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Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule

Lafuente, Juan Angel; Monfort, Mercedes; Pérez, Rafaela; … - In: Economics : the open-access, open-assessment journal 15 (2021) 1, pp. 150-162

This article provides an estimation method to decompose monetary policy innovations into persistent and transitory components using the nonlinear Taylor rule proposed in Andolfatto, Hendry, and Moran (2008) [Are inflation expectations rational? Journal of Monetary Economics , 55 , 406-422]. To...

Persistent link: https://www.econbiz.de/10012887149

News-driven housing booms : Spain versus Germany

Guinea, Laurentiu; Puch, Luis; Ruíz, Jesús - In: The B.E. journal of macroeconomics 23 (2023) 1, pp. 95-150

Persistent link: https://www.econbiz.de/10013555751

Estimating US persistent and transitory monetary shocks : implications for monetary policy

Lafuente, Juan Angel; Pérez, Rafaela; Ruíz, Jesús - 2011

Persistent link: https://www.econbiz.de/10009686907

Time-varying inflation targeting after the nineties

Lafuente, Juan Angel; Pérez, Rafaela; Ruiz, Jesús - In: International review of economics & finance : IREF 29 (2014), pp. 400-408

Persistent link: https://www.econbiz.de/10010432341

Fossil fuel price shocks and CO2 emissions : the case of Spain

Blázquez, Jorge; Martín-Moreno, José María; Perez, … - In: The energy journal 38 (2017) 6, pp. 161-176

Persistent link: https://www.econbiz.de/10011793085

Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix

Guinea, Laurentiu; Pérez, Rafaela; Ruíz, Jesús - In: Finance research letters 61 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014490773

News-driven housing booms : Spain vs. Germany

Guinea, Laurentiu; Puch, Luis; Ruíz, Jesús - 2022

Persistent link: https://www.econbiz.de/10013454475

Energy news shocks and their propagation to renewable and fossil fuels use

Guinea, Laurentiu; Puch, Luis; Ruíz, Jesús - In: Energy economics 130 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014559167

Energy news shocks and their propagation to renewable and fossil fuels use

Guinea, Laurentiu; Puch, Luis; Ruíz, Jesús - 2023

Persistent link: https://www.econbiz.de/10014320861

The asymmetry puzzle : the supply chain disruptions news shocks effects on oil prices and inflation

Guinea, Laurentiu; Puch, Luis; Ruíz, Jesús - 2024 - Preliminary version

Persistent link: https://www.econbiz.de/10014566173

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