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Identification with external instruments in structuralvars under partial invertibility

Miranda-Agrippino, Silvia; Ricco, Giovanni - 2019 - Revised 5th July 2019

Persistent link: https://www.econbiz.de/10012170481

Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy

Hauzenberger, Niko; Pfarrhofer, Michael - 2019

Understanding disaggregate channels in the transmission of monetary policy to the real and financial sectors is of crucial importance for effectively implementing policy measures. We extend the empirical econometric literature on the role of production networks in the propagation of shocks along...

Persistent link: https://www.econbiz.de/10012126211

International monetary policy spillovers

Nsafoah, Dennis; Serletis, Apostolos - In: Open economies review 30 (2019) 1, pp. 87-104

Persistent link: https://www.econbiz.de/10012153798

Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

Lütkepohl, Helmut; Woźniak, Tomasz - 2017

parameters of structural vector autoregressive (SVAR) models. Economic theory is the primary source of such restrictions. However …

Persistent link: https://www.econbiz.de/10011771740

Uncertainty-dependent effects of monetary policy shocks : a new Keynesian interpretation

Castelnuovo, Efrem; Pellegrino, Giovanni - 2017

milder macroeconomic responses to a monetary policy shock estimated with our VAR in presence of high uncertainty. A version …

Persistent link: https://www.econbiz.de/10011781355

Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation

Castelnuovo, Efrem; Pellegrino, Giovanni - In: Journal of economic dynamics & control 93 (2018), pp. 277-296

Persistent link: https://www.econbiz.de/10011974517

On the effects of monetary policy shocks on income and consumption heterogeneity

Chang, Minsu; Schorfheide, Frank - 2024

Persistent link: https://www.econbiz.de/10014580835

Financial shocks, credit spreads, and the international credit channel

Cesa-Bianchi, Ambrogio; Sokol, Andrej - In: Journal of international economics 135 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013399904

Central bank information effects and transatlantic spillovers

Jarociński, Marek - In: Journal of international economics 139 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014281818

Systematic monetary policy in a SVAR for Australia

Fisher, Lance A.; Huh, Hyeon-seung - In: Economic modelling 128 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014464403