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Financial stress relationships among Euro area countries : an R-vine copula approach

Zhang, Dalu; Yan, Meilan; Tsopanakis, Andreas - In: The European journal of finance 24 (2018) 17, pp. 1587-1608

Persistent link: https://www.econbiz.de/10012259087

Effectiveness and transmission of the ECB’s balance sheet policies

Boeckx, Jef; Dossche, Maarten; Peersman, Gert - 2014

crisis within a structural VAR framework. An expansionary balance sheet shock stimulates bank lending, stabilizes financial …

Persistent link: https://www.econbiz.de/10011506795

The role of financial variables in predicting economic activity

Espinoza, Raphael; Fornari, Fabio; Lombardi, Marco J. - 2009

help predicting euro area GDP. We investigate whether financial variables provide additional predictive power. We use a VAR … between 1999 and 2002. Results from the historical decomposition of a VAR model indeed suggest that in that period shocks were …

Persistent link: https://www.econbiz.de/10011605154

Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area

Cai, Yifei; Zhang, Dongna; Chang, Tsangyao; Lee, … - In: Energy economics 109 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013283840

Forecasting with a DSGE model of a small open economy within the Monetary Union

Marcellino, Massimiliano; Rychalovska, Yuliya - In: Journal of forecasting 33 (2014) 5, pp. 315-338

Persistent link: https://www.econbiz.de/10010425650

Sacrifice ratios for euro area countries : new evidence on the costs of price stability

Belke, Ansgar; Böing, Tobias - 2014

The purpose of this article is to deliver new estimates of the sacrifice ratio of Euro area countries. A high sacrifice ratio means a large loss of gross domestic product (GDP) or employment for a given reduction in inflation. In order to estimate the cost of adjustments in inflation rates by...

Persistent link: https://www.econbiz.de/10010429752