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The aggregate and country-specific effectiveness of ECB policy : evidence from an external instruments (VAR) approach
Hafemann, Lucas; Tillman, Peter - 2017
identified monetary policy shock is then put into country-specific local projections in order to derive country-specific impulse …
Persistent link: https://www.econbiz.de/10011640188
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - 2021 - This Version: July 22, 2021
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...
Persistent link: https://www.econbiz.de/10012320523
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Neuenkirch, Matthias - 2020
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1–2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states...
Persistent link: https://www.econbiz.de/10012383710
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - 2021 - First draft: November 23, 2020 ; this version: May 17, 2021
We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 2003Q1-2019Q4 with a special emphasis on credit conditions. With the help of this model, monetary policy transmission can be described as mixture of two states (e.g.,...
Persistent link: https://www.econbiz.de/10013328355
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The Euro Area credit crunch conundrum : was it demand or supply driven?
Pacicco, Fausto; Serati, Massimiliano; Venegoni, Andrea - In: Economic modelling 106 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013347523
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The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza; Burgard, Jan Pablo; Neuenkirch, Matthias - In: Macroeconomic dynamics 27 (2023) 7, pp. 1893-1931
Persistent link: https://www.econbiz.de/10014364406
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Credit shocks and monetary policy in Brazil : a structural FAVAR approach
Fonseca, Marcelo Gonçalves da Silva; Pereira, Pedro L. … - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 169-200
Persistent link: https://www.econbiz.de/10011538554
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China's monetary policy and the loan market : how strong is the credit channel in China?
Breitenlechner, Max; Nuutilainen, Riikka - 2019
Persistent link: https://www.econbiz.de/10012105178
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Financial shocks, credit spreads and the international credit channel
Cesa-Bianchi, Ambrogio; Sokol, Andrej - 2017
Persistent link: https://www.econbiz.de/10011912910