Search Results - subject_exact:"Overshooting"

Regime-dependent pass-through from oil, gas, and wheat shocks to the Euro : structural breaks, ARDL-ECM, and variance overshooting

Mala, Chajar Matari Fath; Jumono, Sapto; Sugianto; … - In: Korea and the world economy 26 (2025) 3, pp. 177-214

Persistent link: https://www.econbiz.de/10015608432

Exchange rate overshooting : unraveling the puzzles

Braig, Miriam; Rüth, Sebastian; Van der Veken, Wouter - 2024

We solve a canonical, estimated, medium-sized, open-economy New Keynesian model, cast it into a small-scale population vector autoregression, and assess whether best-practice structural identifications detect textbook "overshooting" after a monetary policy hike-i.e., an instant real appreciation...

Persistent link: https://www.econbiz.de/10015069881

A critical assessment of the partial leverage adjustment model : target-overshooting behavior

Choi, Heejung; Lee, Eun Jung; Suh, Jungwon - In: Research in international business and finance 71 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015062159

Enhancing the face validity of choice experiments : a simple diagnostic check

Glenk, Klaus; Meyerhoff, Jürgen; Colombo, Sergio; … - In: Ecological economics 221 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015045790

Exchange rate behavior in the BRICS

Vieira, Flavio Vilela; Gomes da Silva, Cleomar - In: Brazilian journal of political economy 44 (2024) 1, pp. 125-144

Persistent link: https://www.econbiz.de/10014566857

Dynamics of probabilities of default

Bednarek, Peter; Franke, Günter - 2024

Probabilities of default (PDs) of loans are of central importance for financial stability. We analyze the PDs, reported quarterly by German financial institutions to Deutsche Bundesbank. The development of PDs is modelled as an AR process of PD changes and an initial PD. Panel regressions show...

Persistent link: https://www.econbiz.de/10015048451