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Monetary policy across space and time
Liu, Laura; Matthes, Christian; Petrova, Katerina - In: Essays in honour of Fabio Canova, (pp. 37-64). 2022
Persistent link: https://www.econbiz.de/10013443906
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Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International journal of computational economics and … 4 (2014) 3/4, pp. 320-338
Persistent link: https://www.econbiz.de/10010496417
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The spillover of inflation among the G7 countries
Istiak, Khandokar; Tiwari, Aviral Kumar; Husain, Humaira; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-20
-19 pandemic, may have recently influenced the inflation spillover in the G7 countries. The current literature overlooks … the influence of these important events on the inflation spillover of the G7 countries. This study fulfills this gap and … investigates the nature of inflation spillover in the short, medium, and long term. Using the monthly data from 1956:6 to 2020 …
Persistent link: https://www.econbiz.de/10012627127
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Changes in the transmission mechanism of monetary policy in New Zealand
Drew, Aaron; Karagedikli, Özer; Sethi, Rishab; Smith, … - 2008
Persistent link: https://www.econbiz.de/10003623179
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Empirical analysis of the official cash rate and the monetary transmission mechanism in New Zealand
Obben, James - 2007
Persistent link: https://www.econbiz.de/10003632049
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Transmission of government spending shocks in the Euro area : time variation and driving forces
Kirchner, Markus; Cimadomo, Jacopo; Hauptmeier, Sebastian - 2010
This paper provides new evidence on the effects of government spending shocks and the fiscal transmission mechanism in the euro area for the period 1980-2008. Our contribution is two-fold. First, we investigate changes in the macroeconomic impact of government spending shocks using time-varying...
Persistent link: https://www.econbiz.de/10011380027
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Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
Canova, Fabio; Pérez Forero, Fernando J. - In: Quantitative economics : QE ; journal of the … 6 (2015) 2, pp. 359-384
Persistent link: https://www.econbiz.de/10011343754
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Assessing the transmission of monetary policy using time-varying parameter dynamic factor models
Korobilis, Dimitris - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10009754629
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Interest rate pass-through in South East Europe : an empirical analysis
Petrevski, Goran; Bogoev, Jane - In: Economic systems 36 (2012) 4, pp. 571-593
Persistent link: https://www.econbiz.de/10009692120
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Three Essays on Applied Time Series Econometrics
Balabanova, Zlatina - 2013
This dissertation is composed of three research papers that I have been working on during my doctoral studies in the "Doctoral Programme in Quantitative Economics and Finance" at the University of Konstanz. The three papers are empirical studies on time series analysis and empirical...
Persistent link: https://www.econbiz.de/10010244975