Similar Search Results

A Vectorautoregressive Investment Model (VIM) and monetary policy transmission : panel evidence from German firms

Breitung, Jörg; Chirinko, Robert S.; Kalckreuth, Ulf von - 2003

investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints … substantive conclusions, this paper demonstrate that the panel VAR approach is useful for modeling firm dynamics and real …In diesem Papier wird ein neuer Rahmen für die Untersuchung der Wirkungen von Geldpolitik auf privatwirtschaftliche …

Persistent link: https://www.econbiz.de/10011432001

Monetary policy transmission in the euro zone

Oğus̜, Ayla; Sohrabji, Niloufer - In: Athens journal of business & economics : AJBE 5 (2019) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10011956129

Structural and cyclical determinants of bank interest-rate pass-through in the Eurozone

Leroy, Aurélien; Lucotte, Yannick - In: Comparative economic studies 58 (2016) 2, pp. 196-225

Persistent link: https://www.econbiz.de/10011665257

How monetary policy affects industrial activity in Malawi : evidence from ARDL and VAR models

Matola, Joseph Upile - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

In this paper, the impact of monetary policy on industrial production is investigated for Malawi. Using the ARDL bounds testing approach, and VAR models, it is shown that tight monetary conditions negatively affect industrial production both in the short run and in the long run. This is the case...

Persistent link: https://www.econbiz.de/10014500750

Remittance inflows and state-dependent monetary policy transmission in developing countries

Machasio, Immaculate; Tillmann, Peter - 2016

Remittance inflows from overseas workers are an important source of foreign funding for developing and emerging economies. The literature is in- conclusive about the cyclical nature of remittance inflows. To the extent remittances are procyclical they pose a challenge to monetary policy: a...

Persistent link: https://www.econbiz.de/10011552526

Financial technologies and the effectiveness of monetary policy transmission

Hasan, Iftekhar; Kwak, Boreum; Li, Xiang - 2020

transmission. We examine regional-level FinTech adoption and use an interacted panel vector autoregression model to explore how the …

Persistent link: https://www.econbiz.de/10012321173

Exchange rates and the information channel of monetary policy

Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - Leibniz-Institut für Wirtschaftsforschung Halle - 2020

We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock component and a central bank information shock component. We identify both components using changes in interest rate futures and in exchange rates around monetary policy...

Persistent link: https://www.econbiz.de/10012295246

Financial technologies and the effectiveness of monetary policy transmission

Hasan, Iftekhar; Kwak, Boreum; Li, Xiang - 2021 - This version: June 9, 2021

transmission. We use an interacted panel vector autoregression model to explore how the effects of monetary policy shocks change …

Persistent link: https://www.econbiz.de/10012534651

Financial technologies and the effectiveness of monetary policy transmission

Hasan, Iftekhar; Kwak, Boreum; Li, Xiang - Leibniz-Institut für Wirtschaftsforschung Halle - 2023 - This version: April 3, 2023

transmission. We use an interacted panel vector autoregression model to explore how the effects of monetary policy shocks change …

Persistent link: https://www.econbiz.de/10014247067

Financial technologies and the effectiveness of monetary policy transmission

Hasan, Iftekhar; Kwak, Boreum; Li, Xiang - 2023 - This version: August 25, 2023

transmission. We use an interacted panel vector autoregression model to explore how the effects of monetary policy shocks change …

Persistent link: https://www.econbiz.de/10014331936