Similar Search Results

Monetary policy and the oil futures market

Eickmeier, Sandra; Lombardi, Marco - 2012

We assess the transmission of monetary policy shocks on oil prices using a VAR model. We identify monetary policy and financial activity shocks disentangled from demand and oil supply shocks using sign restrictions. We obtain the following main findings. (i) Monetary policy and financial...

Persistent link: https://www.econbiz.de/10009682077

Estimating the effect of Hungarian monetary policy within a structural VAR framework

Vonnák, Balázs (contributor) - 2005

Persistent link: https://www.econbiz.de/10003284479

Ensuring financial stability : financial structure and the impact of monetary policy on asset prices

Assenmacher-Wesche, Katrin; Gerlach, Stefan - 2008 - Revised draft

Persistent link: https://www.econbiz.de/10003691150

Ensuring financial stability : financial structure and the impact of monetary policy on asset prices

Assenmacher-Wesche, Katrin; Gerlach, Stefan - 2008

Persistent link: https://www.econbiz.de/10003704984

Quantitative new Keynesian macroeconomics and monetary policy

Welzel, Peter - 2005

Persistent link: https://www.econbiz.de/10003158375

Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance

Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006

Persistent link: https://www.econbiz.de/10014474382

The effect of monetary policy on household consumption expenditures in Portugal : a decomposition of the transmission channel

Duarte, João; Pereira, Nuno - In: Portuguese economic journal 22 (2023) 2, pp. 149-172

Persistent link: https://www.econbiz.de/10014328856

Monetary Policy Transmission in Mauritius Using a VAR Analysis

Tsangarides, Charalambos G. - 2010

Applying commonly used vector autoregression (VAR) techniques, this paper investigates the transmission mechanism of monetary policy on output and prices for Mauritius, using data for 1999-2009. The results show that (i) an unexpected monetary policy tightening-an increase in the Bank of...

Persistent link: https://www.econbiz.de/10014402800

Monetary shocks and production network in the G7 countries

Bratu, Mihaela; Schneider, Nicolas - In: Journal of economic structures : JES; the official … 12 (2023), pp. 1-32

Understanding the structure and properties of production networks is essential to identify the transmission channels from monetary shocks. While growingly studied, this literature keeps displaying critical caveats from which the investigation of G-7 economies is not spared. To fill this gap,...

Persistent link: https://www.econbiz.de/10014497240

The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries

Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116

Persistent link: https://www.econbiz.de/10009703715