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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

Macroeconomic responses to financial stress shocks : evidence from the US and the Eurozone

Giannellis, Nikolaos; Tzanaki, Maria-Anna - In: International economics : the quarterly journal in … 181 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015329614

Assessing monetary policies in the Eurozone, U.S., U.K. and Japan : new evidence from the post-crisis period

Salachas, Evangelos; Laopodis, Nikiforos; Kouretas, … - In: Applied economics 50 (2018) 59, pp. 6481-6500

Persistent link: https://www.econbiz.de/10012063438

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014225739

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

The transmission of US economic policy uncertainty shocks to Asian and global financial markets

Kido, Yosuke - In: The North American journal of economics and finance : a … 46 (2018), pp. 222-231

Persistent link: https://www.econbiz.de/10012036619

International spillovers of (un)conventional monetary policy : the effect of the ECB and US fed on non-euro EU countries

Hajek, Jan; Horváth, Roman - 2017

We estimate a global vector autoregression model to examine the effects of euro area and US monetary policy stances, together with the effect of euro area consumer prices, on economic activity and prices in non-euro EU countries using monthly data from 2001-2016. Along with some standard...

Persistent link: https://www.econbiz.de/10011729621

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

Meinen, Philipp; Röhe, Oke - In: Economics letters 171 (2018), pp. 189-192

Persistent link: https://www.econbiz.de/10012021911

Housing, consumption and monetary policy : how different are the US and the euro area?

Musso, Alberto; Neri, Stefano; Stracca, Livio - 2010

The paper provides a systematic empirical analysis of the role of the housing market in the macroeconomy in the US and in the euro area. First, it establishes some stylised facts concerning key variables in the housing market, such as the real house price, residential investment and mortgage...

Persistent link: https://www.econbiz.de/10003971203

Inflation expectations spillovers between the United States and euro area

Netšunajev, Aleksei; Winkelmann, Lars - 2014

We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...

Persistent link: https://www.econbiz.de/10010255370