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International dynamics of inflation expectations

Netšunajev, Aleksei; Winkelmann, Lars - 2016

To what extent are US and Euro Area (EA) inflation expectations determined by foreign shocks? How do transmissions change during the great recession and European sovereign debt crisis? We address these questions with a flexible structural VAR model of weekly financial markets’ inflation...

Persistent link: https://www.econbiz.de/10011458367

Macroeconomic effects of asset-price shocks in a globalized financial market

Quadrini, Vincenzo - In: The Scandinavian journal of economics 116 (2014) 1, pp. 190-217

Persistent link: https://www.econbiz.de/10010419988

The transmission of external shocks in Asia : country characteristics and policy responses

Deb, Pragyan; Nadeem, Sanaa; Peiris, Shanaka Jayanath - 2021

Persistent link: https://www.econbiz.de/10012487199

Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks

Georgiadis, Georgios; Jančoková, Martina - 2017

data on monetary policy shock estimates for 29 economies obtained from more than 280 monetary models in the literature …. Consistent with the predictions from our hypothesis we find: Monetary policy shock estimates obtained from New Keynesian DSGE … contamination is more severe for economies that are more susceptible to financial spillovers in the data; and the shock estimates …

Persistent link: https://www.econbiz.de/10011664579

Monetary policy across space and time

Liu, Laura; Matthes, Christian; Petrova, Katerina - 2018

Persistent link: https://www.econbiz.de/10011917540

Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks

Georgiadis, Georgios; Jančoková, Martina - In: Journal of economic dynamics & control 121 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012504163

Risk, monetary policy and asset prices in a global world

Bekaert, Geert; Hoerova, Marie; Xu, Nancy R. - 2023

We study how monetary policy and risk shocks affect asset prices in the US, the euro area, and Japan, differentiating between "traditional" monetary policy and communication events, each decomposed into "pure" and information shocks. Communication shocks from the US spill over to risk in the...

Persistent link: https://www.econbiz.de/10014483035

Determinants of global spillovers from US monetary policy

Georgiadis, Georgios - In: Journal of international money and finance 67 (2016), pp. 41-61

Persistent link: https://www.econbiz.de/10011711570

To be or not to be in the EU : the international economic effects of Brexit uncertainty

Makrychoriti, Panagiota; Spyrou, Spyros I. - In: The European journal of finance 29 (2023) 1, pp. 58-85

Persistent link: https://www.econbiz.de/10014322456

Fiscal expenditure spillovers in the euro area : an empirical and model-based assessment

Alloza, Mario; Ferdinandusse, Marien; Jacquinot, Pascal; … - 2020

The paper describes the main transmission channels of the spillovers of national fiscal policies to other countries within the euro area and investigates their magnitude using different models. In the context of Economic and Monetary Union (EMU), fiscal spillovers are relevant for the accurate...

Persistent link: https://www.econbiz.de/10012206331