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Alessio Anzuini

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alessio Anzuini & Elena Pisano & Luca Rossi & Alessandra Sanelli & Enrico Tosti & Ernesto Zangari, 2023. "Clever planning or unfair play? Exploring the economic and statistical impacts of tax avoidance by multinationals," Questioni di Economia e Finanza (Occasional Papers) 799, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Albori, Marco & Anzuini, Alessio & Ferriani, Fabrizio & Rossi, Luca, 2024. "The gravity of Offshore Financial Centers: Estimating real FDIs using a binary choice model," International Economics, Elsevier, vol. 178(C).

  2. Alessio Anzuini & Luca Rossi, 2021. "Unconventional monetary policies and expectations on economic variables," Temi di discussione (Economic working papers) 1323, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Acurio, Balila & Pardo, Renzo & Peydró, José Luis & Pozo, Jorge, 2023. "The Impact of REACTIVA on the Real Economy and on Bank Risk-Taking," Working Papers 2023-005, Banco Central de Reserva del Perú.

  3. Alessio Anzuini & Luca Rossi, 2018. "Fiscal policy in the US: a new measure of uncertainty and its recent development," Temi di discussione (Economic working papers) 1197, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Luca Rossi, 2020. "Indicators of uncertainty: a brief user’s guide," Questioni di Economia e Finanza (Occasional Papers) 564, Bank of Italy, Economic Research and International Relations Area.

  4. Alessio Anzuini & Luca Rossi & Pietro Tommasino, 2017. "Fiscal policy uncertainty and the business cycle: time series evidence from Italy," Temi di discussione (Economic working papers) 1151, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Joscha Beckmann & Robert L Czudaj & Georgios Kouretas, 2021. "Fiscal policy uncertainty and its effects on the real economy: German evidence," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1516-1535.
    2. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
    3. Luca Rossi, 2020. "Indicators of uncertainty: a brief user’s guide," Questioni di Economia e Finanza (Occasional Papers) 564, Bank of Italy, Economic Research and International Relations Area.
    4. Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2022. "Role of Uncertainty in Debt-Growth Nexus," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(1), pages 58-78.
    5. Summaira Malik & Ali Abbas & Malik Shahzad Shabbir & Carlos Samuel Ramos-Meza, 2024. "Business Cycle Fluctuations, Foreign Direct Investment, and Real Effective Exchange Rate Nexus Among Asian Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 5466-5479, June.
    6. Yi Zhang & Mengyang Wang & Tao Shi & Huan Huang & Qi Huang, 2023. "Health Damage of Air Pollution, Governance Uncertainty and Economic Growth," IJERPH, MDPI, vol. 20(4), pages 1-21, February.
    7. Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2021. "The Heterogeneous Public Debt–Growth Relationship: The Role of the Expenditure Multiplier," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    8. Hong, Yanran & Xu, Pengfei & Wang, Lu & Pan, Zhigang, 2022. "Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis," Finance Research Letters, Elsevier, vol. 48(C).
    9. Rongwu Zhang & Lan Luo & Jianjun Du, 2023. "The influence of fiscal policy uncertainty on corporate total factor productivity: Evidence from Chinese public companies," Contemporary Economic Policy, Western Economic Association International, vol. 41(3), pages 532-554, July.
    10. Jiang, Qisheng & Cheng, Sheng, 2021. "How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach," Resources Policy, Elsevier, vol. 72(C).
    11. Attinasi, Maria Grazia & Palazzo, Alessandra Anna & Pierluigi, Beatrice, 2019. "Fiscal activism in the euro area and in other advanced economies: new evidence," Working Paper Series 2344, European Central Bank.
    12. Alessio Anzuini & Luca Rossi, 2021. "Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy," Empirical Economics, Springer, vol. 61(5), pages 2613-2634, November.
    13. Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
    14. R. Golinelli & I. Mammi & A. Musolesi, 2018. "Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area," Working Papers wp1120, Dipartimento Scienze Economiche, Universita' di Bologna.
    15. Rajendra N. Paramanik & Avishek Bhandari & Bandi Kamaiah, 2022. "Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 825-837, July.
    16. Safari, Omid & Assadzadeh, Ahmad & Mirjalili, Seyed Hossein, 2024. "Fiscal Policy Uncertainty and Industrial Investment in Iran," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 16(1), pages 229-259.
    17. Salha Ben Salem & Moez Labidi, 2024. "Financial friction and optimal monetary policy: analysis of DSGE model with financial friction and price sticky," SN Business & Economics, Springer, vol. 4(7), pages 1-24, July.
    18. Alessio Anzuini & Luca Rossi, 2018. "Fiscal policy in the US: a new measure of uncertainty and its recent development," Temi di discussione (Economic working papers) 1197, Bank of Italy, Economic Research and International Relations Area.

