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Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei; Winkelmann, Lars - 2014
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break …-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector … autoregressive (SVAR) model. The SVAR approach allows to identify US and EA specific inflation expectations shocks. By modeling the …
Persistent link: https://www.econbiz.de/10010255370
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Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom
Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of international money and finance 131 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014248802
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Drivers and spillover effects of inflation: the United States, the Euro Area, and the United Kingdom
Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - 2022
Persistent link: https://www.econbiz.de/10013483249
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Examining spillover effect of US monetary policy to European stock markets : a Markov-Switching approach
Mumtaz, Muhammad Zubair; Smith, Zachary Alexander - In: Estudios de economía 46 (2019) 1, pp. 89-124
This study empirically examines the spillover effect from US monetary policy to nineteen European economies using Markov-switching models. The results of the univariate Markov-switching models validate the presence of two distinct regimes for both US monetary policy and the stock markets. We...
Persistent link: https://www.econbiz.de/10012025335
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Global impact of US and euro area unconventional monetary policies : a comparison
Chen, Qianying; Lombardi, Marco; Ross, Alex; Zhu, Feng - 2017
Persistent link: https://www.econbiz.de/10011613469
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Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack; Hankins, William B.; Chiu, Ching … - In: Economics letters 138 (2016), pp. 64-67
Persistent link: https://www.econbiz.de/10011615495
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Hinsicht vergleichen wir die Auswirkungen eines Unsicherheitsschocks in den USA und der Eurozone. Unseren Ergebnissen zufolge … Auswirkungen. In dieser Hinsicht erweist sich die Schweiz als das am stärksten betroffene Land in Europa außerhalb der Eurozone …
Persistent link: https://www.econbiz.de/10011640939
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and the...
Persistent link: https://www.econbiz.de/10012110907
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Building on the growing evidence on the importance of large data sets for empirical macroe-conomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and...
Persistent link: https://www.econbiz.de/10011691548
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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