Similar Search Results

Global spillover effects of US uncertainty

Bhattarai, Saroj; Chatterjee, Arpita; Park, Woong-yong - In: Journal of monetary economics 114 (2020), pp. 71-89

Persistent link: https://www.econbiz.de/10012494861

Long-term inflation expectations and monetary policy in the euro area before the pandemic

Neri, Stefano - In: European economic review : EER 154 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014438290

Assessing the financial implications of COVID-19 within the SVAR framework for some Asian countries

Narayan, Seema; Purnaningrum, Evita; Khawari, Baqir - In: The Indian economic journal 69 (2021) 4, pp. 630-654

Persistent link: https://www.econbiz.de/10012794161

The effects of the ECB's pandemic-related monetary policy measures

Nelimarkka, Jaakko; Laine, Olli-Matti - 2021

We assess the macroeconomic impact of pandemic-related monetary policy measures of the ECB. Conditioning on counterfactual interest rate paths that would have materialised in the absence of the policies, the macroeconomic effects are measured using structural vector autoregressions. In the...

Persistent link: https://www.econbiz.de/10012622376

The impact of macroeconomic variables (MEV) on the stock market returns in MENA countries

Shehata, Mohamed S. S. A. - In: Journal for global business advancement : JGBA 15 (2022) 5, pp. 643-663

Persistent link: https://www.econbiz.de/10014309121

Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy

Miescu, Mirela S.; Mumtaz, Haroon - 2019

We show that the contemporaneous and longer horizon impulse responses estimated using small-scale Proxy structural vector autoregressions (SVARs) can be severely biased in the presence of information insufficiency. Instead, we recommend the use of a Proxy Factor Augmented VAR (FAVAR) model that...

Persistent link: https://www.econbiz.de/10012121977