  5. Alessio Anzuini & Francesca Brusa, 2016. "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers) 1046, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Alessio Anzuini, 2020. "The non-linear effects of the Fed's asset purchases," Temi di discussione (Economic working papers) 1280, Bank of Italy, Economic Research and International Relations Area.

  6. Alessio Anzuini & Martina Cecioni & Stefano Neri, 2016. "Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis," Questioni di Economia e Finanza (Occasional Papers) 305, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.

  7. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2013. "Macroeconomic effects of precautionary demand for oil," Temi di discussione (Economic working papers) 918, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Raghavan, Mala, 2019. "An analysis of the global oil market using SVARMA models," Working Papers 2019-01, University of Tasmania, Tasmanian School of Business and Economics.
    2. Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017. "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
    3. Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022. "A weekly structural VAR model of the US crude oil market," Working Papers 2022.11, Fondazione Eni Enrico Mattei.
    4. Hong, Yanran & Cao, Shijiao & Xu, Pengfei & Pan, Zhigang, 2024. "Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective," International Review of Financial Analysis, Elsevier, vol. 91(C).
    5. Abiad, Abdul & Qureshi, Irfan A., 2023. "The macroeconomic effects of oil price uncertainty," Energy Economics, Elsevier, vol. 125(C).
    6. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
    7. James D. Hamilton, 2021. "Measuring global economic activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 293-303, April.
    8. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021. "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    9. Alain Kabundi & Franziska Ohnsorge, 2020. "Implications of cheap oil for emerging markets," CAMA Working Papers 2020-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    10. Guo, Ranran & Ye, Wuyi, 2021. "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    11. Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.
    12. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020. "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers 202036, University of Pretoria, Department of Economics.
    13. Diego R. Känzig, 2021. "The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements," American Economic Review, American Economic Association, vol. 111(4), pages 1092-1125, April.
    14. Youshu Li & Junjie Guo, 2022. "The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model," Applied Economics, Taylor & Francis Journals, vol. 54(12), pages 1377-1395, March.
    15. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    16. Nikitopoulos, Christina Sklibosios & Squires, Matthew & Thorp, Susan & Yeung, Danny, 2017. "Determinants of the crude oil futures curve: Inventory, consumption and volatility," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 53-67.
    17. Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
    18. Boufateh, Talel & Saadaoui, Zied, 2021. "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 102(C).
    19. Jinyu Chen & Xuehong Zhu, 2021. "The Effects of Different Types of Oil Price Shocks on Industrial PPI: Evidence from 36 Sub-industries in China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3411-3434, September.
    20. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2021. "The dynamic effects of international oil price shocks on economic fluctuation," Resources Policy, Elsevier, vol. 74(C).
    21. Boda Kang & Christina Sklibosios Nikitopoulos & Marcel Prokopczuk, 2019. "Economic Determinants of Oil Futures Volatility: A Term Structure Perspective," Research Paper Series 401, Quantitative Finance Research Centre, University of Technology, Sydney.
    22. César Castro & Rebeca Jiménez-Rodríguez & Renatas Kizys, 2023. "Time-Varying Relation between Oil Shocks and European Stock Market Returns," JRFM, MDPI, vol. 16(3), pages 1-28, March.
    23. Ayaz Zeynalov & Kristina Tiron, 2022. "Macroeconomic performance of oil price shocks in Russia," Papers 2211.04954, arXiv.org, revised Nov 2022.
    24. Hicham Ayad & Ousama Ben-Salha & Miloud Ouafi, 2023. "Do oil prices predict the exchange rate in Algeria? Time, frequency, and time‐varying Granger causality analysis," Economic Change and Restructuring, Springer, vol. 56(5), pages 3545-3566, October.
    25. James D. Hamilton, 2019. "Measuring Global Economic Activity," NBER Working Papers 25778, National Bureau of Economic Research, Inc.
    26. Chen, Jinyu & Zhu, Xuehong & Li, Hailing, 2020. "The pass-through effects of oil price shocks on China's inflation: A time-varying analysis," Energy Economics, Elsevier, vol. 86(C).
    27. Uliha, Gábor, 2016. "Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise [Weakening macroeconomic effects of the oil price. A synthesis of two competing theories]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 787-818.
    28. Ge, Zhenyu & Sun, Yang, 2024. "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 92(C).
    29. Gong, Xu & Lin, Boqiang, 2018. "Time-varying effects of oil supply and demand shocks on China's macro-economy," Energy, Elsevier, vol. 149(C), pages 424-437.
    30. Grigoli, Francesco & Herman, Alexander & Swiston, Andrew, 2019. "A crude shock: Explaining the short-run impact of the 2014–16 oil price decline across exporters," Energy Economics, Elsevier, vol. 78(C), pages 481-493.

