Sergio Sola
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
- Mr. Anil Ari & David Bartolini & Vizhdan Boranova & Gabriel Di Bella & Mr. Kamil Dybczak & Ms. Keiko Honjo & Raju Huidrom & Andreas Jobst & Nemanja Jovanovic & Ezgi O. Ozturk & Ms. Laura Papi & Mr. Se, 2020.
"Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues,"
IMF Departmental Papers / Policy Papers
2020/011, International Monetary Fund.
Cited by:
- Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
- Timilsina,Govinda R. & Sahoo,Pravakar & Dash,Ranjan Kumar, 2022. "Why Do Indian States Differ in Their Infrastructure Development ?," Policy Research Working Paper Series 10086, The World Bank.
- Matteo Ghilardi & Mr. Sergio Sola, 2015.
"Investment Scaling-up and the Role of Government: the Case of Benin,"
IMF Working Papers
2015/069, International Monetary Fund.
Cited by:
- Mr. Adrian Alter & Matteo Ghilardi & Ms. Dalia S Hakura, 2015. "Public Investment in a Developing Country Facing Resource Depletion," IMF Working Papers 2015/236, International Monetary Fund.
- Mr. Sergio Sola & Mr. Geremia Palomba, 2015.
"Sub-National Government’s Risk Premia: Does Fiscal Performance Matter?,"
IMF Working Papers
2015/117, International Monetary Fund.
Cited by:
- Baskaran, Thushyanthan & Blesse, Sebastian & Brender, Adi & Reingewertz, Yaniv, 2015.
"Revenue decentralization, central oversight and the political budget cycle: Evidence from Israel,"
ZEW Discussion Papers
15-046, ZEW - Leibniz Centre for European Economic Research.
- Baskaran, Thushyanthan & Brender, Adi & Blesse, Sebastian & Reingewertz, Yaniv, 2016. "Revenue decentralization, central oversight and the political budget cycle: Evidence from Israel," European Journal of Political Economy, Elsevier, vol. 42(C), pages 1-16.
- Baskaran, Thushyanthan & Blesse, Sebastian & Brender, Adi & Reingewertz, Yaniv, 2015. "Revenue decentralization, central oversight and the political budget cycle: Evidence from Israel," University of Göttingen Working Papers in Economics 249, University of Goettingen, Department of Economics.
- Fabio Sigrist & Patrick Köchli & Christoph Lengwiler, 2018. "Determinants of municipal loan spreads: empirical evidence from Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 143-166, May.
- Baskaran, Thushyanthan & Blesse, Sebastian & Brender, Adi & Reingewertz, Yaniv, 2015.
"Revenue decentralization, central oversight and the political budget cycle: Evidence from Israel,"
ZEW Discussion Papers
15-046, ZEW - Leibniz Centre for European Economic Research.
- Sergio Sola, 2013.
"Temporary and Persistent Fiscal Policy Shocks,"
IHEID Working Papers
06-2013, Economics Section, The Graduate Institute of International Studies.
Cited by:
- Şen, Hüseyin & Kaya, Ayşe, 2015. "Growth enhancing effect of discretionary fiscal policy shocks: Keynesian, Weak Keynesian or Non-Keynesian?," MPRA Paper 65976, University Library of Munich, Germany, revised 05 Aug 2015.
- Wissem Khanfir, 2019. "Keynesian or Non-keynesian Effects of Fiscal Policy Changes: the Case of Tunisia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(1), pages 335-347, March.
- Mr. Salvatore Dell'Erba & Mr. Sergio Sola, 2013.
"Does Fiscal Policy Affect Interest Rates? Evidence from a Factor-Augmented Panel,"
IMF Working Papers
2013/159, International Monetary Fund.
- Dell’Erba Salvatore & Sola Sergio, 2016. "Does fiscal policy affect interest rates? Evidence from a factor-augmented panel," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(2), pages 395-437, June.
Cited by:
- Oseni O. Isiaq & Adesoye A. Bolaji, 2016. "Fiscal Policy and Term Structure of Interest Rate in Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(2), pages 70-83, April.
- Metodij Hadzi-Vaskov & Mr. Luca A Ricci, 2016.
"Does Gross or Net Debt Matter More for Emerging Market Spreads?,"
IMF Working Papers
2016/246, International Monetary Fund.
