The effects of monetary policy on macroeconomic risk
Mario Forni, Luca Gambetti, Nicolò Maffei-Faccioli, Luca Sala
| Year of publication: |
2024
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|---|---|
| Authors: | Forni, Mario ; Gambetti, Luca ; Maffei-Faccioli, Nicolò ; Sala, Luca |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 1873-572X, ZDB-ID 1460589-2. - Vol. 167.2024, Art.-No. 104789, p. 1-17
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| Subject: | Credit spreads shocks | Forecast distribution | Macroeconomic risk | Monetary policy shocks | Quantile regressions | Skewness | SVAR | Uncertainty | Geldpolitik | Monetary policy | Schock | Shock | Risiko | Risk | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Theorie | Theory | Risikoprämie | Risk premium | Schätzung | Estimation | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2024.104789 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015076350