Narrow search
Showing 1 - 10 of 38,907
Cover Image
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016
Persistent link: https://www.econbiz.de/10011698807
Cover Image
Regional effects of monetary policy in the U.S. : an empirical re-assessment
Pizzuto, Pietro - In: Economics letters 190 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012228117
Cover Image
Proxy SVAR identification of monetary policy shocks : MonteCarlo evidence and insights for the US
Herwartz, Helmut; Rohloff, Hannes; Wang, Shu - 2020
In empirical macroeconomics, proxy structural vector autoregressive models (SVARs) have become a prominent path towards detecting monetary policy (MP) shocks. However, in practice, the merits of proxy SVARs depend on the relevance and exogeneity of the instrumental information employed. Our...
Persistent link: https://www.econbiz.de/10012297438
Cover Image
The systematic component of monetary policy in SVARs : an agnostic identification procedure
Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan … - 2016
), which imposes sign restrictions on the impulse responses to a monetary shock, does not satisfy our restrictions on the …
Persistent link: https://www.econbiz.de/10011570663
Cover Image
The risk-taking channel in the US : a GVAR approach
Alzuabi, Raslan; Caglayan, Mustafa; Muratidēs, Kōstas - 2017
Persistent link: https://www.econbiz.de/10011631343
Cover Image
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
Cover Image
The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
Cover Image
Proxy SVAR identification of monetary policy shocks : Monte Carlo evidence and insights for the US
Herwartz, Helmut; Rohloff, Hannes; Wang, Shu - In: Journal of economic dynamics & control 139 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013464923
Cover Image
The effects of US monetary policy on international mutual fund investment
Ciminelli, Gabriele; Rogers, John; Wu, Wenbin - In: Journal of international money and finance 127 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013435587
Cover Image
US structural drivers of international portfolio returns
Jang, Bosung; So, Inhwan; Tong, Eric - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014247012