Angeliki Theophilopoulou
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
- Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024.
"The Distributional Effects of Oil Supply New Shocks,"
Working Papers
975, Queen Mary University of London, School of Economics and Finance.
- Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024. "The distributional effects of oil supply news shocks," Economics Letters, Elsevier, vol. 240(C).
Cited by:
- Luca Eduardo Fierro & Mario Martinoli, 2024. "An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks," LEM Papers Series 2024/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Cantore, Cristiano & Ferroni, Filippo & Mumtaz, Hroon & Theophilopoulou, Angeliki, 2022.
"A tail of labour supply and a tale of monetary policy,"
Bank of England working papers
989, Bank of England.
- Cristiano Cantore & Filippo Ferroni & Haroon Mumtaz & Angeliki Theophilopoulou, 2023. "A tail of labor supply and a tale of monetary policy," Discussion Papers 2308, Centre for Macroeconomics (CFM).
Cited by:
- Andreas Fagereng & Magnus A. H. Gulbrandsen & Martin B. Holm & Gisle J. Natvik, 2021.
"How does monetary policy affect household indebtedness?,"
Working Paper
2021/5, Norges Bank.
- Andreas Fagereng & Magnus A. H. Gulbrandsen & Martin Holm & Gisle Natvik, 2023. "How Does Monetary Policy Affect Household Indebtedness?," Working Papers 05/2023, Centre for Household Finance and Macroeconomic Research (HOFIMAR), BI Norwegian Business School.
- Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024.
"The Distributional Effects of Oil Supply New Shocks,"
Working Papers
975, Queen Mary University of London, School of Economics and Finance.
- Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024. "The distributional effects of oil supply news shocks," Economics Letters, Elsevier, vol. 240(C).
- Paul Hubert & Frédérique Savignac, 2023.
"Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins,"
Working Papers
hal-04524715, HAL.
- Paul Hubert & Fr d rique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," Working papers 913, Banque de France.
- Hubert, Paul & Savignac, Frederique, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," CEPR Discussion Papers 18130, C.E.P.R. Discussion Papers.
- Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," SciencePo Working papers Main hal-04524715, HAL.
- Sandra Gomes & Pascal Jacquinot, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Working Papers
w202301, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Paper Series 2769, European Central Bank.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Research Technical Papers 3/RT/23, Central Bank of Ireland.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2019.
"Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis,"
Working Papers
898, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020. "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 130(C).
Cited by:
- Gao, Bei & Wu, Xingwang & Yang, Xiaojun & Miao, Haoran, 2024. "Unveiling the Yin and Yang of expansionary monetary policy: Differential impact on inequality in China based on a national-level survey," Finance Research Letters, Elsevier, vol. 69(PA).
- Michele Cantarella & Andrea Neri & Maria Giovanna Ranalli, 2021.
"Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth,"
Papers
2101.01085, arXiv.org, revised Jan 2021.
- Michele Cantarella & Andrea Neri & Giovanna Ranalli, 2021. "Mind the wealth gap: a new allocation method to match micro and macro statistics on household wealth," Questioni di Economia e Finanza (Occasional Papers) 646, Bank of Italy, Economic Research and International Relations Area.
- Haroon Mumtaz & Katerina Petrova, 2023.
"Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 635-654, March.
- Haroon Mumtaz & Katerina Petrova, 2018. "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers 875, Queen Mary University of London, School of Economics and Finance.
- Sangyup Choi & Jeeyeon Phi, 2022.
"Impact of Uncertainty Shocks on Income and Wealth Inequality,"
Working papers
2022rwp-196, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Jeeyeon Phi, 2023. "Impact of Uncertainty Shocks on Income and Wealth Inequality," CAMA Working Papers 2023-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gobbi, Lucio & D'Ippoliti, Carlo & Temperini, Jacopo, 2024. "The distributive impact of unconventional monetary policies – old and new," MPRA Paper 122934, University Library of Munich, Germany.
- Thomas Gries & Lukas Wiechers & Sebastian José Luna-Victoria, 2023. "Unconventional monetary policy and wealth inequality: evidence from the US," Economics Bulletin, AccessEcon, vol. 43(4), pages 1865-1874.
- Marlin Jason Fortuin & Gerhard Philip Maree Grebe & Patricia Lindelwa Makoni, 2022. "Wealth Inequality in South Africa—The Role of Government Policy," JRFM, MDPI, vol. 15(6), pages 1-11, May.
- Davtyan, Karen, 2023. "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, vol. 126(C).
- Bernd Hayo, 2023. "Does the ECB’s Monetary Policy Affect Personal Finances and Economic Inequality? A Household Perspective from Germany," MAGKS Papers on Economics 202023, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Makram El-Shagi & Steven Yamarik, 2024. "The Effect of Monetary Policy Shocks on Income Inequality across US states," CFDS Discussion Paper Series 2024/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- De Nora, Giorgia, 2023. "Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US," Economics Letters, Elsevier, vol. 229(C).
