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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016

Persistent link: https://www.econbiz.de/10011698807

Macroeconomic effects of monetary policy shocks : evidence from Sri Lanka

Abeygunawardana, Kishan; Amarasekara, Chandranath; … - In: South Asia economic journal : journal of the Institute … 18 (2017) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10011703938

Modest macroeconomic effects of monetary policy shocks during the great moderation : an alternative interpretation

Castelnuovo, Efrem - In: Journal of macroeconomics 47 (2016), pp. 300-314

Persistent link: https://www.econbiz.de/10011707647

The systematic component of monetary policy in SVARs : an agnostic identification procedure

Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan … - 2016

), which imposes sign restrictions on the impulse responses to a monetary shock, does not satisfy our restrictions on the …

Persistent link: https://www.econbiz.de/10011570663

Monetary policy shocks and business cycle fluctuations in a small open economy : Sweden 1986-2002

Lindé, Jesper - 2003

quarterly inflation rate in the empirical analysis. After a monetary policy shock, the impulse response functions for output and …

Persistent link: https://www.econbiz.de/10011583586

The risk-taking channel in the US : a GVAR approach

Alzuabi, Raslan; Caglayan, Mustafa; Muratidēs, Kōstas - 2017

Persistent link: https://www.econbiz.de/10011631343

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

The impact of monetary policy on inequality in the UK : an empirical analysis

Mumtaz, Haroon; Theophilopoulou, Angeliki - In: European economic review : EER 98 (2017), pp. 410-423

Persistent link: https://www.econbiz.de/10011813138

The effect of liquidity shocks on the bank lending channel : evidence from India

Mishra, Ankita; Burns, Kelly - In: International review of economics & finance : IREF 52 (2017), pp. 55-76

Persistent link: https://www.econbiz.de/10011791323

Monetary policy shocks and industrial output in BRICS countries

Kutu, Adebayo Augustine; Ngalawa, Harold - In: Spoudai : journal of economics and business 66 (2016) 3, pp. 3-24

This study employs a Panel Structural Vector Autoregressive model (P - SVAR) to investigate how monetary policy shocks affect industrial output in BRICS countries using monthly data for the period 1994:1 to 2013:12. A nine variable P - SVAR with short-run restrictions among the variables is...

Persistent link: https://www.econbiz.de/10011557788