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Monetary Volatility and Real Output Volatility : An Empirical Model of the Financial Transmission Mechanism in Australia

Kearney, Colm - 2011

This paper examines how monetary volatility is transmitted to the volatility of financial asset prices, inflation and …, and estimation by GLS on monthly Australian data from 1972(1)-1994(1) using the general-to-specific estimation strategy … overcomes the generated regressors problem in related ARCH-type models. The findings include: first, higher monetary volatility …

Persistent link: https://www.econbiz.de/10013131850

Animal spirits and credit spreads in a model with a cost channel

Bofinger, Peter; Debes, Sebastian; Gareis, Johannes; … - 2011 - Preliminary draft, August 27, 2011

Persistent link: https://www.econbiz.de/10009356842

Financial volatility and real economic activity

Daly, Kevin James - 1999

Persistent link: https://www.econbiz.de/10000669878

Money supply volatility and the macroeconomy

Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 24 (2020) 6, pp. 1392-1402

Persistent link: https://www.econbiz.de/10012307284

Money, velocity, and the stock market

Pinno, Karl; Serletis, Apostolos - In: Open economies review 27 (2016) 4, pp. 671-695

Persistent link: https://www.econbiz.de/10011716962

Estimating the real effects of uncertainty shocks at the Zero Lower Bound

Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni - In: European economic review : EER 100 (2017), pp. 257-272

Persistent link: https://www.econbiz.de/10011920154

Macroeconomic volatility at the zero lower bound : evidence from the OECD

Swaminathan, Anthony - In: Economics letters 204 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607443

Monetary policy and stock market interaction : international evidence

Saini, Sakshi; Sehgal, Sanjay - In: The Indian economic journal 71 (2023) 3, pp. 612-634

Persistent link: https://www.econbiz.de/10014324921

On the significance of quality-of-capital news shocks

Herrera, Luis; Vázquez, Jesús - In: Economic modelling 124 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014463173

Why does return predictability concentrate in bad times?

Cujean, Julien; Hasler, Michael - 2017

We build an equilibrium model to explain why stock return predictability concentrates in bad times. The key feature is that investors use different forecasting models, and hence assess uncertainty differently. As economic conditions deteriorate, uncertainty rises and investors' opinions...

Persistent link: https://www.econbiz.de/10011721618