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Global risk and the dollar

Georgiadis, Georgios; Müller, Gernot J.; Schumann, Ben - 2021

Persistent link: https://www.econbiz.de/10012543257

Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions

Baumeister, Christiane; Hamilton, James D. - 2020

Persistent link: https://www.econbiz.de/10012196352

Identifying and estimating the effects of unconventional monetary policy : how to do it and what have we learned?

Rossi, Barbara - 2019

Persistent link: https://www.econbiz.de/10012200054

Identifying and estimating the effects of unconventional monetary policy : how to do it and what have we learned?

Rossi, Barbara - 2019

Persistent link: https://www.econbiz.de/10012200195

Identifying and estimating the effects of unconventional monetary policy : how to do it and what have we learned?

Rossi, Barbara - 2019

Persistent link: https://www.econbiz.de/10012208530

Measuring market expectations

Baumeister, Christiane - 2021

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Some empirical evidence on the effects of monetary policy shocks on exchange rates

Eichenbaum, Martin S. - 1993

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The robustness of identified VAR conclusions about money

Faust, Jon - 1998

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Asset price shocks, real expenditures, and financial structure : a multi-country analysis

Chirinko, Robert S. (contributor); Haan, Leo de (contributor) - 2008

This paper examines the responses of private consumption, residential investment, and business investment in 11 EU countries, Japan, and the United States to shocks in housing and equity prices. The effects are assessed with a Structural Vector Auto Regressive (SVAR) model, and four key findings...

Persistent link: https://www.econbiz.de/10003730274

Monetary transmission mechanism in a small open economy : a Bayesian structural VAR approach

Bhuiyan, Rokon (contributor) - 2008

estimate this over-identified VAR model, I find that the policy shock transmits to real output through both the interest rate … and exchange rate channels, and the shock does not induce a departure from uncovered interest rate parity. I also find …. Finally, I find that Canadian variables significantly responds to the US federal funds rate shock, and external shocks are an …

Persistent link: https://www.econbiz.de/10003768853