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The financial accelerator in the euro area : new evidence using a mixture VAR model

Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - 2021 - First draft: November 23, 2020 ; this version: May 17, 2021

We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...

Persistent link: https://www.econbiz.de/10013328355

Comment on "the spillovers, interactions, and (un)intended consequences of monetary and regulatory policies" by Kristin Forbes, Dennis Reinhardt, and Tomasz Wieladek (Journal of Monetary Economics)

Goldberg, Linda S. - In: Journal of monetary economics 85 (2017), pp. 23-27

Persistent link: https://www.econbiz.de/10011750228

Market set‐up in advance of federal reserve policy rate decisions

Dijk, Dick van; Lumsdaine, Robin L.; Wel, Michel van der - In: The economic journal : the journal of the Royal … 126 (2016) 592, pp. 618-653

Persistent link: https://www.econbiz.de/10011620467

Central Banks' forecasts - an orientation tool for the public and the financial markets

Lupu, Iulia; Criste, Adina - 2018

Persistent link: https://www.econbiz.de/10012302750

Considerations on financial technology and the impact on financial system

Mărgărit, Monica-Ionelia - In: Organizations and performance in a complex world : 26th …, (pp. 133-143). 2021

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Financial market development, monetary policy and financial stability in Brazil

Barroso, João Barata Ribeiro Blanco; Nechio, Fernanda - In: Financial market development, monetary policy and …, (pp. 55-65). 2020

Persistent link: https://www.econbiz.de/10012432707

Market development and monetary policy : the case of Hungary

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Persistent link: https://www.econbiz.de/10012432997

Financial market development and monetary policy : the Peruvian experience

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Exit strategies from monetary expansion and financial repression

Schnabl, Gunther - In: The Cato journal : an interdisciplinary journal of … 38 (2018) 2, pp. 447-465

Persistent link: https://www.econbiz.de/10011981467

Central bank communication and financial market comovements in the euro area

Gertler, Pavel; Horváth, Roman; Jonášová, Júlia - In: Open economies review 31 (2020) 2, pp. 257-272

Persistent link: https://www.econbiz.de/10012229744