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Robust optimal policy in a forward-looking model with parameter and shock uncertainty

Giannoni, Marc Paolo - 2006

Persistent link: https://www.econbiz.de/10003281754

Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty

Giannoni, Marc Paolo - In: Journal of applied econometrics 22 (2007) 1, pp. 179-213

Persistent link: https://www.econbiz.de/10003448520

Dynamic effects of credit shocks in a data-rich environment

Boivin, Jean; Giannoni, Marc P.; Stevanovi´c, Dalibor - 2013

We examine the dynamic effects of credit shocks using a large data set of U.S. economic and financial indicators in a structural factor model. The identified credit shocks, interpreted as unexpected deteriorations of credit market conditions, immediately increase credit spreads, decrease rates...

Persistent link: https://www.econbiz.de/10010333628

Has monetary policy become more efective?

Bolvin, Jean; Giannoni, Marc Paolo; Vines, David - 2006

Persistent link: https://www.econbiz.de/10003284763

Has monetary policy become more effective?

Boivin, Jean; Giannoni, Marc Paolo - In: The review of economics and statistics 88 (2006) 3, pp. 445-462

Persistent link: https://www.econbiz.de/10003384400

Dynamic effects of credit shocks in a data-rich environment

Boivin, Jean; Giannoni, Marc Paolo; Stevanović, Dalibor - 2013

Persistent link: https://www.econbiz.de/10009744685

Dynamic effects of credit shocks in a data-rich environment

Boivin, Jean; Giannoni, Marc Paolo; Stevanovic, Dalibor - 2013

Persistent link: https://www.econbiz.de/10009760849

Has monetary policy become less powerful?

Boivin, Jean (contributor); Giannoni, Marc Paolo (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656395

Has monetary policy become more effective?

Boivin, Jean; Giannoni, Marc Paolo - 2003

Persistent link: https://www.econbiz.de/10001730350

Dynamic Effects of Credit Shocks in a Data-Rich Environment

Boivin, Jean - 2013

We examine the dynamic effects of credit shocks using a large data set of U.S. economic and financial indicators in a structural factor model. The identified credit shocks, interpreted as unexpected deterioration of credit market conditions; immediately increase credit spreads, decrease rates on...

Persistent link: https://www.econbiz.de/10013081667