  8. Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012. "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers) 851, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Mario Porqueddu & Fabrizio Venditti, 2012. "Do food commodity prices have asymmetric effects on Euro-Area inflation?," Temi di discussione (Economic working papers) 878, Bank of Italy, Economic Research and International Relations Area.
    2. Dimitrios Bakas & Athanasios Triantafyllou, 2018. "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics 2018/02, Economics, Nottingham Business School, Nottingham Trent University.
    3. Rodrigo da Silva Souza & Leonardo Bornacki Mattos, 2022. "Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real," International Economics and Economic Policy, Springer, vol. 19(4), pages 761-781, October.
    4. Nikolay Gospodinov & Ibrahim Jamali, 2013. "Monetary policy surprises, positions of traders, and changes in commodity futures prices," FRB Atlanta Working Paper 2013-12, Federal Reserve Bank of Atlanta.
    5. Petre Caraiani & Adrian Cantemir Călin, 2019. "Monetary Policy Effects on Energy Sector Bubbles," Energies, MDPI, vol. 12(3), pages 1-13, February.
    6. John Baffes & Cristina Savescu, 2014. "Monetary conditions and metal prices," Applied Economics Letters, Taylor & Francis Journals, vol. 21(7), pages 447-452, May.
    7. Tarek Chebbi, 2021. "The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1897-1916, April.
    8. Gabriel Gomes, 2014. "Is the oil currency – oil price nexus affected by dollar swings?," Working Papers hal-04141290, HAL.
    9. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).
    10. Jia Liao & Yu Shi & Xiangyun Xu, 2018. "Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators," IJFS, MDPI, vol. 6(3), pages 1-13, June.
    11. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
    12. Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
    13. Siami-Namini, Sima & Hudson, Darren & Trindade, A. Alexandre & Lyford, Conrad, 2018. "Commodity Prices, Monetary Policy and the Taylor Rule," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266722, Southern Agricultural Economics Association.
    14. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    15. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Ruhr Economic Papers 323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    16. Morana, Claudio, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets 121723, Fondazione Eni Enrico Mattei (FEEM).
    17. Chi-Young Choi & Alexander Chudik, 2019. "Estimating Impulse Response Functions When the Shock Series Is Observed," Globalization Institute Working Papers 353, Federal Reserve Bank of Dallas.
    18. Michael D. Bordo & John Landon-Lane, 2013. "Does expansionary monetary policy cause asset price booms? some historical and empirical evidence," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 04-52, August.
    19. Carolina Arteaga & Joan Granados & Jair Ojeda, 2012. "Determinantes de los precios internacionales de los bienes básicos," Borradores de Economia 9435, Banco de la Republica.
    20. Ekaterini Panopoulou & Theologos Pantelidis, 2014. "Speculative behaviour and oil price predictability," Discussion Paper Series 2014_09, Department of Economics, University of Macedonia, revised Dec 2014.
    21. Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda, 2024. "Interplay of multifractal dynamics between shadow policy rates and energy markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    22. Klotz, Philipp & Lin, Tsoyu Calvin & Hsu, Shih-Hsun, 2014. "Global commodity prices, economic activity and monetary policy: The relevance of China," Resources Policy, Elsevier, vol. 42(C), pages 1-9.
    23. Lombardi, Marco J. & Van Robays, Ine, 2011. "Do financial investors destabilize the oil price?," Working Paper Series 1346, European Central Bank.
    24. Marko Melolinna, 2011. "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, vol. 24(1), pages 33-54, Spring.
    25. Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
    26. Gu, Xin & Zhu, Zixiang & Yu, Minli, 2021. "The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?," Energy Economics, Elsevier, vol. 100(C).
    27. Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina, 2016. "Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles," BIS Working Papers 568, Bank for International Settlements.
    28. Ocampo, José Antonio & Ojeda-Joya, Jair, 2022. "Supply shocks and monetary policy responses in emerging economies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(4).
    29. Ivan Hajdukovic, 2022. "Transmission mechanisms of conventional and unconventional monetary policies in open economies," Post-Print hal-03912666, HAL.
    30. Breitenfellner, Andreas & Crespo Cuaresma, Jesús & Mayer, Philipp, 2015. "Energy inflation and house price corrections," Energy Economics, Elsevier, vol. 48(C), pages 109-116.
    31. Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017. "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
    32. Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha, 2020. "Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty," International Review of Financial Analysis, Elsevier, vol. 71(C).
    33. John Baffes & Tassos Haniotis, 2016. "What Explains Agricultural Price Movements?," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(3), pages 706-721, September.
    34. Chen, Peng, 2015. "Global oil prices, macroeconomic fundamentals and China's commodity sector comovements," Energy Policy, Elsevier, vol. 87(C), pages 284-294.
    35. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    36. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
    37. Semeyutin, Artur & Downing, Gareth, 2022. "Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors," International Review of Financial Analysis, Elsevier, vol. 81(C).
    38. Ron Alquist and Olivier Gervais, 2013. "The Role of Financial Speculation in Driving the Price of Crude Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    39. Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
    40. Michael D. Bordo & John Landon-Lane, 2013. "What Explains House Price Booms?: History and Empirical Evidence," NBER Working Papers 19584, National Bureau of Economic Research, Inc.
    41. Benk, Szilard & Gillman, Max, 2023. "Identifying money and inflation expectation shocks to real oil prices," Energy Economics, Elsevier, vol. 126(C).
    42. Lutz Kilian & Xiaoqing Zhou, 2019. "Oil prices, exchange rates, and interest rates," 2019 Meeting Papers 592, Society for Economic Dynamics.
    43. Yang, Yang & Zhang, Jiqiang & Chen, Sanpan, 2023. "Information effects of monetary policy announcements on oil price," Journal of Commodity Markets, Elsevier, vol. 30(C).
    44. Huchet, Nicolas & Fam, Papa Gueye, 2016. "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, vol. 37(C), pages 49-65.
    45. Sima Siami‐Namini, 2021. "U.S. Monetary Policy and Commodity Prices: A SVECM Approach," Economic Papers, The Economic Society of Australia, vol. 40(4), pages 288-312, December.
    46. Sun, Zesheng & Wang, Yaoqing & Zhou, Xu & Yang, Lunan, 2019. "The roundabout from interest rates to commodity prices in China: The role of money flow," Resources Policy, Elsevier, vol. 61(C), pages 627-642.
    47. Bernardina Algieri, 2014. "A roller coaster ride: an empirical investigation of the main drivers of the international wheat price," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 459-475, July.
    48. Gabriel Gomes, 2014. "Is the oil currency – oil price nexus affected by dollar swings?," EconomiX Working Papers 2014-53, University of Paris Nanterre, EconomiX.
    49. Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013. "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, vol. 32(C), pages 532-538.
    50. Bo Zhang & Jinyan Hu & Mingming Jiang & Feng Guo, 2017. "Monetary Shocks And Stock Market Fluctuations: With An Application To The Chinese Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 875-904, September.
    51. Chen, Louisa & Verousis, Thanos & Wang, Kai & Zhou, Zhiping, 2023. "Financial stress and commodity price volatility," Energy Economics, Elsevier, vol. 125(C).
    52. Abdul-Aziz Iddrisu & Imhotep Paul Alagidede, 2021. "Asymmetry in food price responses to monetary policy: a quantile regression approach," SN Business & Economics, Springer, vol. 1(3), pages 1-25, March.
    53. Karol Szafranek, 2015. "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," NBP Working Papers 213, Narodowy Bank Polski.
    54. Jair N. Ojeda-Joya & Oscar E. Guzman, 2017. "The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies," IHEID Working Papers 08-2017, Economics Section, The Graduate Institute of International Studies.
    55. Mahdi Asgari & Sayed H. Saghaian & Michael R. Reed, 2020. "The Impact of Energy Sector on Overshooting of Agricultural Prices," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 589-606, March.
    56. Wei, Honghong & Lahiri, Radhika, 2019. "The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA," Energy Economics, Elsevier, vol. 80(C), pages 553-569.
    57. Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013. "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 715-749, October.
    58. Wang, Xunxiao, 2020. "Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate," Energy Economics, Elsevier, vol. 91(C).
    59. Lyu, Yongjian & Yi, Heling & Cao, Jin & Yang, Mo, 2022. "Time-varying monetary policy shocks and the dynamics of Chinese commodity prices," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    60. Yiuman Tse & Michael Williams, 2011. "Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis Using intraday data, we find that unidirectional causality runs from commodity index linked commodity futures to non-index ," Working Papers 0007, College of Business, University of Texas at San Antonio.
    61. Richard Alioma & Manfred Zeller & Yee Khor Ling, 2022. "Analysis of long-term prices of micronutrient-dense and starchy staple foods in developing countries," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 10(1), pages 1-21, December.
    62. Vespignani, Joaquin L. & Ratti, Ronald A., 2016. "Not all international monetary shocks are alike for the Japanese economy," Economic Modelling, Elsevier, vol. 52(PB), pages 822-837.
    63. Kakade, Kshitij Abhay & Mishra, Aswini Kumar, 2021. "The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 30-50.
    64. Yao, Wei & Alexiou, Constantinos, 2024. "On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1054-1072.
    65. Carolina Arteaga Cabrales & Joan Camilo Granados Castro & Jair Ojeda Joya, 2011. "The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices," Borradores de Economia 685, Banco de la Republica de Colombia.
    66. Iddrisu, Abdul-Aziz & Alagidede, Imhotep Paul, 2020. "Monetary policy and food inflation in South Africa: A quantile regression analysis," Food Policy, Elsevier, vol. 91(C).
    67. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    68. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Oil prices and the economy: A global perspective," MPRA Paper 59407, University Library of Munich, Germany.
    69. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Why are crude oil prices high when global activity is weak?," MPRA Paper 43777, University Library of Munich, Germany.
    70. Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
    71. Md Rafayet Alam & Scott Gilbert, 2017. "Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 15-27, January.
    72. Arora, Vipin & Tanner, Matthew, 2011. "How important are real interest rates for oil prices?," MPRA Paper 35883, University Library of Munich, Germany.
    73. Shang, Hua & Yuan, Ping & Huang, Lin, 2016. "Macroeconomic factors and the cross-section of commodity futures returns," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 316-332.
    74. Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd, 2010. "Global commodity cycles and linkages a FAVAR approach," Working Paper Series 1170, European Central Bank.
    75. Chen, Peng & Miao, Xinru, 2024. "Understanding the role of China's factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1464-1483.
    76. Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014. "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 346-363.
    77. Vespignani, Joaquin L. & Ratti, Ronald A, 2013. "Chinese monetary expansion and the U.S. economy: A note‎," MPRA Paper 46961, University Library of Munich, Germany.
    78. Myunghyun Kim, 2022. "Transmission of U.S. Monetary Policy to Commodity Exporters and Importers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 152-167, January.
    79. Lyu, Yongjian & Yi, Heling & Hu, Yingyi & Yang, Mo, 2021. "Economic uncertainty shocks and China's commodity futures returns: A time-varying perspective," Resources Policy, Elsevier, vol. 70(C).
    80. Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    81. Jin, Jiayu & Han, Liyan & Xu, Yang, 2022. "Does the SDR stabilize investing in commodities?," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 160-172.
    82. Chi-Young Choi & Alexander Chudik, 2023. "Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels," Globalization Institute Working Papers 423, Federal Reserve Bank of Dallas, revised 08 May 2024.
    83. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    84. Wan, Jer-Yuh & Kao, Chung-Wei, 2015. "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, vol. 52(PA), pages 160-175.
    85. Andrew Filardo & Marco Jacopo Lombardi, 2014. "Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 129-153, Bank for International Settlements.
    86. Barroso, João Barata R.B. & da Silva, Luiz A. Pereira & Sales, Adriana Soares, 2016. "Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 102-122.
    87. Ivan Hajdukovic, 2021. "Interactions among macroeconomic policies, the energy market and environmental quality," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 23(4), pages 861-913, October.
    88. Jahantigh , Forough & Rahmi Ghasemabadi , Mohammad & Jalali , Omolbanin, 2018. "The Impact of Monetary Policy Shock on the Price of Storable Goods: A Case Study of Food," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 471-490, October.
    89. Filardo, Andrew & Lombardi, Marco & Montoro, Carlos & Ferrari, Massimo, 2018. "Monetary policy spillovers, global commodity prices and cooperation," Working Papers 2018-002, Banco Central de Reserva del Perú.
    90. Baioni Tomás, 2024. "Unconventional monetary policy in a high-inflation regime: evidence from Argentina," Asociación Argentina de Economía Política: Working Papers 4709, Asociación Argentina de Economía Política.
    91. Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017. "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 40-52, April.
    92. Pagliacci, Carolina, 2014. "Latin American Performance to External Shocks: What Has Really Been Sweat?," MPRA Paper 57816, University Library of Munich, Germany.
    93. Triantafyllou, Athanasios & Dotsis, George, 2017. "Option-implied expectations in commodity markets and monetary policy," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 1-17.
    94. Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
    95. Kuhanathan Ano Sujithan & Sanvi Avouyi-Dovi & Lyes Koliai, 2013. "Does Monetary Policy Respond to Commodity Price Shocks?," Post-Print hal-01511915, HAL.
    96. Reicher, Christopher Phillip & Utlaut, Johannes Friederich, 2011. "The effect of inflation on real commodity prices," Kiel Working Papers 1704, Kiel Institute for the World Economy (IfW Kiel).
    97. Chen, Jinyu & Zhu, Xuehong & Zhong, Meirui, 2019. "Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis," Resources Policy, Elsevier, vol. 61(C), pages 489-500.
    98. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
    99. Liu, Yanqiong & Guo, Yaoqi & Wei, Qing, 2024. "Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods," Journal of Commodity Markets, Elsevier, vol. 34(C).
    100. Zesheng Sun & Bianxia Sun, 2017. "Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-," Asian Economic Journal, East Asian Economic Association, vol. 31(1), pages 17-37, March.
    101. Klára Čermáková & Eduardo Aguiar Henrique Filho, 2021. "Effects of Expansionary Monetary Policy on Agricultural Commodities Market," Sustainability, MDPI, vol. 13(16), pages 1-21, August.
    102. Arnaut, Javier L., 2022. "The importance of uranium prices and structural shocks: Some implications for Greenland," Energy Policy, Elsevier, vol. 161(C).
    103. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
    104. Sun, Zesheng & Sun, Bianxia & Lin, Sharon X., 2013. "The impact of monetary liquidity on Chinese aluminum prices," Resources Policy, Elsevier, vol. 38(4), pages 512-522.
    105. Filippidis, Michail & Filis, George & Kizys, Renatas, 2020. "Oil price shocks and EMU sovereign yield spreads," Energy Economics, Elsevier, vol. 86(C).
    106. Alfredo Villca & Alejandro Torres-García, 2023. "Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets," Empirical Economics, Springer, vol. 65(5), pages 2039-2063, November.
    107. Michel Bordo & John Lando-Lane, 2013. "Does Expansionary Monetary Policy Cause Asset Price Booms? Some Historical and Empirical Evidence," Working Papers Central Bank of Chile 710, Central Bank of Chile.
    108. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
    109. Yiuman Tse & Michael R. Williams, 2013. "Does Index Speculation Impact Commodity Prices? An Intraday Analysis," The Financial Review, Eastern Finance Association, vol. 48(3), pages 365-383, August.
    110. Asit B Chakraborty & Sanjib Bordoloi, 2013. "International commodity prices – volatility and global liquidity," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 239-258, Bank for International Settlements.
    111. Ephraim Ugwu & Emma-Ebere Obiajulu, 2018. "An Interaction Between Monetary Policy, Commodity Prices And Inflation In Nigeria, 1980-2015," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 17-31, March.
    112. Baek, Jungho & Miljkovic, Dragan, 2018. "Monetary policy and overshooting of oil prices in an open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 1-5.
    113. Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank.
    114. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.

