Similar Search Results

Has the Asymmetric Effect of Oil Price Volatility in Inflation Expectations Been Impacted by the COVID-19 Outbreak? A Comparison between the United States and China

Nie, Qing - 2022

This paper applies ARDL and Nonlinear ARDL models to long-term inflation targeting policy mechanisms in the United States and China to assess the impact of oil price dynamics and asymmetries on inflation expectations in the two countries, as well as the difference of this impact before and after...

Persistent link: https://www.econbiz.de/10013289383

U.S. Domestic Money, Inflation and Output

Aksoy, Yunus; Piskorski, Tomasz - 2014

Recent empirical research documents that the strong short-term relationship between U.S. monetary aggregates on one side and inflation and real output on the other has mostly disappeared since the early 1980s. Using the direct estimate of flows of USD abroad we find that domestic money (currency...

Persistent link: https://www.econbiz.de/10014050819

U.S. Domestic Money, Inflation and Output

Aksoy, Yunus; Piskorski, Tomasz - 2014

Recent empirical research found that the strong short-term relationship between monetary aggregates and US real output and inflation, as outlined in the classical study by M. Friedman and Schwartz, mostly disappeared since the early 1980s. In the light of the B. Friedman and Kuttner (1992)...

Persistent link: https://www.econbiz.de/10014123689

U.S. Domestic Money, Inflation and Output

Aksoy, Yunus - 2011

Persistent link: https://www.econbiz.de/10013133240

Domestic money and US output and inflation

Aksoy, Yunus; Piskorski, Tomasz - 2001 - This version: August 2001

Persistent link: https://www.econbiz.de/10009767691

The Impact of Macroeconomic News on US Interest Rates and Stock Indices Conditional on Their Volatility

Lubochinsky, Catherine - 2012

"low" and "high" volatility periods. These periods are determined by estimating asset dynamics using a SWARCH process. Our … results suggest that securities volatility is higher during periods of financial or economic instability. We use these results … to evaluate the impact of news during "low" and "high" volatility periods using a GARCH model. News effects, especially …

Persistent link: https://www.econbiz.de/10013108222

Monetary policies and low-frequency manifestations of the quantity theory

Sargent, Thomas J.; Surico, Paolo - 2008

To detect the quantity theory of money, we follow Lucas (1980) by looking at scatter plots of filtered time series of inflation and money growth rates and interest rates and money growth rates. Like Whiteman (1984), we relate those scatter plots to sums of two-sided distributed lag coefficients...

Persistent link: https://www.econbiz.de/10003803334

The federal funds market and the overnight Eurodollar market

Lee, Yungsook - 1999

Persistent link: https://www.econbiz.de/10001354921

Application of A Quantile Regression to Estimate Across Which Quantiles the US Federal Reserve Sets the Monetary Policy In Relation to Short, Medium and Long-Term Yields of the US Interest Rates

Guirguis, Michel - 2018

In this article, we are investigating the effects of the macroeconomic variables. We have applied a Quantile regression, (including LAD), in EViews 6 to test the quantile of the natural logarithmic returns of the seasonally adjusted money supply, (M2) on the natural logarithmic returns of the...

Persistent link: https://www.econbiz.de/10012910782

Bank Profitability in Times of High Government Debt and Austerity Measures : A Panel Data Analysis for Europe and the United States (2000–2007)

Georgiou, Miltiades N. - 2011

In the present paper an empirical analysis will point out that government debt as a percentage of GDP has a negative impact (among others) on banking profitability. This impact will be even worse when this debt as a percentage of GDP exceeds a certain critical level. The sample covers during the...

Persistent link: https://www.econbiz.de/10013118499