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Financial frictions and shocks in an estimated small open economy DSGE model

Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291

Persistent link: https://www.econbiz.de/10012418824

Bluwstein, Kristina - 2017

The 2008 financial crisis has shown that financial busts can influence the real economy. However, there is less evidence to suggest that the same holds for financial booms. Using a Markov-Switching vector autoregressive model and euro area data, I show that financial booms tend to be less...

Persistent link: https://www.econbiz.de/10011617592

Measuring the natural rate of interest in a commodity exporting economy : evidence from Mongolia

Doojav, Gan-Ochir; Gantumur, Munkhbayar - In: International economics : a journal published by CEPII … 161 (2020), pp. 199-218

Persistent link: https://www.econbiz.de/10012642544

Understanding international long-term interest rate comovement

Chin, Michael; De Graeve, Ferre; Filippeli, Thomai; … - In: Essays in honour of Fabio Canova, (pp. 147-189). 2022

Persistent link: https://www.econbiz.de/10013443916

Foreign exchange interventions at the zero lower bound in the Czech economy : a DSGE approach

Malovaná, Simona - 2015

macroeconomic variables in response to the domestic demand shock, the foreign demand and financial shocks and the terms …-of-trade shock at the ZLB. This effects become severe in response to highly persistent shocks which leads to stronger reaction of …

Persistent link: https://www.econbiz.de/10010532424

Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a new Keynesian DSGE model with FX interventions

Rodriguez, Gabriel; Castillo B., Paul; Hasegawa, Harumi - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013170569

Monetary policy, financial frictions and structural changes : a Markov-switching DSGE approach

Anguyo, Francis Leni; Kotzé, Kevin - 2019

Persistent link: https://www.econbiz.de/10012030431

Drivers of consumer prices and exchange rates in small open economies

Corbo, Vesna; Di Casola, Paola - 2020

economies, we find that the main driver of consumer price inflation is the global demand shock. A negative global demand shock … pass-through following this shock is of opposite sign to what is usually expected. Finally, exogenous shocks to the …

Persistent link: https://www.econbiz.de/10012176017

Monetary policies for open economics

Pierluigi, Beatrice - 2000

Persistent link: https://www.econbiz.de/10001619964

Do macro shocks matter for equities?

Dison, Will; Theodoridis, Konstantinos - 2017

Persistent link: https://www.econbiz.de/10011912881