The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Martin Mandler, Michael Scharnagl
| Year of publication: |
2023
|
|---|---|
| Authors: | Mandler, Martin ; Scharnagl, Michael |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 643-656
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| Subject: | Bayesian vector autoregression | euro area | expectations | forward guidance | regional effects of monetary policy | unconventional monetary policy | Eurozone | Euro area | Geldpolitik | Monetary policy | Schock | Shock | VAR-Modell | VAR model | EU-Staaten | EU countries | Zins | Interest rate | Wirkungsanalyse | Impact assessment | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2943 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292222