Showing 1 - 10 of 755,157
neuer Rahmen für die Untersuchung der Wirkungen von Geldpolitik …
Persistent link: https://www.econbiz.de/10012991241
investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints …This paper proposes a new framework for studying the effects of monetary policy on business investment. Important … ambiguities with the modeling of investment dynamics and interactions between real and financial decisions suggest modeling …
Persistent link: https://www.econbiz.de/10011432001
This paper analyzes the spillovers of higher U.S. interest rates on economic activity in a large panel of 50 advanced …
Persistent link: https://www.econbiz.de/10011859442
This paper applied the panel VAR approach and the Impulse Response Functions to investigate the differences in the … return rates, and the lack of funding and investment sources, and iv) the relatively significant responses of Islamic banks …
Persistent link: https://www.econbiz.de/10013400126
investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints …This paper proposes a new framework for studying the effects of monetary policy on business investment. Important … ambiguities with the modeling of investment dynamics and interactions between real and financial decisions suggest modeling …
Persistent link: https://www.econbiz.de/10010295752
We study the role of monetary policy for the dynamics of U.S. mortgage debt, which is the largest component of household indebtedness. A timevarying parameter VAR model allows us to study the variation in the mortgage debt sensitivity to monetary policy. We find that an identically-sized policy...
Persistent link: https://www.econbiz.de/10011803783
I analyze spillover effects from Euro area monetary policy shocks to thirteen EU countries outside the Euro area, i.e., ten countries from Central and Eastern Europe (CEE) and three Western EU members. The analysis is based on a FAVAR model with two blocks which exploits a large cross-country...
Persistent link: https://www.econbiz.de/10011440779
the importance of the interest rate and credit channels on business fixed investment in Germany. We have at our disposal …The transmission channels through which monetary policy affects business investment remain opaque. This paper examines … three uniquely rich datasets -- a panel of financial statement data for 6,408 firms (44,345 datapoints) supplemented with …
Persistent link: https://www.econbiz.de/10013320109
Persistent link: https://www.econbiz.de/10012692804
panel of 34 advanced economies from 1996 to 2020, we first employ a panel VAR estimated via System GMM, which allows us to … political instability reduces GDP by 4 to 7 % five years after the shock, mainly through lower investment and consumption. A one … fortgeschrittene Volkswirtschaften sowie die potenziellen Wirkungskanäle zwischen beiden Größen. Dafür schätzen wir ein Panel-VAR mit …
Persistent link: https://www.econbiz.de/10014228376