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Is there an information channel of monetary policy?

Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - Leibniz-Institut für Wirtschaftsforschung Halle - 2024 - This version: May 17, 2024

shocks and study their effects on financial variables and macro variables. The first shock resembles a conventional monetary … policy shock, and the second resembles an unconventional monetary shock. The third shock leads to an increase in interest … and uncertainty decrease, and the U.S. dollar depreciates. Therefore, this third shock combines all the characteristics of …

Persistent link: https://www.econbiz.de/10014535937

Threshold endogeneity in threshold VARs : an application to monetary state dependence

Christopulos, Dēmētrēs K.; McAdam, Peter; Tzavalis, Elias - 2023

Persistent link: https://www.econbiz.de/10014317517

The unit-effect normalisation in set-identified structural vector autoregressions

Read, Matthew - 2022

Persistent link: https://www.econbiz.de/10014317953

Estimating the effects of monetary policy in Australia using sign-restricted structural vector autoregressions

Read, Matthew - 2022

Persistent link: https://www.econbiz.de/10014317969

The macroeconomic effects of temperature surprise shocks

Natoli, Filippo - 2023

Persistent link: https://www.econbiz.de/10014293342

Investigating the effects of monetary policy shocks on growth and inflation in Egypt : asymmetry and the long-term impact

Omar, Nadeen; Yousri, Dina - Economic Research Forum for the Arab Countries, Iran … - 2023

Persistent link: https://www.econbiz.de/10014487165

Disaggregated inflation dynamics in Thailand : which shocks matter?

Nuwat Nookhwun; Pym Manopimoke - 2023

Persistent link: https://www.econbiz.de/10014438108

Distributional effects of monetary policy shocks on wage and hours worked : evidence from the Czech labor market

Junicke, Monika; Matějů, Jakub; Mumtaz, Haroon; … - 2023

Persistent link: https://www.econbiz.de/10014447364

Impulse response analysis at the zero lower bound

Benati, Luca; Lubik, Thomas A. - 2023

We study whether the response of the economy to structural shocks changes at the zero lower bound. Monte Carlo evidence suggests that VARs have a limited ability to detect changes in impulse response functions at the ZLB compared to the standard environment with positive interest rates. This...

Persistent link: https://www.econbiz.de/10014307838

Did monetary policy kill the Phillips curve? : some simple arithmetics

Bergholt, Drago; Furlanetto, Francesco; Vaccaro-Grange, … - 2023 - First draft: November 2019

An apparent disconnect has taken place between inflation and economic activity in the US over the last 25 years, with price inflation remaining remarkably stable in spite of large fluctuations in the output gap and other measures of economic slack. This observation has led some to believe that...

Persistent link: https://www.econbiz.de/10014227888