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~person:"Mumtaz, Haroon"
~person:"Valcarcel, Victor J."
~subject:"Geldpolitik"
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Search: subject:"vector autoregressions"
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Geldpolitik
VAR model
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VAR-Modell
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The Great Moderation
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large-scale asset purchases
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quantitative easing
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vector autoregressions
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Mumtaz, Haroon
Valcarcel, Victor J.
Rieth, Malte
7
Castelnuovo, Efrem
5
Pellegrino, Giovanni
5
Baumeister, Christiane
4
Caggiano, Giovanni
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Camehl, Annika
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Hamilton, James D.
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Kapetanios, George
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Guidolin, Massimo
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Nodari, Gabriela
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Pedio, Manuela
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Benati, Luca
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Carrera, César
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Churm, Rohan
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Cucciniello, Maria Chiara
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Deleidi, Matteo
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Fritsche, Jan Philipp
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Galebotswe, Obonye
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Lütkepohl, Helmut
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Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
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2
Yield curve rotations, monetary shocks, and Greenspan’s Conundrum
Valcarcel, Victor J.
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012176176
Saved in:
3
A model of monetary policy shocks for financial crises and normal conditions
Keating, John William
;
Kelly, Logan J.
;
Smith, Andrew Lee
; …
-
2014
Persistent link: https://www.econbiz.de/10010477723
Saved in:
4
Assessing the economy-wide effects of quantitative easing
Kapetanios, George
;
Mumtaz, Haroon
;
Stevens, Ibrahim
; …
-
2012
Persistent link: https://www.econbiz.de/10009559868
Saved in:
5
Assessing the economy-wide effects of quantitative easing
Kapetanios, George
;
Mumtaz, Haroon
;
Stevens, Ibrahim
; …
- In:
The economic journal : the journal of the Royal …
122
(
2012
)
564
,
pp. 316-347
Persistent link: https://www.econbiz.de/10009730294
Saved in:
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