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Weathering global shocks and macrofinancial vulnerabilities in emerging Europe : comparing Turkey and Poland
Eller, Markus; Huber, Florian; Schuberth, Helene - In: Focus on European economic integration (2016) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10011669506
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Monetary transmission and controllability of money in Europe : a structural vector error correction approach
Vlaar, Peter J. G.; Schuberth, Helene - 1999
Persistent link: https://www.econbiz.de/10001369496
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Understanding monetary spillovers in highly integrated regions : the case of Europe
Feldkircher, Martin; Schuberth, Helene - In: Oxford bulletin of economics and statistics 85 (2023) 4, pp. 859-893
Persistent link: https://www.econbiz.de/10014362874
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How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Eller, Markus; Feldkircher, Martin; Huber, Florian - In: Focus on European economic integration (2017) 1, pp. 54-77
Persistent link: https://www.econbiz.de/10012183991
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The influence of sovereign bond yields on bank lending rates: the pass-through in Europe
Eller, Markus; Reininger, Thomas - In: Focus on European economic integration (2016) 2, pp. 54-78
Persistent link: https://www.econbiz.de/10011672403
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Spillovers from US Monetary Policy : Evidence from a Time-varying Parameter GVAR Model
Cuaresma, Jesús Crespo - 2019
This paper develops a global vector autoregressive (GVAR) model with time-varying parameters and stochastic volatility to analyze whether international spillovers of US monetary policy have changed over time. The proposed model allows assessing whether coefficients evolve gradually over time or...
Persistent link: https://www.econbiz.de/10012895681
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The international transmission of US structural shocks : evidence from global vector autoregressions
Feldkircher, Martin; Huber, Florian - 2014
Persistent link: https://www.econbiz.de/10010434402
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US monetary policy in a globalized world
Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2015
Persistent link: https://www.econbiz.de/10011421835
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US monetary policy in a globalized world
Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2016
Persistent link: https://www.econbiz.de/10011494709