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International Transmission of the US Interest Rate Policy Shocks : Multi-Country Model Analysis Using FAVAR
Yim, Geung Hyung - 2018
-absorption effect (i.e., decrease in US imports owing to reduced domestic demand) or increase in world interest rate appears stronger …
Persistent link: https://www.econbiz.de/10012907265
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Examining asymmetries in the transmission of monetary policy in the euro area : evidence from a mixed cross-section global VAR model
Georgiadis, Georgios - In: European economic review : EER 75 (2015), pp. 195-215
Persistent link: https://www.econbiz.de/10011522757
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Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim Dominik; Nitschka, Thomas - 2021
This working paper evaluates the economic sources of the stock market responses of 40 countries to surprises in the fed funds rate (FFR), the Fed's forward guidance (FG) and large-scale asset purchases (LSAP). We decompose stock market returns into different components reflecting investors'...
Persistent link: https://www.econbiz.de/10012520011
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Global spillover impact of US monetary shocks on China-based on empirical test of GVAR model
Tian, Suhua; Wang, Li - In: Journal of international trade & economic development : … 33 (2024) 3, pp. 462-481
Persistent link: https://www.econbiz.de/10014631590
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Spillover effects from euro area monetary policy across the EU : a factor-augmented VAR approach
Potjagailo, Galina - 2016
.e., ten countries from Central and Eastern Europe (CEE) and three Western EU members. The analysis is based on a FAVAR model … variables. An expansionary Euro area monetary policy shock raises production in most non-Euro area countries. Somewhat larger …
Persistent link: https://www.econbiz.de/10011440779
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The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106
Persistent link: https://www.econbiz.de/10014443848
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Economic spillovers from the euro area to the CESEE region via the financial channel : a GVAR approach
Backé, Peter; Feldkircher, Martin; Slačik, Tomáš - In: Focus on European economic integration (2013) 4, pp. 50-64
Persistent link: https://www.econbiz.de/10010211285
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The spillover effect of euro area on central and southeastern European economies : a global VAR approach
Hájek, Jan; Horváth, Roman - In: Open economies review 27 (2016) 2, pp. 359-385
Persistent link: https://www.econbiz.de/10011591807
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The global financial cycle and macroeconomic tail risks
Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022
the world. By tightening financial conditions globally, these shocks affect the left tail of the conditional output growth …
Persistent link: https://www.econbiz.de/10013459721
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U.S. Monetary Policy Spillovers to Middle East and Central Asia: Shocks, Fundamentals, and Propagations
Ugazio, Giovanni - 2024
decomposing U.S. interest rates changes into two orthogonal shocks: the pure monetary policy shock and the information news shock … countries, with oil exporters with stronger fundamentals withstanding well the shock and oil importers with weaker fundamentals …
Persistent link: https://www.econbiz.de/10015058845