- Metodij Hadzi‐Vaskov & Luca Antonio Ricci, 2022. "Does Gross or Net Debt Matter More for Emerging Market Spreads?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1777-1802, September.
- Sola, Sergio & Palomba, Geremia, 2016. "Sub-nationals' risk premia in fiscal federations: Fiscal performance and institutional design," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 165-187.
- Julio, Juan Manuel & Lozano, Ignacio, 2016. "Descentralización fiscal y crecimiento económico en Colombia: evidencia de datos de panel a nivel regional," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013.
"Global Factors in the Term Structure of Interest Rates,"
IMF Working Papers
2013/223, International Monetary Fund.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Ackon, Kwabena Meneabe, 2013.
"Effect Of Fiscal Policy Shocks In Brazil,"
MPRA Paper
100741, University Library of Munich, Germany.
- Nkrumah, Kwabena Meneabe, 2013. "Effect of Fiscal Policy Shocks in Brazil," MPRA Paper 72534, University Library of Munich, Germany.
- Adi Brender & Sigal Ribon, 2015. "The Effect of Fiscal and Monetary Policies and the Global Economy on Real Yields of Israel Government Bonds," Bank of Israel Working Papers 2015.02, Bank of Israel.
- Julio, Juan Manuel & Lozano, Ignacio, 2016. "Fiscal decentralization and economic growth in Colombia: evidence from regional-level panel data," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Beetsma, Roel & Cimadomo, Jacopo & Giuliodori, Massimo & Furtuna, Oana, 2014.
"The Confidence Effects of Fiscal Consolidations,"
CEPR Discussion Papers
10205, C.E.P.R. Discussion Papers.
- Giuliodori, Massimo & Beetsma, Roel & Cimadomo, Jacopo & Furtuna, Oana, 2015. "The confidence effects of fiscal consolidations," Working Paper Series 1770, European Central Bank.
- Roel Beetsma & Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori1, 2015. "The confidence effects of fiscal consolidations," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(83), pages 439-489.
- Mr. Sergio Sola & Mr. Geremia Palomba, 2015. "Sub-National Government’s Risk Premia: Does Fiscal Performance Matter?," IMF Working Papers 2015/117, International Monetary Fund.
- Oseni O. Isiaq & Adesoye A. Bolaji, 2016. "Fiscal Policy and Term Structure of Interest Rate in Nigeria," EuroEconomica, Danubius University of Galati, issue 2(12), pages 70-83, April.
- Castañeda, Víctor Mauricio, 2018. "El premio de implementar las reformas contables en el sector público promovidas por los organismos multilaterales || The Prize for Implementing Accounting Reforms in the Public Sector Promoted by Mult," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 74-103, Diciembre.
- Luis Ignacio Lozano-Espitia & Juan Manuel Julio-Román, 2015.
"Fiscal Decentralization and Economic Growth: Evidence from Regional-Level Panel Data for Colombia,"
Borradores de Economia
865i, Banco de la Republica de Colombia.
- Luis Ignacio Lozano-Espitia & Juan Manuel Julio-Román, 2015. "Fiscal Decentralization and Economic Growth: Evidence from Regional-Level Panel Data for Colombia," Borradores de Economia 12498, Banco de la Republica.
- Ignacio Lozano-Espitia & Juan Manuel Julio-Román, 2015.
"Descentralización Fiscal y Crecimiento Económico: Evidencia Regional en Panel de Datos para Colombia,"
Borradores de Economia
865, Banco de la Republica de Colombia.
- Ignacio Lozano-Espitia & Juan Manuel Julio-Román, 2016. "Descentralización Fiscal y Crecimiento Económico: Evidencia Regional en Panel de Datos para Colombia," Borradores de Economia 14251, Banco de la Republica.
- Canale, Rosaria Rita & De Simone, Elina & Spagnolo, Nicola, 2021. "Financial markets and fiscal discipline in the Eurozone," Structural Change and Economic Dynamics, Elsevier, vol. 58(C), pages 490-499.
- Suvra Prokash Mondal & Biswajit Maitra, 2022. "Deficits, Debt and Interest Rates in Sri Lanka: Does the Spillover of Foreign Interest Rates Matter?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 16(1), pages 28-48, February.
- Gladys A. A. Nabieu & Godfred A. Bokpin & Achampong K. Osei & Patrick O. Asuming, 2021. "The effects of fiscal governance on fiscal performance in Sub‐Saharan Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5746-5761, October.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013.
