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Macroeconomic consequences of the real-financial nexus : imbalances and spillovers between China and the U.S.

Pang, Ke; Siklos, Pierre L. - In: Journal of international money and finance 65 (2016), pp. 195-212

Persistent link: https://www.econbiz.de/10011668419

Interest rate and exchange rate volatility spillovers : multiscale perspective of monetary policy transmission in Ghana

Akosah, Nana Kwame; Alagidede, Paul; Schaling, Eric - In: Journal of central banking theory and practice 9 (2020) 1, pp. 135-167

Persistent link: https://www.econbiz.de/10012167220

German and euro area economies will benefit from a U.S. interest rate hike in the short term

Hanisch, Max - In: DIW weekly report : economy, politics, science : a … 8 (2018) 12, pp. 115-121

To accompany the economic upturn in the U.S., the Federal Reserve Bank has been raising its benchmark interest rate incrementally. In an increasingly globalized world in which the American economy plays a key role, an action like this has spillover effects on the international level. Based on a...

Persistent link: https://www.econbiz.de/10011812710

Monetary policy transmission mechanism in a small open economy under fixed exchange rate : an SVAR approach for Morocco

Ouchchikh, Rachid - In: International journal of business and economic sciences … 11 (2018) 1, pp. 42-51

vector autoregression model (SVAR) to examine the transmission of the effects of a positive monetary policy shock to the real …

Persistent link: https://www.econbiz.de/10011824341

Monetary policy, external instruments, and heteroskedasticity

Schlaak, Thore; Rieth, Malte; Podstawski, Maximilian - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 161-200

economic interpretation of the structural shock of interest. We test alternative instruments and find that narrative and model …

Persistent link: https://www.econbiz.de/10014308528

Spillover effect of United States monetary policy on Nigeria's financial and macro fundamentals

Ekeocha, Patterson C.; Udeaja, Elias A. - In: CBN journal of applied statistics 11 (2020) 1, pp. 111-145

This paper examines spillover effects of U.S monetary policy on macroeconomic fundamentals in Nigeria from January 1985 to December 2018. The study period is partitioned to account for conventional monetary policy (CMP) period, January 1985 to August 2007 and unconventional monetary policy (UMP)...

Persistent link: https://www.econbiz.de/10012297528

Nonlinear spillover effect of US monetary policy uncertainty on China's systematic financial risks

Ouyang, Zhigang; Dou, Zhenjiang; Wei, Lei; Vasa, László - In: Journal of business economics and management 23 (2022) 2, pp. 364-381

background of global economic integration. With the daily return rates of 64 listed financial companies in China from February … 2006 to September 2020 used as the samples, China's systematic financial risks were measured in this research by using long … investigate the spillover effect of US MPU on China's systematic financial risks and its main transmission channels. Results …

Persistent link: https://www.econbiz.de/10013258842

The impact of a political shock on foreign exchange markets in a small and open economy : a dynamic modelling approach

Onour, Ibrahim A.; Sergi, Bruno S. - In: Journal of central banking theory and practice 10 (2021) 3, pp. 137-152

official reserves as the recovery process from a shock becomes more costly in terms of time period needed for the adjustment …

Persistent link: https://www.econbiz.de/10012650924

Exiting from quantitative easing

Hayashi, Fumio; Koeda, Junko - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 1069-1107

We propose an empirical framework for analyzing the macroeconomic effects of quantitative easing (QE) and apply it to Japan. The framework is a regimeswitching structural vector autoregression in which the monetary policy regime, chosen by the central bank responding to economic conditions, is...

Persistent link: https://www.econbiz.de/10012049360

Threshold effect of financial stability on monetary policy in West Africa

Houngbédji, Honoré Sèwanoundé; Bassongui, Nassibou - In: Research in globalization 6 (2023), pp. 1-7

This article aims to highlight the nonlinearity of the reaction function of the Central Bank of West African States (BCEAO) through financial stability. Using the smooth threshold autoregressive (STAR) model on aggregate data for the period 1970-2020, the study reveals that the dynamics of the...

Persistent link: https://www.econbiz.de/10014331509

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