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ECB reaction function and the crisis of 2008
Gerlach, Stefan; Lewis, John - 2011
Persistent link: https://www.econbiz.de/10009259720
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ECB reaction functions and the crisis of 2008
Gerlach, Stefan; Lewis, John - In: International journal of central banking : IJCB 10 (2014) 1, pp. 137-157
Persistent link: https://www.econbiz.de/10010358778
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Zero lower bound, ECB interest rate policy and the financial crisis
Gerlach, Stefan; Lewis, John - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 865-886
Persistent link: https://www.econbiz.de/10010344379
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The zero lower bound, ECB interest rate policy and the financial crisis
Gerlach, Stefan; Lewis, John - 2010
Persistent link: https://www.econbiz.de/10008656257
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The zero lower bound, ECB interest rate policy and the financial crisis
Gerlach, Stefan; Lewis, John - 2010
Persistent link: https://www.econbiz.de/10003989174
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The Zero Lower Bound, ECB Interest Rate Policy and the Financial Crisis
Gerlach, Stefan - 2011
This paper estimates a monetary policy reaction function for the ECB over the period 1999-2009. To allow for a potential shift in interest rate setting during the financial crisis, we permit a smooth transition from one set of parameters to another. The estimates show a swift change in the...
Persistent link: https://www.econbiz.de/10013119261