"Global Factors in the Term Structure of Interest Rates,"
IMF Working Papers
2013/223, International Monetary Fund.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
Cited by:
- Elizondo Rocío, 2023. "The Three Intelligible Factors of the Yield Curve in Mexico," Working Papers 2023-13, Banco de México.
- Casalin, Fabrizio & Cerniglia, Floriana & Dia, Enzo, 2023. "Stock-flow adjustments, public debt management and interest costs," Economic Modelling, Elsevier, vol. 129(C).
- Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
- Mirko Abbritti & Juan Equiza & Antonio Moreno & Tommaso Trani, 2024. "Downturns and changes in the yield slope," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 673-701, April.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019.
"Decomposing global yield curve co-movement,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
- Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
- Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015.
"Co-Movement, Spillovers and Excess Returns in Global Bond Markets,"
SIRE Discussion Papers
2015-75, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers 2015_12, Business School - Economics, University of Glasgow.
- Cavaca, Igor Bastos & Meurer, Roberto, 2021. "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 737-754.
- Probst, Julius, 2019. "Global real interest rate dynamics from the late 19th century to today," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 522-547.
- Lauren Stagnol, 2019. "Extracting global factors from local yield curves," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 341-350, September.
- Lauren Stagnol, 2017.
"Introducing global term structure in a risk parity framework,"
EconomiX Working Papers
2017-23, University of Paris Nanterre, EconomiX.
- Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," Working Papers hal-04141648, HAL.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- Dimitris Malliaropulos & Petros Migiakis, 2022.
"A global monetary policy factor in sovereign bond yields,"
Working Papers
301, Bank of Greece.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023. "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Disyatat, Piti & Rungcharoenkitkul, Phurichai, 2017.
"Monetary policy and financial spillovers: Losing traction?,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 115-136.
- Piti Disyatat & Phurichai Rungcharoenkitkul, 2015. "Monetary Policy and Financial Spillovers: Losing Traction?," PIER Discussion Papers 9, Puey Ungphakorn Institute for Economic Research.
- Piti Disyatat & Phurichai Rungcharoenkitkul, 2015. "Monetary policy and financial spillovers: losing traction?," BIS Working Papers 518, Bank for International Settlements.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021.
"Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach,"
Working Paper Series
2614, European Central Bank.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
- Munawar Sayyad & Pat Obi & Kaushik Bhattacharjee, 2022. "International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil," Economics Bulletin, AccessEcon, vol. 42(1), pages 69-82.
- Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016. "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, vol. 27(C), pages 118-139.
- Bruna, Karel & Tran, Quang Van, 2020. "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 384-402.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016.
"Term Structure Persistence,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012. "Term Structure Persistence," Faculty Working Papers 26/12, School of Economics and Business Administration, University of Navarra.
- Pažický Martin, 2021. "Oil price shock in the US and the euro area – evidence from the shadow rate and the term premium," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 309-346, September.
- Anne Lundgaard Hansen, 2018. "Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling," Discussion Papers 18-12, University of Copenhagen. Department of Economics.
- Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014.
"Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano,"
Borradores de Economia
854, Banco de la Republica de Colombia.
- Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," Borradores de Economia 12333, Banco de la Republica.
- Piti Disyatat & Phurichai Rungcharoenkitkul, 2016. "Financial globalisation and monetary independence," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 213-225, Bank for International Settlements.
- Bulíř, Aleš & Vlček, Jan, 2021.
"Monetary transmission: Are emerging market and low-income countries different?,"
Journal of Policy Modeling, Elsevier, vol. 43(1), pages 95-108.
- Ales Bulir & Jan Vlcek, 2016. "Monetary Transmission: Are Emerging Market and Low-Income Countries Different?," Working Papers 2016/02, Czech National Bank.
- Mr. Aleš Bulíř & Mr. Jan Vlcek, 2015. "Monetary Transmission: Are Emerging Market and Low Income Countries Different?," IMF Working Papers 2015/239, International Monetary Fund.
- Stolyarov, Dmitriy & Tesar, Linda L., 2021. "Interest rate trends in a global context," Economic Modelling, Elsevier, vol. 101(C).
- Feng Zhao & Guofu Zhou & Xiaoneng Zhu, 2021. "Unspanned Global Macro Risks in Bond Returns," Management Science, INFORMS, vol. 67(12), pages 7825-7843, December.
- Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2018.
"Cross-border asset holdings and comovements in sovereign bond markets,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 189-206.
- Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2015. "Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets," Working Papers 2015:30, Lund University, Department of Economics.
- Durmus Özdemir & Harald Schmidbauer, 2014. "Interest Rate Risk In Turkish Financial Markets Across Different Time Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(3), pages 183-204, January.
- Candelon, Bertrand & Moura, Rubens, 2023.
"Sovereign yield curves and the COVID-19 in emerging markets,"
LIDAM Reprints LFIN
2023010, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, vol. 127(C).
- Dorota Toczydlowska & Gareth W. Peters, 2018. "Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics," Econometrics, MDPI, vol. 6(3), pages 1-45, July.
- Krishna Prasanna & Subramaniam Sowmya, 2017. "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, vol. 14(2), pages 353-375, April.
- Knut Are Aastveit & Gisle James Natvik & Sergio Sola, 2013.
"Economic uncertainty and the effectiveness of monetary policy,"
Working Paper
2013/17, Norges Bank.
Cited by:
- Mario Alloza, 2017.
"Is fiscal policy more effective in uncertain times or during recessions?,"
Working Papers
1730, Banco de España.
- Mario Alloza, 2014. "Is Fiscal Policy More Effective in Uncertain Times or During Recessions?," Discussion Papers 1631, Centre for Macroeconomics (CFM), revised Oct 2016.
- Alloza, Mario, 2016. "Is fiscal policy more effective in uncertain times or during recessions?," LSE Research Online Documents on Economics 86179, London School of Economics and Political Science, LSE Library.
- Belke, Ansgar & Kronen, Dominik, 2017.
"The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries,"
Ruhr Economic Papers
699, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Daniel Kronen, 2017. "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers 201711, ROME Network.
- Ansgar Belke & Dominik Kronen, 2017. "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers 201708, ROME Network.
- Soojin Jo & Rodrigo Sekkel, 2019.
"Macroeconomic Uncertainty Through the Lens of Professional Forecasters,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 436-446, July.
- Soojin Jo & Rodrigo Sekkel, 2017. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Working Papers 1702, Federal Reserve Bank of Dallas.
- Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.
- Michael Pfarrhofer, 2019.
"Measuring international uncertainty using global vector autoregressions with drifting parameters,"
Papers
1908.06325, arXiv.org, revised Dec 2019.
- Pfarrhofer, Michael, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics 2019-3, University of Salzburg.
- Pfarrhofer, Michael, 2023. "Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters," Macroeconomic Dynamics, Cambridge University Press, vol. 27(3), pages 770-793, April.
- Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017.
"U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict,"
Working Papers
201742, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
- Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017.
"Interest rate dynamic effect on stock returns and central bank transparency : Evidence from emerging markets,"
Post-Print
hal-03692218, HAL.
- Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017. "Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 951-962.
- Belke, Ansgar & Volz, Ulrich, 2019.
"Capital flows to emerging market and developing economies: Global liquidity and uncertainty versus country-specific pull factors,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203629, Verein für Socialpolitik / German Economic Association.
- Belke, Ansgar & Volz, Ulrich, 2018. "Capital flows to emerging market and developing economies: global liquidity and uncertainty versus country-specific pull factors," IDOS Discussion Papers 23/2018, German Institute of Development and Sustainability (IDOS).
- Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018.
"Disagreement and Monetary Policy,"
2018 Meeting Papers
655, Society for Economic Dynamics.
- Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
- Ekaterina Pirozhkova, 2017. "Banks' balance sheet, uncertainty and macroeconomy," EcoMod2017 10430, EcoMod.
- Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017. "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(6), pages 1052-1064.
- Laurent Ferrara & Pierre Guérin, 2018.
"What are the macroeconomic effects of high-frequency uncertainty shocks?,"
Post-Print
hal-02334586, HAL.
- Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high‐frequency uncertainty shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 662-679, August.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers 2015-12, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Pierre Guérin, 2016. "What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks," Staff Working Papers 16-25, Bank of Canada.
- Laurent Ferrara & Pierre Guérin, 2015. "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," Working Papers hal-04141416, HAL.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2017.
"Liquidity traps and large-scale financial crises,"
Post-Print
halshs-01675562, HAL.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," "Marco Fanno" Working Papers 0221, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo.
- Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2016. "Liquidity Traps and Large-Scale Financial Crises," Melbourne Institute Working Paper Series wp2016n32, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Olli-Matti Juhani Laine, 2020. "The effect of the ECB’s conventional monetary policy on the real economy: FAVAR-approach," Empirical Economics, Springer, vol. 59(6), pages 2899-2924, December.
- Johannes Strobel & Binh Nguyen Thanh & Gabriel Lee, 2020.
"Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 345-372, June.
- Gabriel Lee & Binh Nguyen Thanh & Johannes Strobel, 2017. "Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market," Working Papers 170, Bavarian Graduate Program in Economics (BGPE).
- Martin Seneca, 2017.
"Risk Shocks Close to the Zero Lower Bound,"
2017 Meeting Papers
107, Society for Economic Dynamics.
- Seneca, Martin, 2016. "Risk shocks close to the zero lower bound," Bank of England working papers 606, Bank of England.
- Cosmas Dery & Apostolos Serletis, 2021. "Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1029-1065, October.
- Martin Feldkircher & Florian Huber, 2016.
"Unconventional US Monetary Policy: New Tools, Same Channels?,"
Department of Economics Working Papers
wuwp222, Vienna University of Economics and Business, Department of Economics.
- Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
- Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools Same Channels?," Working Papers 208, Oesterreichische Nationalbank (Austrian Central Bank).
- Huber, Florian & Feldkircher, Martin, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Paper Series 222, WU Vienna University of Economics and Business.
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- Jacopo Cimadomo, 2011. "Real-time data and fiscal policy analysis: a survey of the literature," Working Papers 11-25, Federal Reserve Bank of Philadelphia.
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- Giuliodori, Massimo & Beetsma, Roel & Cimadomo, Jacopo & Furtuna, Oana, 2015. "The confidence effects of fiscal consolidations," Working Paper Series 1770, European Central Bank.
- Roel Beetsma & Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori1, 2015. "The confidence effects of fiscal consolidations," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(83), pages 439-489.
- Dragan Tomaševi?, 2011. "Reindustrijalizacija Hrvatske - koji su preduvjeti zaokreta od potrošnog prema proizvodnom gospodarstvu, a da je zaokret i izvediv?," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 365-376.
- Damir Novotny, 2011. "Promjena paradigme u vo?enju ekonomske politike i strukturne promjene kao temeljne pretpostavke održivog rasta hrvatskog gospodarstva," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 313-328.
- Marijana Ivanov & Guste Santini, 2011. "Uloga dopunskog kredita u poticanju poduzetni?ke aktivnosti i ekonomskog razvoja," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 233-270.
- Ivan Milenkovi? & Milenko Popovi?, 2011. "Politika deviznog kursa i stopa rasta u zemljama jugoisto?ne Evrope (na primerima Srbije i Hrvatske)," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 487-526.
- Neven Vidakovic & Iva Mesi?, 2011. "Radna snaga i perspektive ekonomskoga oporavka u Republici Hrvatskoj," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 279-312.
- Kleis, Mischa & Moessinger, Marc-Daniel, 2016. "The long-run effect of fiscal consolidation on economic growth: Evidence from quantitative case studies," ZEW Discussion Papers 16-047, ZEW - Leibniz Centre for European Economic Research, revised 2016.
- Dušan Zbašnik, 2011. "Napuštanje za?aranog kruga," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 527-535.
- Nektarios Michail & Christos Savva & Demetris Koursaros, 2018. "Effects of fiscal consolidation on business confidence in the Euro Area," Economics and Business Letters, Oviedo University Press, vol. 7(2), pages 76-83.
- Mirko Mati?, 2011. "Polazne odrednice gospodarskog razvoja," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 271-278.
- Sebastian Gechert & Ansgar Rannenberg, 2014. "Are Fiscal Multipliers Regime-Dependent? A Meta Regression Analysis," IMK Working Paper 139-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Sofija Adži?, 2011. "Povratak industrije u Srbiju - izme?u želja, mogu?nosti i iluzija," Ekonomija Economics, Rifin d.o.o., vol. 18(2), pages 403-466.
Articles
- Santiago Acosta‐Ormaechea & Sergio Sola & Jiae Yoo, 2019.
"Tax Composition and Growth: A Broad Cross‐country Perspective,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 70-106, November.
