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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

Changes in monetary regimes and the identification of monetary policy shocks : narrative evidence from Canada

Champagne, Julien; Sekkel, Rodrigo - In: Journal of monetary economics 99 (2018), pp. 72-87

Persistent link: https://www.econbiz.de/10012109026

Deflationary financial shocks and inflationary uncertainty shocks : an SVAR investigation

De Santis, Roberto A.; Van der Veken, Wouter - 2022

response to uncertainty shocks, firms increase their markups, in line with the theory of self-insurance against being stuck …

Persistent link: https://www.econbiz.de/10013373603

From the "Great Inflation" to the "Great Moderation" in Peru : a time varying structural vector autoregressions analysis

Castillo B., Paul; Montoya, Jimena; Quineche, Ricardo - 2016

Persistent link: https://www.econbiz.de/10011503984

Monetary policy shocks and business cycle fluctuations in a small open economy : Sweden 1986-2002

Lindé, Jesper - 2003

quarterly inflation rate in the empirical analysis. After a monetary policy shock, the impulse response functions for output and …

Persistent link: https://www.econbiz.de/10011583586

Fluctuations in economic uncertainty and transmission of monetary policy shocks : evidence using daily surveys from Brazil

Burjack, Rafael; Qu, Ritong; Timmermann, Allan - 2019

Persistent link: https://www.econbiz.de/10012203196

The nonlinear effects of uncertainty shocks

Jackson, Laura; Kliesen, Kevin L.; Owyang, Michael T. - 2018

Persistent link: https://www.econbiz.de/10011950514

Financial instability and monetary policy : the Swedish evidence

Bergman, Michael U.; Hansen, Jan - 2002

This paper examines the relationship between financial instability and monetary policy within the Swedish economy. Based on a standard VAR model of monetary policy extended to include measures of financial instability and credit expansions, we examine the interaction between monetary policy and...

Persistent link: https://www.econbiz.de/10011584566

Policy and business cycle shocks : a structural factor model representation of the US economy

Forni, Mario; Gambetti, Luca - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-21

find that (i) the US economy is well described by a number of structural shocks between two and five. Focusing on the four-shock …

Persistent link: https://www.econbiz.de/10012626760

The nonlinear effects of uncertainty shocks

Jackson, Laura; Kliesen, Kevin L.; Owyang, Michael T. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10012299603