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Measuring Euro Area Monetary Policy
Altavilla, Carlo - 2019
speeches. To carry out the analysis, we construct the Euro Area Monetary Policy Event-Study Database (EA-MPD). This database …, is a contribution on its own right and we expect it to be the standard in monetary policy research for the euro area …
Persistent link: https://www.econbiz.de/10012867012
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Monetary policy analysis in real-time: Vintage combination from a real-time dataset
Altavilla, Carlo; Ciccarelli, Matteo - 2011
This paper provides a general strategy for analyzing monetary policy in real time which accounts for data uncertainty without explicitly modelling the revision process. The strategy makes use of all the data available from a real-time data matrix and averages model estimates across all data...
Persistent link: https://www.econbiz.de/10010274753
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Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo; De Grauwe, Paul - 2005
This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First …
Persistent link: https://www.econbiz.de/10010261347