Similar Search Results

Christiano, Lawrence J. - 2014

role for credit growth (beyond its role in constructing the inflation forecast) would reduce the volatility of output and …

Persistent link: https://www.econbiz.de/10013069208

Monetary Policy and Stock Market Booms

Christiano, Lawrence - 2010

role for credit growth (beyond its role in constructing the inflation forecast) would reduce the volatility of output and …

Persistent link: https://www.econbiz.de/10012462254

Optimal monetary policy with inflation, output and asset price volatility in an open economy

Wamalwa, Peter Simiyu - 2023

Persistent link: https://www.econbiz.de/10014330447

Examining spillover effect of US monetary policy to European stock markets : a Markov-Switching approach

Mumtaz, Muhammad Zubair; Smith, Zachary Alexander - In: Estudios de economía 46 (2019) 1, pp. 89-124

This study empirically examines the spillover effect from US monetary policy to nineteen European economies using Markov-switching models. The results of the univariate Markov-switching models validate the presence of two distinct regimes for both US monetary policy and the stock markets. We...

Persistent link: https://www.econbiz.de/10012025335

Monetary policy, output composition, and the great moderation

Mojon, Benoît (contributor) - 2007

"This paper shows how US monetary policy contributed to the drop in the volatility of US output fluctuations and to the ….e. changes in the size of monetary policy shocks, affect both the correlation between output components and their volatility. A … regime of high volatility in monetary policy shocks, that spanned from 1970 to 1975 and from 1979 to 1984 is characterized by …

Persistent link: https://www.econbiz.de/10003497260