Search Results - subject:"Structural VAR models" - EconBiz

Identification of vector autoregressive models with nonlinear contemporaneous structure

Cordoni, Francesco; Dorémus, Nicolas; Moneta, Alessio - In: Journal of economic dynamics & control 162 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015050285

What goes around comes around: How large are spillbacks from US monetary policy?

Breitenlechner, Max; Georgiadis, Georgios; Schumann, Ben - 2021

We quantify spillbacks from US monetary policy based on structural scenario analysis and minimum relative entropy methods applied in a Bayesian proxy structural vector-autoregressive model for the time period from 1990 to 2019. We find that spillbacks account for up to half of the overall...

Persistent link: https://www.econbiz.de/10012609048

What goes around comes around : how large are spillbacks from US monetary policy?

Breitenlechner, Max; Georgiadis, Georgios; Schumann, Ben - 2021

We quantify spillbacks from US monetary policy based on structural scenario analysis and minimum relative entropy methods applied in a Bayesian proxy structural vector-autoregressive model for the time period from 1990 to 2019. We find that spillbacks account for up to half of the overall...

Persistent link: https://www.econbiz.de/10012431891

What goes around comes around : how large are spillbacks from US monetary policy?

Breitenlechner, Max; Georgiadis, Georgios; Schumann, Ben - 2021

Persistent link: https://www.econbiz.de/10012595773

Asymmetric monetary policy tradeoffs

Debortoli, Davide; Forni, Mario; Gambetti, Luca; Sala, Luca - 2023

Persistent link: https://www.econbiz.de/10014635824

Asymmetric effects of monetary policy easing and tightening

Debortoli, Davide; Forni, Mario; Gambetti, Luca; Sala, Luca - 2020

Persistent link: https://www.econbiz.de/10012316981

Sources of real exchange rate variability in Central and Eastern European countries : evidence from structural Bayesian MSH-VAR models

Da̜browski, Marek A.; Kwiatkowski, Łukasz; … - In: Central European journal of economic modelling and … 12 (2020) 4, pp. 369-412

Persistent link: https://www.econbiz.de/10012421146

Asymmetric effects of monetary policy easing and tightening

Debortoli, Davide; Forni, Mario; Gambetti, Luca; Sala, Luca - 2020

Persistent link: https://www.econbiz.de/10012438247

Prime money market funds regulation, global liquidity, and the crude oil market

Ivan, Miruna-Daniela; Banti, Chiara; Kellard, Neil - In: Journal of international money and finance 127 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013435624

What goes around comes around : how large are spillbacks from US monetary policy?

Breitenlechner, Max; Georgiadis, Georgios; Schumann, Ben - In: Journal of monetary economics 131 (2022), pp. 45-60

Persistent link: https://www.econbiz.de/10013539292

A service of the