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Financial shocks and the real economy in a nonlinear world : from theory to estimation
Silvestrini, Andrea; Zaghini, Andrea - 2015
emphasis on works dealing with time variation of parameters and other types of nonlinearities. We then present an application … financial shock are time-varying and contingent on the state of the economy. They are of negligible importance in normal times …
Persistent link: https://www.econbiz.de/10011279726
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Financial shocks and the real economy in a nonlinear world : from theory to estimation
Silvestrini, Andrea; Zaghini, Andrea - 2015
Persistent link: https://www.econbiz.de/10011927601
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A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
Berger, Tino; Richter, Julia; Wong, Benjamin - 2021
Vector Autore-gression. First, we show, both in reduced form and when we identify a structural financial shock, that … contemporaneous output gap turns negative when we condition on a financial shock. The sign-switch suggests that the nature of the …
Persistent link: https://www.econbiz.de/10012622302
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A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
Berger, Tino; Richter, Julia; Wong, Benjamin - 2021
Persistent link: https://www.econbiz.de/10012614537
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A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
Berger, Tino; Richter, Julia; Wong, Benjamin - 2021
Vector Autoregression. First, we show, both in reduced form and when we identify a structural financial shock, that variation … contemporaneous output gap turns negative when we condition on a financial shock. The sign-switch suggests that the nature of the …
Persistent link: https://www.econbiz.de/10012487838
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Nonlinear transmission of financial shocks : some new evidence
Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - In: Journal of money, credit and banking : JMCB 56 (2024) 1, pp. 5-33
Persistent link: https://www.econbiz.de/10014483200
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Financial shocks and labor market fluctuations
Zanetti, Francesco - 2015
Persistent link: https://www.econbiz.de/10010532548
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Euro area financial shocks and economic activity in The Netherlands
Antony, Jürgen; Broer, Dirk Peter - In: Empirica : journal of european economics 42 (2015) 3, pp. 571-595
Persistent link: https://www.econbiz.de/10011485594
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Financial frictions and global spillovers
Metiu, Norbert; Hilberg, Björn; Grill, Michael - 2015
We investigate whether frictions in US financial markets amplify the international propagation of US financial shocks. The dynamics of the US economy is modeled jointly with global macroeconomic and financial variables using a threshold vector autoregression that allows us to capture...
Persistent link: https://www.econbiz.de/10010493885
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Financial shocks and economic activity in the Netherlands
Antony, Jürgen; Broer, Dirk Peter - 2013
Persistent link: https://www.econbiz.de/10010389067