Showing 1 - 10 of 21,548
This paper applied the panel VAR approach and the Impulse Response Functions to investigate the differences in the …
Persistent link: https://www.econbiz.de/10013400126
, and supply equations in a Bayesian structural panel vector autoregressive model. We formulate prior beliefs on magnitudes …
Persistent link: https://www.econbiz.de/10014025780
policy shocks in 17 countries, using data spanning 1986 - 2006. We estimate VARs for individual economies and panel VARs in …, its importance appears limited. Keywords: asset prices, monetary policy, panel VAR. …
Persistent link: https://www.econbiz.de/10010382339
This paper sheds some light on situations in which monetary and macroprudential policies may interact (and potentially get into conflict) and contributes to the discussion about the coordination of those policies. Using data for the Czech Republic and five euro area countries we show that...
Persistent link: https://www.econbiz.de/10011568572
This paper uses panel vector autoregressive models and simulations of an estimated DSGE model to explore the reaction …
Persistent link: https://www.econbiz.de/10010338974
panel estimations based on a dataset that comprises individual balance-sheet information on all German banks. It shows that …
Persistent link: https://www.econbiz.de/10011419446
We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed …
Persistent link: https://www.econbiz.de/10012020009
We study the bank lending channel in Switzerland over three decades using unbalanced quarterly bank-individual data spanning 1987 to 2016. In contrast to the usual empirical approach, we take an agnostic stance on which bank characteristic drives the heterogenous lending response to interest...
Persistent link: https://www.econbiz.de/10012264674
This paper evaluates the macroeconomic impact on the euro area (EA) of the imposition of tariffs by simulating a multi-country New Keynesian model featuring the effective lower bound (ELB) on the EA monetary policy rate. The main results are as follows. First, the bilateral tariff dispute...
Persistent link: https://www.econbiz.de/10012824795
Persistent link: https://www.econbiz.de/10011305232