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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach

Fry-McKibbin, Renée; Zheng, Jasmine - 2016

Persistent link: https://www.econbiz.de/10011756827

Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach

Zheng, Jasmine - 2013

. The existence of a cost channel effect during periods of high financial stress imply a worsening of the short run output-inflation …

Persistent link: https://www.econbiz.de/10013076282

Effects of US Monetary Policy Shocks during Financial Crises ― A Threshold Vector Autoregression Approach

Fry-McKibbin, Renée - 2016

channel effect during periods of high financial stress implies the existence of a short run output-inflation trade off during …

Persistent link: https://www.econbiz.de/10012992677

The transmission mechanism of quantitative easing : a Markov-switching FAVAR approach

Corrado, Luisa; Grassi, Stefano; Minnella, Enrico - 2021

Persistent link: https://www.econbiz.de/10013256350

How does monetary policy affect economic vulnerability to oil price shock as against US economy shock?

Fatemeh Razmi; Azali, Mohamed; Lee, Chin; Habibullah, … - In: International journal of economics and financial issues … 7 (2017) 2, pp. 544-550

Persistent link: https://www.econbiz.de/10011789374

The real effects of financial stress in the Eurozone

Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: International review of financial analysis 30 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10010460004

International transmission of conventional and unconventional monetary policy and financial stress shocks from the euro area to Russia

Dajčman, Silvo; Kavkler, Alenka; Merzlyakov, Sergey; … - In: Journal of central banking theory and practice 11 (2022) 1, pp. 227-247

trade balance. The contractionary euro area monetary policy shock decreases Russian GDP, leads to real appreciation of the …

Persistent link: https://www.econbiz.de/10012806005

Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world

Liang, Chao; Hong, Yanran; Luu Duc Toan Huynh; Ma, Feng - In: Review of quantitative finance and accounting 60 (2023) 4, pp. 1543-1567

Persistent link: https://www.econbiz.de/10014291872

Asymmetric macro-financial spillovers

Bluwstein, Kristina - 2017

The 2008 financial crisis has shown that financial busts can influence the real economy. However, there is less evidence to suggest that the same holds for financial booms. Using a Markov-Switching vector autoregressive model and euro area data, I show that financial booms tend to be less...

Persistent link: https://www.econbiz.de/10011617592

Exchange rates and the information channel of monetary policy

Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - 2020

We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock … component and a central bank information shock component. We identify both components using changes in interest rate futures and … that a contractionary interest rate shock appreciates the dollar, increases the excess bond premium, and leads to a decline …

Persistent link: https://www.econbiz.de/10012301353