  9. Alessio Anzuini & Fabio Fornari, 2011. "Macroeconomic determinants of carry trade activity," Temi di discussione (Economic working papers) 817, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Hutchison, Michael & Sushko, Vladyslav, 2013. "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1133-1147.
    2. Bank for International Settlements, 2015. "Currency carry trades in Latin America," BIS Papers, Bank for International Settlements, number 81, October –.
    3. Baldursson, Fridrik Mar & Portes, Richard, 2013. "Gambling for resurrection in Iceland: the rise and fall of the banks," CEPR Discussion Papers 9664, C.E.P.R. Discussion Papers.
    4. Carreño, José Gabriel & Cox, Paulo, 2016. "The Chilean peso exchange-rate carry trade and turbulence," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    5. Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022. "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series 9921, CESifo.
    6. Bruno Freitas Boynard de Vasconcelos & Benjamin Miranda Tabak, 2014. "Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?," Working Papers Series 365, Central Bank of Brazil, Research Department.
    7. Zhang, Ziyun & Chen, Su & Li, Bo, 2022. "Does previous carry trade position affect following investors' decision-making and carry returns?," International Review of Financial Analysis, Elsevier, vol. 80(C).
    8. Lumengo Bonga-Bonga & Tebogo Maake, 2021. "The Relationship between Carry Trade and Asset Markets in South Africa," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    9. Kim, Suk-Joong, 2015. "Australian Dollar carry trades: Time varying probabilities and determinants," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 64-75.
    10. Ames, Matthew & Bagnarosa, Guillaume & Peters, Gareth W., 2017. "Violations of uncovered interest rate parity and international exchange rate dependences," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 162-187.
    11. Ulm, M. & Hambuckers, J., 2022. "Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 125-148.
    12. Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
    13. Kim, Kyoung-Gon, 2022. "Financial Crisis and the Global Transmission of U.S. Monetary Policy Surprises," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 63(2), pages 104-125, December.
    14. Alessio Anzuini & Francesca Brusa, 2016. "Carry trades and exchange rate volatility: a TVAR approach," Temi di discussione (Economic working papers) 1046, Bank of Italy, Economic Research and International Relations Area.

