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State-dependent transmission of monetary policy in the euro area

Burgard, Jan Pablo; Neuenkirch, Matthias; Nöckel, Matthias - 2018 - First Draft: December 21, 2016

In this paper, we estimate a logit mixture vector autoregressive (Logit-MVAR) model describing monetary policy transmission in the euro area over the period 1999-2015. MVARs allow us to differentiate between different states of the economy. In our model, the time-varying state weights are...

Persistent link: https://www.econbiz.de/10011859492

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

Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - In: Macroeconomic dynamics 27 (2023) 7, pp. 1893-1931

Persistent link: https://www.econbiz.de/10014364406

Global financial crisis-driven mutations affecting the transmission mechanism customized to monetary policy strategies : a VAR, SVAR and BVAR approach

Popescu, Iulian Vasile - In: Theoretical and applied economics : GAER review 21 (2014) 2, pp. 35-66

Persistent link: https://www.econbiz.de/10010342409

Asymmetric effects of monetary policy shocks on economic performance : empirical evidence from Turkey

Ülke, Volkan; Berument, Hakan - In: Applied economics letters 23 (2016) 4/6, pp. 353-360

Persistent link: https://www.econbiz.de/10011430609

Transmission of US monetary policy into the Canadian economy : a structural cointegration analysis

Barakchian, S. Mahdi - In: Economic modelling 46 (2015), pp. 11-26

Persistent link: https://www.econbiz.de/10011436204

Comparing the transmission of monetary policy shocks in Latin America : a hierarchical panel VAR

Pérez Forero, Fernando J. - 2015

Persistent link: https://www.econbiz.de/10011503670

Monetäre Schocks in VAR-Modellen

Gerke, Rafael; Werner, Thomas - 2001

Im folgenden soll versucht werden, empirische Evidenz zum Transmissionsmechanismus mit Hilfe monetärer Schocks zu generieren. Die quantitativen Auswirkungen der monetären Impulse werden mit Hilfe von Impuls-Antwort-Funktionen beschrieben, wobei die Impuls- Antwort-Funktionen auf einem VAR...

Persistent link: https://www.econbiz.de/10011525118

The impact of monetary policy and exchange rate shocks in Poland : evidence from a time-varying VAR

Arratibel, Olga; Michaelis, Henrike - 2013

-2012) in the Polish economy. The empirical findings show that: (1) output appears more responsive to an interest rate shock at … the beginning of our sample. Since 2000, absorbing this shock has become less costly in terms of output, notwithstanding … some reversal since the beginning of the global financial crisis. The exchange rate shock also has a time-varying effect on …

Persistent link: https://www.econbiz.de/10010439334

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

New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks

Lukmanova, Elizaveta; Rabitsch, Katrin - 2018

Persistent link: https://www.econbiz.de/10012041111