the small sample problem, which is especially acute for the NMS, by using a Bayesian estimation that combines...
Persistent link: https://www.econbiz.de/10012765781
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Heterogeneity in corporate debt structures and the transmission of monetary policy
Holm-Hadulla, Fédéric; Thürwächter, Claire - 2020
We study how differences in the aggregate structure of corporate debt financing affect the transmission of monetary policy. Using high-frequency financial market data to identify monetary policy shocks in a panel of euro area countries, we find that: bond finance dampens the overall response of...
Persistent link: https://www.econbiz.de/10012212853