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Commodity prices, money and inflation
Browne, Frank; Cronin, David - 2007
the influence of commodity prices on consumer prices occurs through a money-driven overshooting of commodity prices being … overshooting their new equilibrium values in response to a money supply shock, and the deviation of commodity prices from their …
Persistent link: https://www.econbiz.de/10011604784
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Stock prices and monetary policy : an impulse response analysis
Caporale, Guglielmo Maria; Soliman, Alaa M. - In: International journal of economics and financial issues … 3 (2013) 3, pp. 701-709
Persistent link: https://www.econbiz.de/10010518966
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Stock Prices and Monetary Policy: An Impulse Response Analysis
Caporale, Guglielmo Maria; Soliman, Alaa M. - In: International Journal of Economics and Financial Issues 3 (2013) 3, pp. 701-709
developed by Wickens and Motto (2001) for identifying shocks by estimating a VECM for the endogenous variables is employed. The …
Persistent link: https://www.econbiz.de/10010701129
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Basic exchange rate theories
Marrewijk, Charles van - 2005
This four-chapter overview of basic exchange rate theories discusses (i) the elasticity and absorption approach, (ii) the (long-run) implications of the monetary approach, (iii) the short-run effects of monetary and fiscal policy under various economic conditions, and (iv) the transition from...
Persistent link: https://www.econbiz.de/10011343290
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Exchange rate dynamics : where is the saddle path?
Cheung, Yin-Wong; Gardeazabal, Javier; Vázquez, Jesús - 2004
Persistent link: https://www.econbiz.de/10011402689
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Effects of monetary policy shocks on farm prices and exchange rates in Korea
Kim, Jihae; Kim, So-yŏng - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2450-2462
Persistent link: https://www.econbiz.de/10011826090
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Exchange rate behavior in the BRICS
Vieira, Flavio Vilela; Gomes da Silva, Cleomar - In: Brazilian journal of political economy 44 (2024) 1, pp. 125-144
Persistent link: https://www.econbiz.de/10014566857
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Exchange rate overshooting : unraveling the puzzles
Braig, Miriam; Rüth, Sebastian; Van der Veken, Wouter - 2024
vector autoregression, and assess whether best-practice structural identifications detect textbook "overshooting" after a … monetary policy hike-i.e., an instant real appreciation that monotonically reverts. Our results include "delayed overshooting …," "exchange rate puzzles," "forward discount puzzles," and model-consistent overshooting. Identifications that regularly indicate …
Persistent link: https://www.econbiz.de/10015069881
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Bank income and profits over the business and interest rate cycle
Burgstaller, Johann - 2006
If and how the conduct of the banking sector contributes to the propagation of aggregate shocks has become a prominent empirical research question. This study explores what a cyclicality analysis of net interest margins and spreads, as well as profitability figures, can contribute to the...
Persistent link: https://www.econbiz.de/10010294520
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The cyclicality of interest rate spreads in Austria: Evidence for a financial decelerator?
Burgstaller, Johann - 2006
This study explores an important aspect of how the Austrian banking sector contributes to the propagation of aggregate shocks. Time series data for the 1995-2003 period are applied to examine the cyclical variations in interest rate spreads. Differentials between interest rates on loans and...
Persistent link: https://www.econbiz.de/10010294559