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Monetary policy transmission over the leverage cycle : evidence for the euro area
Bräuer, Leonie; Rünstler, Gerhard - 2020
We study state dependence in the impact of monetary policy shocks over the leverage cycle for a panel of 10 euro area … countries. We use a Bayesian Threshold Panel SVAR with regime classifications based on credit and house prices cycles. We find …
Persistent link: https://www.econbiz.de/10012241107
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Estimating the impact of shocks to bank capital in the euro area
Kanngiesser, Derrick; Martin, Reiner; Maurin, Laurent; … - 2017
We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a Bayesian VAR model identified with sign restrictions. The variables included in the VAR are those typically used in monetary policy analysis, extended to include aggregate banking...
Persistent link: https://www.econbiz.de/10011662933
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Effectiveness of monetary and macroprudential shocks on consumer credit growth and volatility in Turkey
Gülenay Chadwick, Meltem - In: Central Bank review / The Central Bank of the Republic … 18 (2018) 2, pp. 69-83
Persistent link: https://www.econbiz.de/10011897400
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Household deposits and consumer sentiment expectations : evidence from Eurozone
Anastasiou, Dimitris; Ftiti, Zied; Louhichi, Waël; … - In: Journal of international money and finance 131 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248806
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Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - 2024
Persistent link: https://www.econbiz.de/10015047395
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Heterogeneity in euro area monetary policy transmission : results from a large multicountry BVAR model
Mandler, Martin; Scharnagl, Michael; Volz, Ute - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 627-649
Persistent link: https://www.econbiz.de/10013167491
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Monetary transmission mechanism and time variation in the euro area
Bagzibagli, Kemal - 2012
Persistent link: https://www.econbiz.de/10010219923
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The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin; Scharnagl, Michael - In: Journal of forecasting 42 (2023) 3, pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
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Comparing the transmission of monetary policy shocks in Latin America : a hierarchical panel VAR
Pérez Forero, Fernando J. - 2015
Persistent link: https://www.econbiz.de/10011503670
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The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy
Anton, George - In: Theoretical and applied economics : GAER review 29 (2022) 2/631, pp. 25-38
Persistent link: https://www.econbiz.de/10014325398