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1
Monetary policy through production networks : evidence from the stock market
Ozdagli, Ali
;
Weber, Michael
-
2017
-
This version: May 2017
Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...
Persistent link: https://www.econbiz.de/10011657891
Saved in:
2
Monetary policy through production networks : evidence from the stock market
Ozdagli, Ali
;
Weber, Michael
-
2017
-
This version: October, 2017
Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...
Persistent link: https://www.econbiz.de/10011770624
Saved in:
3
Monetary policy through production networks: Evidence from the stock market
Ozdagli, Ali
;
Weber, Michael
-
2017
Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...
Persistent link: https://www.econbiz.de/10012059589
Saved in:
4
Expectations, monetary policy, and labor markets : lessons from the Great Depression
Reicher, Christopher Phillip
-
2009
This paper estimates a series of shocks to hit the US economy during the Great Depression, using a New Keynesian model with unemployment and bargaining frictions. Shocks to long-run inflation expectations appear to account for much of the cyclical behavior of employment, while an increase in...
Persistent link: https://www.econbiz.de/10003872040
Saved in:
5
Time variation in U.S. wage dynamics
Hofmann, Boris
;
Peersman, Gert
;
Straub, Roland
-
2010
increasing inflation
volatility
. Using a standard DSGE model, we show that these stylized facts, in particular the estimated …
Persistent link: https://www.econbiz.de/10003993976
Saved in:
6
Time variation in U.S. wage dynamics
Hofmann, Boris
;
Peersman, Gert
;
Straub, Roland
-
2010
increasing inflation
volatility
. Using a standard DSGE model, we show that these stylized facts, in particular the estimated …
Persistent link: https://www.econbiz.de/10008806609
Saved in:
7
Time Variation in U.S. Wage Dynamics
Hofmann, Boris
;
Peersman, Gert
;
Straub, Roland
-
2021
increasing inflation
volatility
. Using a standard DSGE model, we show that these stylized facts, in particular the estimated …
Persistent link: https://www.econbiz.de/10013316191
Saved in:
8
Time Variation in U.S. Wage Dynamics
Hofmann, Boris
-
2011
increasing inflation
volatility
. Using a standard DSGE model, we show that these stylized facts, in particular the estimated …
Persistent link: https://www.econbiz.de/10013131601
Saved in:
9
Time variation in U.S. wage dynamics
Hofmann, Boris
;
Straub, Roland
;
Peersman, Gert
-
2010
increasing inflation
volatility
. Using a standard DSGE model, we show that these stylized facts, in particular the estimated …
Persistent link: https://www.econbiz.de/10011605276
Saved in:
10
Time variation in U.S. wage dynamics
Hofmann, Boris
;
Peersman, Gert
;
Straub, Roland
-
2010
increasing inflation
volatility
. Using a standard DSGE model, we show that these stylized facts, in particular the estimated …
Persistent link: https://www.econbiz.de/10010274983
Saved in:
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