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Interest Rate Reaction Functions for the Euro Area Evidence from Panel Data Analysis

Ruth, Karsten - 2016

Persistent link: https://www.econbiz.de/10012991354

Exchange rate modeling under unconventional monetary policy on a European panel sample

Kiss, Gábor Dávid; Mészáros, Mercédesz - In: European financial and accounting journal : EFAJ 14 (2019) 3, pp. 5-24

unconventional instruments has an impact on the changes in foreign exchange rates. By running dynamic panel regressions, we analysed …

Persistent link: https://www.econbiz.de/10012202003

The interest rate pass-through in the Euro area during the global financial crisis : conference paper

Hristov, Nikolay; Hülsewig, Oliver; Wollmershäuser, Timo - 2013

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

Interest rate reaction functions for the euro area : evidence from panel data analysis

Ruth, Karsten - 2004

Persistent link: https://www.econbiz.de/10002501563

The dynamics of interest rates, inflation and exchange rates in the euro area : an empirical evaluation of different modeling strategies

Ruth, Karsten - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003075519

Parameter heterogeneity, persistence and cross-sectional dependence : new insights on fiscal policy reaction functions for the Euro area

Golinelli, Roberto; Mammi, Irene; Musolesi, Antonio - 2018 - This version: March 31st, 2018

. We find evidence of strong cross-sectional dependence in the panel, and clear support to a valid cointegration …

Persistent link: https://www.econbiz.de/10011813607

Monetary policy and macroprudential policy : rivals or teammates?

Malovana, Simona; Frait, Jan - 2016

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