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To sign or not to sign? : on the response of prices to financial and uncertainty shocks

Meinen, Philipp; Röhe, Oke - 2018

that such disturbances are important drivers of output fluctuations in both economies, we find the shock responses of …

Persistent link: https://www.econbiz.de/10011897983

Uncertainty and employment dynamics in the euro area and the US

Netšunajev, Aleksei; Glass, Katharina - In: Journal of macroeconomics 51 (2017), pp. 48-62

Persistent link: https://www.econbiz.de/10011752348

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

assess the effects of an uncertainty shock in the Euro area. This allows us to treat macroeconomic uncertainty as a latent … consequences jointly, and most are based on single country models. We analyze the special case of a shock restricted to the Euro … for all countries over a period of roughly a year following an uncertainty shock. Moreover, equity prices, short …

Persistent link: https://www.econbiz.de/10011978764

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

Persistent link: https://www.econbiz.de/10011871462

To sign or not to sign? : on the response of prices to financial and uncertainty shocks

Meinen, Philipp; Roehe, Oke - In: Economics letters 171 (2018), pp. 189-192

Persistent link: https://www.econbiz.de/10012021911

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...