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US-euro area monetary policy interdependence : new evidence from Taylor Rule based VECMs

Belke, Ansgar (contributor); Cui, Yuhua (contributor) - 2009

This paper analyses the monetary policy interdependence between the European Central Bank (ECB) and the Federal Reserve (Fed) for the period 1999-2006. Two models are specified: a partial Vector Error Correction Model (VECM) and a general VECM. In the partial VECM, we look for a long-run...

Persistent link: https://www.econbiz.de/10003811795

Did quantitative easing affect interest rates outside the US? : new evidence based on interest rate differentials

Belke, Ansgar; Gros, Daniel; Osowski, Thomas - 2016

This paper explores the effects of non-standard monetary policies on international yield relationships. Based on a descriptive analysis of international long-term yields, we find evidence that long-term rates have followed a global downward trend prior to as well as during the financial crisis....

Persistent link: https://www.econbiz.de/10011414128

International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

prices, equity prices, and interest rates. Uncertainty shocks cause deeper recessions in Continental Europe (except Germany … Hinsicht vergleichen wir die Auswirkungen eines Unsicherheitsschocks in den USA und der Eurozone. Unseren Ergebnissen zufolge … Aktienkurse und die Zinssätze. Unsicherheitsschocks führen zu stärkeren Rezessionen in Kontinentaleuropa (mit Ausnahme Deutschland …

Persistent link: https://www.econbiz.de/10011640939

International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

prices, equity prices and interest rates. Uncertainty shocks cause deeper recessions in Continental Europe (except Germany …

Persistent link: https://www.econbiz.de/10012110907

International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

prices, equity prices and interest rates. Uncertainty shocks cause deeper recessions in Continental Europe (except Germany …

Persistent link: https://www.econbiz.de/10011691548

Does the ECB follow the FED? ; [1]

Belke, Ansgar - 2002

Persistent link: https://www.econbiz.de/10001712227

Does the ECB follow the fed?

Belke, Ansgar; Gros, Daniel - In: Applied economics quarterly 49 (2003) 3, pp. 195-212

Persistent link: https://www.econbiz.de/10001894877

September 11th and the option value of waiting

Belke, Ansgar; Gros, Daniel - 2003

Persistent link: https://www.econbiz.de/10001780964

Asymmetries in the trans-Atlantic monetary policy relationship : does the ECB follow the Fed?

Belke, Ansgar (contributor); Gros, Daniel (contributor) - 2005

The belief that the ECB follows the US Federal Reserve in setting its policy is so entrenched with market participants and commentators that the search for empirical support would seem to be a trivial task. However, this is not the case. We find that the ECB is indeed often influenced by the...

Persistent link: https://www.econbiz.de/10002749782

US-euro area monetary policy interdependence : new evidence from Taylor rule-based VECMs

Belke, Ansgar; Cui, Yuhua - In: The world economy : the leading journal on … 33 (2010) 5, pp. 778-797

Persistent link: https://www.econbiz.de/10003976654