  10. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007. "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers) 632, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
    2. Francesco Lippi & Andrea Nobili, 2012. "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
    3. Marko Melolinna, 2011. "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, vol. 24(1), pages 33-54, Spring.
    4. Gert Peersman & Christiane Baumeister, 2009. "Time-Varying Effects of Oil Supply Shocks on the US Economy," 2009 Meeting Papers 171, Society for Economic Dynamics.
    5. Al-mulali, Usama & Che Sab, Che Normee, 2010. "The Impact of Oil Shocks on Qatar’s GDP," MPRA Paper 27822, University Library of Munich, Germany, revised 31 Dec 2010.
    6. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010. "Key Elements of Global Inflation," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
    7. Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd, 2010. "Global commodity cycles and linkages a FAVAR approach," Working Paper Series 1170, European Central Bank.
    8. Melolinna, Marko, 2008. "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers 9/2008, Bank of Finland.
    9. Al-mulali, Usama & Che Sab, Normee, 2009. "The Impact of Oil Prices on the Real Exchange Rate of the Dirham: a Case Study of the United Arab Emirates," MPRA Paper 23493, University Library of Munich, Germany.
    10. Al-mulali, Usama, 2010. "The Impact of Oil Prices on the Exchange Rate and Economic Growth in Norway," MPRA Paper 24447, University Library of Munich, Germany.

