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Financial shocks, credit spreads and the international credit channel

Cesa-Bianchi, Ambrogio; Sokol, Andrej - 2017

Persistent link: https://www.econbiz.de/10011912910

The transmission of interest rates shocks to Asia : are effects different below the zero lower bound?

Feldkircher, Martin; Huber, Florian; Pornpinun … - 2017

We use a non-linear factor-augmented vector-autoregressive model to evaluate international effects of an unexpected decrease in euro area policy rates. Given the current environment of ultra low or negative interest rates, we especially focus on potential differences in the transmission of the...

Persistent link: https://www.econbiz.de/10011621228

Monetary policy transmission in Uganda

Okot, Nicholas - 2021

Persistent link: https://www.econbiz.de/10012793431

Less bang for the buck? : assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment

Herwartz, Helmut; Rohloff, Hannes - 2018

We investigate the relationship between inflation uncertainty and monetary policy transmission in the U.S. economy. Monetary policy shocks are identified within the framework of nonlinear structural factor-augmented VARs which allow us to analyze several complementary hypotheses connecting IU...

Persistent link: https://www.econbiz.de/10011931106

Credit supply in Venezuela : a non-conventional bank lending channel?

Chirinos, Ana María; Pagliacci, Carolina - 2017

This paper evaluates whether fiscal and foreign exchange policy shocks can explain both credit and credit supply in … Venezuela. Empirical evidence suggests that between 65 and 90 percent of credit growth is linked to the buildup of banks …' deposits caused by the monetary effects of fiscal expansions. For these cases, since credit is provided at equal or reduced …

Persistent link: https://www.econbiz.de/10011660860

Monetary policy effectiveness in Pakistan : an in-depth analysis of four transmission channels

Hussain, Fida; Hussain, Fayyaz; Bukhari, Syed Kalim Hyder - 2022

Persistent link: https://www.econbiz.de/10014286799

Investigating credit transmission mechanism in the Republic of Macedonia : evidence from Vector Error Correction Model

Eliskovski, Milan - 2018

Research subject of this paper is the credit transmission mechanism in the Republic of Macedonia or in other words this …. The credit transmission is analyzed through its narrow nature or so called bank lending channel. In order to explain how … first one is the traditional bank lending channel explained by Bernanke and Blinder model and the second one is the credit …

Persistent link: https://www.econbiz.de/10011852881

Monetary policy has a long-lasting impact on credit : evidence from 91 VAR studies

Bajzík, Josef; Janků, Jan; Malovaná, Simona; … - 2023

Persistent link: https://www.econbiz.de/10014521195

Asymmetric macro-financial spillovers

Bluwstein, Kristina - 2017

The 2008 financial crisis has shown that financial busts can influence the real economy. However, there is less evidence to suggest that the same holds for financial booms. Using a Markov-Switching vector autoregressive model and euro area data, I show that financial booms tend to be less...

Persistent link: https://www.econbiz.de/10011617592

International transmission of credit shocks : evidence from global vector autoregression model

Fadejeva, Ludmila; Feldkircher, Martin; Reininger, Thomas - 2014

Persistent link: https://www.econbiz.de/10010428142

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