Cited by:
- Sanjeev Gupta & João Tovar Jalles, 2020.
"Tax Revenue Reforms and Income Distribution in Developing Countries,"
Working Papers REM
2020/0137, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Maryam Akmal & Sanjeev Gupta & João Tovar Jalles, 2020. "Tax Revenue Reforms and Income Distribution in Developing Countries," Policy Papers 175b, Center for Global Development.
- Krenek Alexander & Schratzenstaller Margit, 2022. "A Harmonized Net Wealth Tax in the European Union," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(5-6), pages 629-668, December.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2019.
"Taxation and Public Spending Efficiency: An International Comparison,"
Working Papers REM
2019/80, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper 25, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 356-383, September.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2020.
"Structural Tax Reforms and Public Spending Efficiency,"
Working Papers REM
2020/0146, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, vol. 32(5), pages 1017-1061, November.
- António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper 51, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Dominik Bernhofer & Michael Ertl & Katharina Bohnenberger & Franziska Disslbacher & Julia Hofmann & Petra Innreiter & Markus Marterbauer & Patrick Mokre & Matthias Schnetzer, 2022. "Tax me if you can. Potenziale moderner Vermögensbesteuerung in Österreich," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 48(2), pages 207-230.
- Lucas Menescal & José Alves, 2022.
"Optimal threshold taxation: an empirical investigation for developing economies,"
Working Papers REM
2022/0232, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Menescal, Lucas & Alves, José, 2024. "Optimal threshold taxation: An empirical investigation for developing economies," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Lucas Menescal & José Alves, 2022. "Optimal Threshold Taxation: An Empirical Investigation for Developing Economies," CESifo Working Paper Series 9782, CESifo.
- Thornton Matheson, 2022. "Disposal is not free: fiscal instruments to internalize the environmental costs of solid waste," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 29(4), pages 1047-1073, August.
- Desislava G. Stoilova, 2024. "Tax Structure and Economic Growth: New Empirical Evidence from the European Union," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 10(2), pages 240-257.
- Gupta, Sanjeev & Jalles, João Tovar, 2022. "Do tax reforms affect income distribution? Evidence from developing countries," Economic Modelling, Elsevier, vol. 110(C).
- Santiago Acosta-Ormaechea & Atsuyoshi Morozumi, 2021. "The value-added tax and growth: design matters," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(5), pages 1211-1241, October.
- Gervasio SEMEDO & Bertrand LAPORTE & Asbath ALASSANI, 2022. "How does tax structure affect income inequality? Empirical evidence from Sub-Saharan Africa," LEO Working Papers / DR LEO 2960, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Sanjeev Gupta & João Tovar Jalles, 2020.
"Tax Revenue Reforms and Income Distribution in Developing Countries,"
Working Papers REM
2020/0137, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018.
"Global Factors in the Term Structure of Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
See citations under working paper version above.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013. "Global Factors in the Term Structure of Interest Rates," IMF Working Papers 2013/223, International Monetary Fund.
- Aastveit, Knut Are & Natvik, Gisle James & Sola, Sergio, 2017.
"Economic uncertainty and the influence of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 76(C), pages 50-67.
Cited by:
- Tillmann, Peter, 2021. "Financial markets and dissent in the ECB’s Governing Council," European Economic Review, Elsevier, vol. 139(C).
- Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021.
"Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty,"
Papers
2112.01995, arXiv.org, revised Nov 2022.
- Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2025. "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(1), pages 27-43, January.
- Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico, 2022. "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers 17646, C.E.P.R. Discussion Papers.
- Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
- Xie, Pinjie & Shu, Yalin & Sun, Feihu & Pan, Xianyou, 2024. "Enhancing the accuracy of China's electricity consumption forecasting through economic cycle division: An MSAR-OPLS scenario analysis," Energy, Elsevier, vol. 293(C).
- Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020.
"Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods,"
International Economics, Elsevier, vol. 161(C), pages 66-82.
- Khamis Hamed Al-Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi, 2020. "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, CEPII research center, issue 161, pages 66-82.
- Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018.
"Disagreement and Monetary Policy,"
2018 Meeting Papers
655, Society for Economic Dynamics.
- Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
- Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020.
