Search Results - subject:"Local Projection"

The interest rate sensitivity of house prices : international evidence on its state dependence

Burgert, Matthias; Eugster, Johannes; Otten, Victoria - 2024

Persistent link: https://www.econbiz.de/10014490486

Anticipating credit developments with regularization and shrinkage methods : evidence for turkish banking industry

Atılgan, Salih Zeki; Aydoğdu, Tarık; Çolak, Mehmet … - 2024

Persistent link: https://www.econbiz.de/10014497202

Can you hear me now? : identifying the effect of Chinese monetary policy announcements

Shieh, Harrison - In: Journal of international money and finance 144 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014551386

The effect of oil price shocks on the balance of payments of oil-importing economies

Henriquez, Candice; Hieroms, Robert; Passial, Djuwensi - 2024

Persistent link: https://www.econbiz.de/10014506609

International comparison of climate change news index with an application to monetary policy

Fueki, Takuji; Shinohara, Takeshi; Shintani, Mototsugu - 2024

Persistent link: https://www.econbiz.de/10015053620

Media tone : the role of news and social media on heterogeneous inflation expectations

Heikkinen, Joni; Heimonen, Kari - 2024 - This version: 04/09/2024

This study investigates the role of media tone on inflation expectations. Examining the relationships between news and the inflation expectations of various U.S demographic groupings, we find that traditional news influences older cohorts, while social media news align more closely with the...

Persistent link: https://www.econbiz.de/10015055189

State of broker-dealer leverage and the transmission of monetary policy

Ahmed, M. Iqbal; Cassou, Steven Peter; Kishan, Ruby P. - In: Macroeconomic dynamics 28 (2024) 2, pp. 380-402

Persistent link: https://www.econbiz.de/10014485313

A replication of "The Macroeconomic Impact of Europe’s Carbon Taxes" by Metcalf and Stock (2023)

Ash, Thomas; Nikolaishvili, Giorgi - 2024

; (2) alternative local projection specifications and policy counterfactuals largely exhibit the same qualitative …

Persistent link: https://www.econbiz.de/10015078082

Global supply chain disruptions, commodity price shocks and inflation in japan

Wang, Rui - In: International journal of empirical economics 3 (2024) 2, pp. 2450004-1-2450004-26

projection and structural Vector Autoregression (VAR). In the local projection analysis, it has been observed that the strain on …. Furthermore, it seeks to examine how fluctuations in these variables affect Japan's macroeconomic landscape through local …

Persistent link: https://www.econbiz.de/10015054145

Revisiting the countercyclicality of fiscal policy

Jalles, João Tovar; Kiendrebeogo, Youssouf; Lam, Raphael; … - 2024

Persistent link: https://www.econbiz.de/10015141897