Conventional Monetary Policy Transmission During Financial Crises: An Empirical Analysis
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DOI: 10.1002/jae.2524
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- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017.
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"Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes,"
The European Journal of Finance, Taylor & Francis Journals, vol. 27(18), pages 1804-1833, December.
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- Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," Working Papers 676, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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"Financial Stress Regimes and the Macroeconomy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1479-1505, October.
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- Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
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"Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?,"
RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates,
Reserve Bank of Australia.
- Claudio Borio & Boris Hofmann, 2017. "Is monetary policy less effective when interest rates are persistently low?," BIS Working Papers 628, Bank for International Settlements.
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"On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty,"
Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 822-845.
- Niko Hauzenberger & Michael Pfarrhofer & Anna Stelzer, 2020. "On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty," Papers 2011.14424, arXiv.org.
- José Pedro Bastos Neves & Willi Semmler, 2022. "Credit, output and financial stress: A non‐linear LVSTAR application to Brazil," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 900-923, July.
- Durmus Cagri Yildirim & Tugba Turan, 2023. "Revisiting of Interest Rate Channel: Nonlinear transmission of Monetary Policy Shocks to the Turkish Economy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(1), pages 199-223.
- Kaelo Mpho Ntwaepelo, 2021. "The Effects of Macroprudential and Monetary Policy Shocks in BRICS economies," Economics Discussion Papers em-dp2021-20, Department of Economics, University of Reading.
- Aleh Mazol, 2019. "The Influence of Financial Stress on Economic Activity and Monetary Policy in Belarus," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 44(2), pages 49-75, June.
- Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2021. "Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors," Journal of Econometrics, Elsevier, vol. 221(2), pages 455-482.
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- Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
- Min, Feng & Wen, Fenghua & Wang, Xiong, 2022. "Measuring the effects of monetary and fiscal policy shocks on domestic investment in China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 395-412.
- Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
- Hesse, Henning & Hofmann, Boris & Weber, James Michael, 2018.
"The macroeconomic effects of asset purchases revisited,"
Journal of Macroeconomics, Elsevier, vol. 58(C), pages 115-138.
- Henning Hesse & Boris Hofmann & James Weber, 2017. "The macroeconomic effects of asset purchases revisited," BIS Working Papers 680, Bank for International Settlements.
- Hesse, Henning & Hofmann, Boris & Weber, James, 2018. "The macroeconomic effects of asset purchases revisited," SAFE Working Paper Series 198, Leibniz Institute for Financial Research SAFE.
- Fiedler, Salomon & Gern, Klaus-Jürgen & Jannsen, Nils & Wolters, Maik H., 2019.
"Growth prospects, the natural interest rate, and monetary policy,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-34.
- Fiedler, Salomon & Gern, Klaus-Jürgen & Jannsen, Nils & Wolters, Maik H., 2019. "Growth prospects, the natural interest rate, and monetary policy," Economics Discussion Papers 2019-17, Kiel Institute for the World Economy (IfW Kiel).
- Shuanglian Chen & Gaoke Liao & Benjamin M. Drakeford & Pierre Failler, 2019. "The Non-Linear Effect of Financial Support on Energy Efficiency: Evidence from China," Sustainability, MDPI, vol. 11(7), pages 1-16, April.
- Martin Ademmer & Nils Jannsen, 2018.
"Post-crisis business investment in the euro area and the role of monetary policy,"
Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3787-3797, July.
- Ademmer, Martin & Jannsen, Nils, 2018. "Post-crisis business investment in the euro area and the role of monetary policy," Open Access Publications from Kiel Institute for the World Economy 180839, Kiel Institute for the World Economy (IfW Kiel).
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