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Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2020

Persistent link: https://www.econbiz.de/10012416845

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2021

We build a new empirical model to estimate the global impact of an increase in the volatility of US monetary policy shocks. Specifically, we admit time-varying variances of local structural shocks from a stochastic volatility specification. By allowing for rich dynamic interaction between the...

Persistent link: https://www.econbiz.de/10012418859

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - In: Journal of international economics 145 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014480276

Global intersectoral production network and aggregate fluctuations

Barauskaite, Kristina; Nguyen, Anh D. M. - In: Economic modelling 102 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012797334

A century of gaps : untangling business cycles from secular trends

Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic modelling 100 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012795846

Unemployment or credit : which one holds the potential? : results for a small open economy with a low degree of financialization

Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic systems 42 (2018) 4, pp. 649-664

Persistent link: https://www.econbiz.de/10012257398

Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10011966001

Convergence and growth decomposition: an analysis on Lithuania

Comunale, Mariarosaria; Nguyen, Anh D. M.; … - 2019

Persistent link: https://www.econbiz.de/10012171900

Modeling changes in US monetary policy

Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - 2016

Persistent link: https://www.econbiz.de/10012176808

Global Impacts of Us Monetary Policy Uncertainty Shocks

Lastauskas, Povilas; Minh, Anh - 2021

We build a new empirical model to estimate the global impact of an increase in the volatility of US monetary policy shocks. Specifically, we admit time-varying variances of local structural shocks from a stochastic volatility specification. By allowing for rich dynamic interaction between the...

Persistent link: https://www.econbiz.de/10013243822

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