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Systemic sovereign risk : macroeconomic implications in the Euro Area
Bahaj, Saleem A. - 2014
Persistent link: https://www.econbiz.de/10010359485
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Macroeconomic effects of financial stress and the role of monetary policy : a VAR analysis for the euro area
Kremer, Manfred - In: International economics and economic policy : IEEP 13 (2016) 1, pp. 105-138
Persistent link: https://www.econbiz.de/10011450211
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Macroeconomic and financial effects of oil price shocks : evidence for the Euro area
Morana, Claudio - 2016
following the slump points to the accommodation of the shock by the ECB, concurrent with the implementation of the Quantitative …
Persistent link: https://www.econbiz.de/10011451685
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Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus
Hristov, Nikolay - 2020
We explore the effects of the ECB's unconventional monetary policy on the banks' sovereign debt portfolios. In particular, using panel vector autoregressive (VAR) models we analyze whether banks increased their domestic government bond holdings in response to non-standard monetary policy shocks,...
Persistent link: https://www.econbiz.de/10012836323
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Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus
Hristov, Nikolay - 2020
We explore the effects of the ECB's unconventional monetary policy on the banks' sovereign debt portfolios. In particular, using panel vector autoregressive (VAR) models we analyze whether banks increased their domestic government bond holdings in response to non-standard monetary policy shocks,...
Persistent link: https://www.econbiz.de/10012838235
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Unconventional monetary policy in the euro area : a tale of three shocks
Fanelli, Luca; Marsi, Antonio - 2021
these surprises reflect either a single unconventional 'monetary shock' or, as recently suggested, jointly an unconventional … monetary shock and a central bank 'information shock'. In this paper we show that monetary policy in the euro area after 2008 … is best characterized by three shocks, not two. Besides the unconventional monetary shock and the information shock, we …
Persistent link: https://www.econbiz.de/10012621320
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The effects of the ECB's pandemic-related monetary policy measures
Nelimarkka, Jaakko; Laine, Olli-Matti - 2021
We assess the macroeconomic impact of pandemic-related monetary policy measures of the ECB. Conditioning on counterfactual interest rate paths that would have materialised in the absence of the policies, the macroeconomic effects are measured using structural vector autoregressions. In the...
Persistent link: https://www.econbiz.de/10012622376
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The impact of interest rate transmission channel on the prices development in the Eurozone countries
Durcova, Julia - In: Montenegrin journal of economics 17 (2021) 2, pp. 23-35
Persistent link: https://www.econbiz.de/10012604821
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Dancing alone or together : the dynamic effects of independent and common monetary policies
Lastauskas, Povilas; Stakėnas, Julius - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 217-241). 2022
Persistent link: https://www.econbiz.de/10013201872
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On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
Hauzenberger, Niko; Pfarrhofer, Michael; Stelzer, Anna - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 822-845
Persistent link: https://www.econbiz.de/10013186581