Narrow search
Showing 1 - 10 of 97,995
Cover Image
Working Paper 45
Kaufmann, Sylvia - Oesterreichische Nationalbank - 2001
monetary policy. The asymmetry of the effects is captured by allowing for state-dependent parameters where the latent state …
Persistent link: https://www.econbiz.de/10010727727
Cover Image
Is there an asymmetric effect on monetary policy over time? A bayesian analysis using austrian data
Kaufmann, Sylvia - Oesterreichische Nationalbank - 2001
monetary policy. The asymmetry of the effects is captured by allowing for state-dependent parameters where the latent state …
Persistent link: https://www.econbiz.de/10005802627
Cover Image
Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data.
Kaufmann, Sylvia - In: Empirical Economics 27 (2002) 2, pp. 277-297
monetary policy. The asymmetry of the effects is captured by allowing for state-dependent parameters where the latent state …
Persistent link: https://www.econbiz.de/10005382475
Cover Image
Working Paper 56
Kaufmann, Sylvia - Oesterreichische Nationalbank - 2002
This paper investigates both cross-sectional asymmetry (related to bank-speci.c characteristics like size and liquidity … monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is captured …-sectional asymmetry. JEL classification: C11, C23, E51 …
Persistent link: https://www.econbiz.de/10010727765
Cover Image
Asymmetries in bank lending behaviour. Austria during the 1990s
Kaufmann, Sylvia - 2001
This paper investigates both cross-sectional asymmetry (related to bank-specific characteristics like size and … to monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is …-sectional asymmetry. …
Persistent link: https://www.econbiz.de/10011604143
Cover Image
Asymmetries in bank lending behaviour. Austria during the 1990s
Kaufmann, Sylvia - European Central Bank - 2001
This paper investigates both cross-sectional asymmetry (related to bank-specific characteristics like size and … to monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is …-sectional asymmetry. JEL Classification: C11, C23, E51 …
Persistent link: https://www.econbiz.de/10005530769
Cover Image
Asymmetries in Bank Lending Behaviour. - Austria During the 1990s
Kaufmann, Sylvia - 2002
This paper investigates both cross-sectional asymmetry (related to bank-speci.c characteristics like size and liquidity … monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is captured …-sectional asymmetry. …
Persistent link: https://www.econbiz.de/10013369973
Cover Image
Asymmetries in Bank Lending Behaviour. - Austria During the 1990s
Kaufmann, Sylvia - Oesterreichische Nationalbank - 2002
This paper investigates both cross-sectional asymmetry (related to bank-speci.c characteristics like size and liquidity … monetary policy. The first type of asymmetry is accounted for by including interaction terms, and the second type is captured …-sectional asymmetry. …
Persistent link: https://www.econbiz.de/10005273258
Cover Image
What's so great about the Great Moderation?
Keating, John William; Valcarcel, Victor J. - In: Journal of macroeconomics 51 (2017), pp. 115-142
Persistent link: https://www.econbiz.de/10011752360
Cover Image
Asymmetric monetary policy effects in Germany
Tober, Silke; Kuzin, Vladimir N. - 2004
In a small structural model we find asymmetries in the effects of monetary policy in Germany depending on whether the economy is in an upswing or a downswing. These two different regimes are also identified using a Markov-switching model and the Kalman filter. Our results indicate that the...
Persistent link: https://www.econbiz.de/10010274488