Similar Search Results

Reconciling narrative monetary policy disturbances with structural VAR model shocks?

Kliem, Martin; Kriwoluzky, Alexander - 2013

investigate whether employing the narrative monetary shock account as a proxy variable in a VAR model aligns both shock series. We …

Persistent link: https://www.econbiz.de/10009771126

On the effects of monetary policy shocks on earnings and consumption heterogeneity

Chang, Minsu; Schorfheide, Frank - 2022

Persistent link: https://www.econbiz.de/10012820000

Infinite-variance, alpha-stable shocks in monetary SVAR

Hannsgen, Greg - In: International review of applied economics 26 (2012) 6, pp. 755-786

Persistent link: https://www.econbiz.de/10009719299

Using Romer and Romer’s new measure of monetary policy shocks to identify the AD and AS shocks

Cover, James Peery; Olson, Eric - In: Applied economics 45 (2013) 19/21, pp. 2838-2846

Persistent link: https://www.econbiz.de/10010189346

A model of monetary policy shocks for financial crises and normal conditions

Keating, John William; Kelly, Logan J.; Smith, Andrew Lee; … - 2014

Persistent link: https://www.econbiz.de/10010477723

Monetary Policy and Inequality in the UK

Mumtaz, Haroon; Theophilopoulou, Angeliki - 2015

The UK has experienced a dramatic increase in earnings and income inequality over the past four decades. We use detailed micro level information to construct historical measures of inequality from 1968 to 2008. We study whether monetary policy shocks played a significant role in explaining this...

Persistent link: https://www.econbiz.de/10010480347