"Economic uncertainty and bank risk: Evidence from emerging economies,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
- Jeon, Bang & Wu, Ji & Yao, Yao & Chen, Minghua, 2019. "Economic uncertainty and bank risk: Evidence from emerging economies," School of Economics Working Paper Series 2019-8, LeBow College of Business, Drexel University.
- Beutler, Toni & Gubler, Matthias & Hauri, Simona & Kaufmann, Sylvia, 2021. "Bank lending in Switzerland: Driven by business models and exposed to uncertainty," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim, 2021.
"Inflation Anchoring and Growth: The Role of Credit Constraints,"
Working papers
2021rwp-188, Yonsei University, Yonsei Economics Research Institute.
- Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022. "Inflation anchoring and growth: The role of credit constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Sangyup Choi & Davide Furceri & Prakash Loungani & Myungkyu Shim, 2020. "Inflation Anchoring and Growth: The Role of Credit Constraints," GRU Working Paper Series GRU_2020_032, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
- Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2019.
"Commodity Price Uncertainty as a Leading Indicator of Economic Activity,"
Working Paper series
19-03, Rimini Centre for Economic Analysis.
- Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios, 2020. "Commodity Price Uncertainty as a Leading Indicator of Economic Activity," Essex Finance Centre Working Papers 27361, University of Essex, Essex Business School.
- Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
- Ganwen Zheng & Songping Zhu, 2021. "Research on the Effectiveness of China’s Macro Control Policy on Output and Technological Progress under Economic Policy Uncertainty," Sustainability, MDPI, vol. 13(12), pages 1-18, June.
- Efrem Castelnuovo & Guay Lim, 2019.
"What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jiang, Yonghong & He, Luli & Meng, Juan & Nie, He, 2019. "Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 626-634.
- Whelsy Boungou & Charles Mawusi, 2021. "Economic Policy Uncertainty and Banks' Interest Income: Empirical Evidence from an International Panel Dataset," Economics Bulletin, AccessEcon, vol. 41(3), pages 2003-2011.
- Martin Feldkircher & Florian Huber, 2016.
"Unconventional US Monetary Policy: New Tools, Same Channels?,"
Department of Economics Working Papers
wuwp222, Vienna University of Economics and Business, Department of Economics.
- Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
- Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools Same Channels?," Working Papers 208, Oesterreichische Nationalbank (Austrian Central Bank).
- Huber, Florian & Feldkircher, Martin, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Paper Series 222, WU Vienna University of Economics and Business.
- Jonathan Benchimol & Yossi Saadon & Nimrod Segev, 2023.
"Stock market reactions to monetary policy surprises under uncertainty,"
Post-Print
emse-04624984, HAL.
- Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023. "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Shabir, Mohsin & Jiang, Ping & Hashmi, Shujahat Haider & Bakhsh, Satar, 2022. "Non-linear nexus between economic policy uncertainty and bank lending," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 657-679.
- Kwangyong Park, 2019. "Uncertainty, Attention Allocation and Monetary Policy Asymmetry," Working Papers 2019-5, Economic Research Institute, Bank of Korea.
- Schmidt, Jörg, 2020. "Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Cho, Dooyeon & Kim, Husang, 2023. "Macroeconomic effects of uncertainty shocks: Evidence from Korea," Journal of Asian Economics, Elsevier, vol. 84(C).
- Min Fang, 2021. "Lumpy Investment, Fluctuations in Volatility and Monetary Policy," Working Papers 002001, University of Florida, Department of Economics.
- de la Horra, Luis P. & Perote, Javier & de la Fuente, Gabriel, 2021. "Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 609-624.
- Mei, Dexiang & Zeng, Qing & Cao, Xiang & Diao, Xiaohua, 2019. "Uncertainty and oil volatility: New evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 155-163.
- Arigoni, Filippo & Lenarcic, Crt, 2023.
"Foreign economic policy uncertainty shocks and real activity in the Euro area,"
Research Technical Papers
7/RT/23, Central Bank of Ireland.
- Arigoni, Filippo & Lenarčič, Črt, 2023. "Foreign economic policy uncertainty shocks and real activity in the Euro area," MPRA Paper 120022, University Library of Munich, Germany.
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020.
"Bayesian Modelling of TVP-VARs Using Regression Trees,"
Working Papers
2308, University of Strathclyde Business School, Department of Economics, revised Aug 2023.
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022. "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers 2209.11970, arXiv.org, revised May 2023.
