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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

How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....

Persistent link: https://www.econbiz.de/10003898577

How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009

Persistent link: https://www.econbiz.de/10003877676

Politische Konjunkturzyklen in Theorie und Empirie : eine kritische Analyse der Zeitreihendynamik in Partisan-Ansätzen

Belke, Ansgar - 1996

Persistent link: https://www.econbiz.de/10013338829

Exchange rate pass-through into German import prices : a disaggregated perspective

Beckmann, Joscha; Belke, Ansgar; Verheyen, Florian - 2013

This study analyzes the exchange rate pass-through into German import prices based on disaggregated data taken on a monthly basis between 1995 and 2012. Our main contribution is twofold: firstly, we employ various time-series techniques to analyze data for different product categories, and also...

Persistent link: https://www.econbiz.de/10009771153

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

Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis

Belke, Ansgar; Goemans, Pascal - 2019

We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...

Persistent link: https://www.econbiz.de/10012116248

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