Narrow search
Showing 1 - 10 of 1,159
Cover Image
Time-varying risk shocks and the zero lower bound
Strobel, Johannes; Lee, Gabriel S.; Salyer, Kevin Duff - 2019
drop in output is accompanied by small changes in ináation. We, thus, also address the "Missing Deáation Puzzle" in the …
Persistent link: https://www.econbiz.de/10012231163
Cover Image
Monetary policy effectiveness in Croatia : evidence from a restricted VAR model (VECM)
Adžić, Sofija; Davidović, Milivoje - In: Ekonomija : časopis za ekonomsku teoriju i politiku 22 (2016) 2, pp. 445-472
Persistent link: https://www.econbiz.de/10011456179
Cover Image
Monetary policy surprises, credit costs, and economic activity
Gertler, Mark; Karadi, Peter - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 44-76
Persistent link: https://www.econbiz.de/10010517118
Cover Image
The effects of monetary policy shocks across the Greek regions
Anagnostou, Ageliki; Papadamou, Stephanos - 2012
. By using an unrestricted VAR model and the impulse response analysis our results show that an interest rate shock affects …
Persistent link: https://www.econbiz.de/10011515015
Cover Image
If the Fed sneezes, who catches a cold?
Dedola, Luca; Rivolta, Giulia; Stracca, Livio - In: Journal of international economics 108 (2017), pp. 23-41
Persistent link: https://www.econbiz.de/10011916373
Cover Image
Income distribution and shock transmission : a simple heterogeneous agent New Keynesian perspective
Heinrichs, Katrin - 2019
version with sticky-prices only. Quantitatively, the response of monetary policy is weaker in the heterogeneous agent model …. Additionally, the model allows to consider distributional effects in the wake of a shock. They appear to be in line with empirics …
Persistent link: https://www.econbiz.de/10012317372
Cover Image
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
Cover Image
Information Effects of Euro Area Monetary Policy : new evidence from high-frequency futures data
Kerssenfischer, Mark - 2019
economic expectations. Based on tick-by-tick futures prices on bonds and stock prices, I confirm these seemingly puzzling … market prices, survey expectations and macroeconomic aggregates. …
Persistent link: https://www.econbiz.de/10012265893
Cover Image
Structural and cyclical determinants of bank interest-rate pass-through in the Eurozone
Leroy, Aurélien; Lucotte, Yannick - In: Comparative economic studies 58 (2016) 2, pp. 196-225
Persistent link: https://www.econbiz.de/10011665257
Cover Image
Capital flows and the international credit channel
Baskaya, Yusuf Soner; Di Giovanni, Julian; … - In: Journal of international economics 108 (2017), pp. 15-22
Persistent link: https://www.econbiz.de/10011916350