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The effects of Japanese monetary policy shocks on exchange rates : a structural vector error correction model approach

Jang, Kyungho; Ōgaki, Masao - 2002

Persistent link: https://www.econbiz.de/10001701101

The effects of monetary policy shocks on exchange rates : a structural vector error correction model approach

Jang, Kyungho; Ōgaki, Masao - In: Journal of the Japanese and international economies : … 18 (2004) 1, pp. 99-114

Persistent link: https://www.econbiz.de/10001977802

The effects of Japanese monetary policy shocks on exchange rates : a structural vector error correction model approach

Jang, Kyungho; Ōgaki, Masao - In: Monetary and economic studies 21 (2003) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001734982

Oil price shocks and the US stock market : a nonlinear approach

Hwang, Inwook; Kim, Jaebeom - In: Journal of empirical finance 64 (2021), pp. 23-36

Persistent link: https://www.econbiz.de/10013259395

Uncertainty shocks and asymmetric dynamics in Korea : a non-linear approach

Larcher, Kevin; Kim, Jaebeom; Kim, Youngju - In: Applied economics 51 (2019) 6, pp. 594-610

Persistent link: https://www.econbiz.de/10012196459

Oil price shocks and macroeconomic dynamics : how important is the role of nonlinearity?

Hwang, Inwook; Kim, Jaebeom - In: Empirical economics : a quarterly journal of the … 66 (2024) 3, pp. 1103-1123

Persistent link: https://www.econbiz.de/10014519733

Uncertainty Shocks and Asymmetric Dynamics in Korea : A Nonlinear Approach

Larcher, Kevin - 2018

This study investigates the impact of uncertainty shocks on macroeconomic activity in Korea. For this purpose, a Smooth Transition VAR model is employed to document the state-dependent dynamics of two distinct types of uncertainty shocks, namely, financial market based and news-based. When...

Persistent link: https://www.econbiz.de/10012920628