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The effects of fiscal shocks on the exchange rate in the EMU and differences with the USA

Castro, Francisco de; Garrote, Daniel - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1341-1365

Persistent link: https://www.econbiz.de/10011377039

To sign or not to sign? : on the response of prices to financial and uncertainty shocks

Meinen, Philipp; Röhe, Oke - 2018

that such disturbances are important drivers of output fluctuations in both economies, we find the shock responses of …

Persistent link: https://www.econbiz.de/10011897983

Essays in empirical macroeconomics with application to monetary policy in a data-rich environment

Amir Ahmadi, Pooyan - 2009

Persistent link: https://www.econbiz.de/10008811068

Fiscal policy shocks and stock prices in the United States

Mumtaz, Haroon; Theodoridis, Konstantinos - In: European economic review : EER 129 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012514813

The Time-Varying Effect of US Monetary Policy Shocks on Asset Prices and the Macroeconomy

Serbest, Özge - 2021

I explore the time-varying effects of the multi-dimensional aspect of monetary policy on asset prices and macroeconomic variables using a time-varying factor-augmented vector autoregressive model. I decompose monetary policy into three dimensions: current monetary policy stance, FOMC...

Persistent link: https://www.econbiz.de/10013313991

Fiscal policy shocks and stock prices in the United States

Mumtaz, Haroon; Theodoridis, Konstantinos - 2018

1980. Over the period 1955-1979 an expansionary spending or revenue shock was associated with modestly higher stock prices …. After 1980, along with a decline in the fiscal multiplier, the response of stock prices to the same shock became negative …

Persistent link: https://www.econbiz.de/10011887044