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Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach

Senbet, Dawit - In: Journal of Central Banking Theory and Practice 5 (2016) 2, pp. 5-40

response functions than the commonly used vector autoregressive (VAR) models that utilize only 4–8 variables. I include 154 …

Persistent link: https://www.econbiz.de/10012217826

Measuring the channels of monetary policy transmission : a factor-augmented vector autoregressive (FAVAR) approach

Senbet, Dawit - In: Journal of central banking theory and practice 5 (2016) 2, pp. 5-40

Persistent link: https://www.econbiz.de/10011570080

The financial market effects of the ECB's balance sheet policies

Lewis, Vivien; Roth, Markus - 2015

Persistent link: https://www.econbiz.de/10011705372

The financial market effects of the ECB's asset purchase programs

Lewis, Vivien; Roth, Markus - 2017

The European Central Bank's asset purchase programs, while intended to stabilize the economy, may have unintended side effects on financial stability. This paper aims at gauging the effects on financial markets, the banking sector, and lending to non-financial firms. Using a structural vector...

Persistent link: https://www.econbiz.de/10011712553

The financial market effects of the ECB's asset purchase programs

Lewis, Vivien; Roth, Markus - In: Journal of financial stability 43 (2019), pp. 40-52

Persistent link: https://www.econbiz.de/10012260046

Does the effectiveness of monetary policy depend on the choice of policy instrument? : empirical evidence from South Korea

Zuniga, Martha Cruz; Senbet, Dawit - In: Journal of central banking theory and practice 12 (2023) 2, pp. 239-265

included in the analysisin a traditional VAR model. Following the actual use of instruments,we test the effectiveness of …

Persistent link: https://www.econbiz.de/10014316677