  11. Alessio Anzuini & Aviram Levy, 2004. "Financial structure and the transmission of monetary shocks: preliminary evidence for the Czech Republic, Hungary and Poland," Temi di discussione (Economic working papers) 514, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. OROS, Cornel & ROMOCEA-TURCU, Camelia, 2009. "The Monetary Transmission Mechanisms In The Ceecs: A Structural Var Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
    2. Jerome Creel & Sandrine Levasseur, 2005. "Monetary policy transmission mechanisms in the CEECs: How important are the differences with the euro area?," Documents de Travail de l'OFCE 2005-02, Observatoire Francais des Conjonctures Economiques (OFCE).
    3. Jérôme Creel & Sandrine Levasseur, 2006. "Canaux de transmission de la politique monétaire dans l'ue. Le cas de trois nouveaux entrants," Revue économique, Presses de Sciences-Po, vol. 57(4), pages 881-898.
    4. Riccardo Bonci & Francesco Columba, 2007. "The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case," Money Macro and Finance (MMF) Research Group Conference 2006 75, Money Macro and Finance Research Group.
    5. Jérôme Creel & Sandrine Levasseur, 2006. "Canaux de transmission de la politique monétaire dans l'UE," SciencePo Working papers Main hal-03471868, HAL.
    6. William T. Gavin & David M. Kemme, 2007. "Using extraneous information to analyze monetary policy in transition economies," Working Papers 2004-034, Federal Reserve Bank of St. Louis.
    7. Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
    8. Ivan Todorov & Nikolay Patonov, 2012. "A Few Regressions Onbusiness Cycle Synchronization Between Thenew Member States And The Euro Area," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 8(2), pages 9-22.
    9. Severine Menguy, 2010. "Enlargement of the Economic and Monetary Union: To which Structurally Heterogeneous Countries?," International Economic Journal, Taylor & Francis Journals, vol. 24(1), pages 53-70.
    10. Ziaei, Sayyed Mahdi, 2009. "Assess The Long Run Effects Of Monetary Policy On Bank lending,Foreign Asset and Liability In MENA Countries," MPRA Paper 14331, University Library of Munich, Germany.
    11. Ivan Todorov, 2013. "The Monetary Integration of the New Member States before the Euro Area Debt Crisis," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 11(4 (Winter), pages 375-390.
    12. Danny Pitzel & Lenno Uuskula, 2005. "The Effect of Financial Depth on Monetary Transmission," Bank of Estonia Working Papers 2005-10, Bank of Estonia, revised 10 Oct 2005.

