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

Chang, Minsu; Schorfheide, Frank - 2022

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

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

Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation

Castelnuovo, Efrem; Pellegrino, Giovanni - In: Journal of economic dynamics & control 93 (2018), pp. 277-296

Persistent link: https://www.econbiz.de/10011974517

Structural vector autoregressions with smooth transition in variances

Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of economic dynamics & control 84 (2017), pp. 43-57

Persistent link: https://www.econbiz.de/10011916171

Uncertainty and the real effects of monetary policy shocks in the Euro area

Pellegrino, Giovanni - 2017

Persistent link: https://www.econbiz.de/10011699078

Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

Lütkepohl, Helmut; Woźniak, Tomasz - 2017

parameters of structural vector autoregressive (SVAR) models. Economic theory is the primary source of such restrictions. However …

Persistent link: https://www.econbiz.de/10011771740

Monetary policy shocks, set-identifying restrictions, and asset prices : a benchmarking approach for analyzing set-identified models

Uhrin, Gábor B.; Herwartz, Helmut - 2016 - This version: November 17, 2016

A central question for monetary policy is how asset prices respond to a monetary policy shock. We provide evidence on … restrictions. The impulse responses show a positive asset price response to a contractionary monetary policy shock. The resulting …

Persistent link: https://www.econbiz.de/10011563120

Uncertainty-dependent effects of monetary policy shocks : a new Keynesian interpretation

Castelnuovo, Efrem; Pellegrino, Giovanni - 2017

milder macroeconomic responses to a monetary policy shock estimated with our VAR in presence of high uncertainty. A version …

Persistent link: https://www.econbiz.de/10011781355