- Tarek Chebbi & Waleed Hmedat, 2024. "Inventory information arrival and the crude oil futures market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1513-1533, April.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022. "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, vol. 63(4), pages 1741-1769, October.
- Whelsy Boungou & Charles Mawusi, 2022.
"The impact of economic policy uncertainty on banks' non-interest income activities,"
Post-Print
hal-03520683, HAL.
- Boungou, Whelsy & Mawusi, Charles, 2022. "The impact of economic policy uncertainty on banks' non-interest income activities," International Economics, Elsevier, vol. 169(C), pages 89-97.
- Whelsy Boungou & Charles Mawusi, 2022. "The impact of economic policy uncertainty on banks' non-interest income activities," International Economics, CEPII research center, issue 169, pages 89-97.
- Canales, Mario & Lopez-Martin, Bernabe, 2024. "Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata," Economic Modelling, Elsevier, vol. 139(C).
- Costantini, Mauro & Sousa, Ricardo M., 2022. "What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Liosi, Konstantina, 2023. "The sources of economic uncertainty: Evidence from eurozone markets," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
- Cafiso, Gianluca & Rivolta, Giulia, 2024. "Conventional monetary interventions through the credit channel and the rise of non-bank institutions," Economic Systems, Elsevier, vol. 48(1).
- Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2022. "Banking deregulation, macroeconomic dynamics and monetary policy," Journal of Financial Stability, Elsevier, vol. 63(C).
- Sangyup Choi & Chansik Yoon, 2019.
"Uncertainty, Financial Markets, and Monetary Policy over the Last Century,"
GRU Working Paper Series
GRU_2019_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Choi Sangyup & Yoon Chansik, 2022. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 397-434, June.
- Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," Working papers 2019rwp-142, Yonsei University, Yonsei Economics Research Institute.
- Ji Zhang & Jing Cynthia Wu, 2017.
"A shadow rate New Keynesian model,"
2017 Meeting Papers
11, Society for Economic Dynamics.
- Wu, Jing Cynthia & Zhang, Ji, 2019. "A shadow rate New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Jing Cynthia Wu & Ji Zhang, 2016. "A Shadow Rate New Keynesian Model," NBER Working Papers 22856, National Bureau of Economic Research, Inc.
- Chen, Wen-Yi & Chen, Mei-Ping, 2022. "Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Aamir Aijaz Syed & Muhammad Abdul Kamal & Assad Ullah & Simon Grima, 2022. "An Asymmetric Analysis of the Influence That Economic Policy Uncertainty, Institutional Quality, and Corruption Level Have on India’s Digital Banking Services and Banking Stability," Sustainability, MDPI, vol. 14(6), pages 1-21, March.
- Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna, 2021.
"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.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023.
"Agreed and Disagreed Uncertainty,"
Discussion Papers
2304, Centre for Macroeconomics (CFM).
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CAMA Working Papers 2023-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
- Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Papers 2023_04, Business School - Economics, University of Glasgow.
- Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
- Park, Kwangyong, 2023. "Do more frequent price adjustments guarantee less effective monetary stimulus when uncertainty rises?," Journal of Macroeconomics, Elsevier, vol. 78(C).
- Esady, Vania, 2022. "Real and nominal effects of monetary shocks under time-varying disagreement," Bank of England working papers 1007, Bank of England.
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017.
"Estimating the real effects of uncertainty shocks at the zero lower bound,"
Bank of Finland Research Discussion Papers
6/2017, Bank of Finland.
- Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino, 2015. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0200, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series 6622, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," Melbourne Institute Working Paper Series wp2017n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, vol. 100(C), pages 257-272.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0222, Dipartimento di Scienze Economiche "Marco Fanno".
- Karanasos, M. & Yfanti, S., 2021. "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Efrem Castelnuovo & Giovanni Pellegrino, 2018.
"Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation,"
Melbourne Institute Working Paper Series
wp2018n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series 6821, CESifo.
- Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
- Zhang, Wei & He, Jie & Ge, Chanyuan & Xue, Rui, 2022. "Real-time macroeconomic monitoring using mixed frequency data: Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
- Giovanni Pellegrino, 2017.
"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory,"
Melbourne Institute Working Paper Series
wp2017n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Pellegrino, 2015. "Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory," "Marco Fanno" Working Papers 0184, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino, 2021. "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1106-1128, July.
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"The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty,"
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