Articles

  1. Alessio Anzuini & Luca Rossi, 2022. "Unconventional monetary policies and expectations on economic variables," Empirical Economics, Springer, vol. 63(6), pages 3027-3043, December.
    See citations under working paper version above.
  2. Alessio Anzuini & Luca Rossi, 2021. "Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy," Empirical Economics, Springer, vol. 61(5), pages 2613-2634, November.

    Cited by:

    1. Suleyman Kasal & Sebnem Tosunoglu, 2022. "Effects of Fiscal Policy Uncertainty on Turkish Economy," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(6), pages 538-566.

  3. Anzuini, Alessio & Rossi, Luca & Tommasino, Pietro, 2020. "Fiscal policy uncertainty and the business cycle: Time series evidence from Italy," Journal of Macroeconomics, Elsevier, vol. 65(C).
    See citations under working paper version above.
  4. Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2015. "Macroeconomic Effects of Precautionary Demand for Oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 968-986, September.
    See citations under working paper version above.
  5. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
    See citations under working paper version above.
  6. Alessio Anzuini & Fabio Fornari, 2012. "Macroeconomic Determinants of Carry Trade Activity," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 468-488, August.
    See citations under working paper version above.
  7. Alessio Anzuini & Aviram Levy, 2007. "Monetary policy shocks in the new EU members: a VAR approach," Applied Economics, Taylor & Francis Journals, vol. 39(9), pages 1147-1161.

    Cited by:

    1. Sára Bíza Bisová & Roman Hušek, 2014. "Srovnání měnových transmisních mechanismů České republiky a Polska pomocí funkcí odezvy [Comparison of the Monetary Transmission Mechanisms of Czech Republic and Poland Using Impulse Response Funct," Politická ekonomie, Prague University of Economics and Business, vol. 2014(6), pages 785-807.
    2. Alfred A.Haug & Tomasz Jędrzejowicz & Anna Sznajderska, 2013. "Combining monetary and fiscal policy in an SVAR for a small open economy," NBP Working Papers 168, Narodowy Bank Polski.
    3. Magdalena Morgese Borys & Roman Horváth, 2007. "The Effects of Monetary Policy in the Czech Republic: An Empirical Study," Working Papers IES 2007/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2007.
    4. Razmi, Fatemeh & Azali, M. & Chin, Lee & Shah Habibullah, Muzafar, 2016. "The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis," Energy, Elsevier, vol. 101(C), pages 581-591.
    5. Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," William Davidson Institute Working Papers Series wp1038, William Davidson Institute at the University of Michigan.
    6. Sebastian Coralia Emilia POPA, 2017. "Quantification model of the consequences of monetary policy shocks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 122-128, November.
    7. Berisha Edmond, 2017. "ECB Monetary Policy Actions and the Economic Conditions of a Non-Euro Member: The Case of Croatia," Global Economy Journal, De Gruyter, vol. 17(2), pages 1-10, June.
    8. Margarit Monica-Ionelia, 2021. "The Characteristics Of Interest Rate Channel In Central And East Europe," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 324-332, February.
    9. Pirovano, Mara, 2012. "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, vol. 36(3), pages 372-390.
    10. Aysun, Uluc & Brady, Ryan & Honig, Adam, 2013. "Financial frictions and the strength of monetary transmission," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1097-1119.
    11. Kapur, Muneesh, 2018. "Macroeconomic Policies and Transmission Dynamics in India," MPRA Paper 88566, University Library of Munich, Germany.
    12. Nilufer Ozdemir, 2013. "Effects of Monetary Policy Coordination on Small Open Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(3), pages 124-136, May.
    13. Channarith Meng & Roberto Leon-Gonzalez, 2016. "Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?," GRIPS Discussion Papers 15-22, National Graduate Institute for Policy Studies.
    14. Lan Nguyen, Thi Mai & Papyrakis, Elissaios & van Bergeijk, Peter A.G., 2021. "Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 567-583.
    15. Masagus M. Ridhwan & Henri L.F. de Groot & Peter Nijkamp, 2010. "The Impact of Monetary Policy on Economic Activity - Evidence from a Meta-Analysis," Tinbergen Institute Discussion Papers 10-043/3, Tinbergen Institute.
    16. Sauro Mocetti, 2012. "Educational choices and the selection process: before and after compulsory schooling," Education Economics, Taylor & Francis Journals, vol. 20(2), pages 189-209, February.
    17. Montiel, Peter J & Spilimbergo, Antonio & Mishra, Prachi, 2011. "How Effective Is Monetary Transmission in Developing Countries? A Survey of the Empirical Evidence," CEPR Discussion Papers 8577, C.E.P.R. Discussion Papers.
    18. Pierre LESUISSE, 2017. "External Monetary Shocks to Central and Eastern European Countries," Working Papers 201705, CERDI.
    19. Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
    20. Vasile Cocris & Anca Elena Nucu, 2013. "Monetary policy and financial stability: empirical evidence from Central and Eastern European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(1), pages 75-98, July.
    21. Pasquale Foresti & Ugo Marani & Giuseppe Piroli, 2013. "Macroeconomic Dynamics in Four Selected New Member States of the EU," EERI Research Paper Series EERI RP 2013/14, Economics and Econometrics Research Institute (EERI), Brussels.
    22. Ayla OguÅŸ Binatli & Niloufer Sohrabji, 2019. "Monetary Policy Transmission in the Euro Zone," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 5(1), pages 79-92, January.
    23. Iulian Popescu, 2012. "Effects Of Monetary Policy In Romania - A Var Approach," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(3a), pages 605-624, September.
    24. Zlatina Balabanova & Ralf Brüggemann, 2012. "External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-05, Department of Economics, University of Konstanz.
    25. Margarit Monica-Ionelia, 2022. "Using The Bayesian Var In Monetary Policy Analysis: A Literature Review," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 212-216, February.
    26. PIROVANO, Mara, 2010. "Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states," Working Papers 2010024, University of Antwerp, Faculty of Business and Economics.
    27. Haug, Alfred A. & Jędrzejowicz, Tomasz & Sznajderska, Anna, 2019. "Monetary and fiscal policy transmission in Poland," Economic Modelling, Elsevier, vol. 79(C), pages 15-27.
    28. Bhattacharya, Rudrani & Tripathi, Shruti & Chowdhury, Sahana Roy, 2019. "Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis," Working Papers 19/274, National Institute of Public Finance and Policy.
    29. Hall Joshua C. & Lawson Robert A. & Wogsland Rachael, 2011. "The European Union and Economic Freedom," Global Economy Journal, De Gruyter, vol. 11(3), pages 1-16, September.
    30. Thi Mai Lan Nguyen, 2020. "Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 68-85, January.
    31. Popescu, Iulia Vasile, 2012. "Effects of monetary policy in Romania. A VAR approach," MPRA Paper 41686, University Library of Munich, Germany.
    32. Pierre Lesuisse, 2019. "External Monetary Shocks to Central and Eastern European Countries," Working Papers halshs-01467330, HAL.

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