- Ayşegül Şahin & Ilyas Siklar, 2025. "Does Monetary Policy Affect Income Distribution? Local Projection Evidence from Turkey," Politická ekonomie, Prague University of Economics and Business, vol. 2025(1), pages 125-151.
- Hayo, Bernd, 2021. "Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242331, Verein für Socialpolitik / German Economic Association.
- Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Theophilopoulou, Angeliki, 2018.
"The impact of macroeconomic uncertainty on inequality: An empirical study for the UK,"
MPRA Paper
90448, University Library of Munich, Germany.
Cited by:
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Working Papers in Regional Science
2019/01, WU Vienna University of Economics and Business.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021. "The regional transmission of uncertainty shocks on income inequality in the United States," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 887-900.
- Chikhale, Nisha, 2023. "The effects of uncertainty shocks: Implications of wealth inequality," European Economic Review, Elsevier, vol. 154(C).
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Working Papers in Regional Science
2019/01, WU Vienna University of Economics and Business.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2016.
"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
Working Papers
783, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017. "The impact of monetary policy on inequality in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 98(C), pages 410-423.
Cited by:
- Acharya, Sushant & CHALLE, Edouard & Dogra, Keshav, 2020.
"Optimal Monetary Policy According to HANK,"
CEPR Discussion Papers
14429, C.E.P.R. Discussion Papers.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023. "Optimal Monetary Policy According to HANK," American Economic Review, American Economic Association, vol. 113(7), pages 1741-1782, July.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023. "Optimal Monetary Policy According to HANK," PSE-Ecole d'économie de Paris (Postprint) hal-04645687, HAL.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2020. "Optimal Monetary Policy According to HANK," Staff Reports 916, Federal Reserve Bank of New York.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2021. "Optimal Monetary Policy According to HANK," Staff Working Papers 21-55, Bank of Canada.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023. "Optimal Monetary Policy According to HANK," Post-Print hal-04645687, HAL.
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2019.
"The Role of ECB Communication in Guiding Markets,"
KOF Working papers
19-464, KOF Swiss Economic Institute, ETH Zurich.
- Marc Anderes & Alexander Rathke & Sina Streicher & Filip Jan-Egbert Sturm, 2019. "The Role of ECB Communication in Guiding Markets," KOF Working papers 19-446, KOF Swiss Economic Institute, ETH Zurich.
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2021. "The role of ECB communication in guiding markets," Public Choice, Springer, vol. 186(3), pages 351-383, March.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019.
"The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis,"
Working Papers
201981, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022. "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Ampudia, Miguel & Georgarakos, Dimitris & Slacalek, Jiri & Tristani, Oreste & Vermeulen, Philip & Violante, Giovanni L., 2018. "Monetary policy and household inequality," Working Paper Series 2170, European Central Bank.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018.
"The transmission of uncertainty shocks on income inequality: State-level evidence from the United States,"
Working Papers in Regional Science
2018/06, WU Vienna University of Economics and Business.
- Manfred M. Fischer & Florian Huber & Michael Pfarrhofer, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Papers 1806.08278, arXiv.org.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2018. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States," Working Papers in Economics 2018-4, University of Salzburg, revised 10 Jan 2019.
- Luisa Corrado & Daniela Fantozzi & Simona Giglioli, 2022. "Real-time ineuqalities and policies during the pandemic in the US," Temi di discussione (Economic working papers) 1396, Bank of Italy, Economic Research and International Relations Area.
- Karl-Friedrich Israel & Tim Florian Sepp & Nils Sonnenberg, 2023. "The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan," Post-Print halshs-04024219, HAL.
- Acevedo, Laura & Hofstetter, Marc, 2023. "Sacrifice ratios and the income distribution: Stylized facts for OECD countries," Economics Letters, Elsevier, vol. 232(C).
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023.
"Inequality-Constrained Monetary Policy in a Financialized Economy,"
Working Papers
2023/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Fierro, Luca Eduardo & Giri, Federico & Russo, Alberto, 2023. "Inequality-constrained monetary policy in a financialized economy," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 366-385.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," LEM Papers Series 2023/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Fierro, Luca Eduardo & Giri, Federico & Russo, Alberto, 2022. "Inequality-Constrained Monetary Policy in a Financialized Economy," MPRA Paper 115741, University Library of Munich, Germany.
- Pavel Vikharev & Anna Novak & Andrei Shulgin, 2023. "Inequality and monetary policy: THRANK model," Bank of Russia Working Paper Series wps113, Bank of Russia.
- Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020.
"Time-Varying Influence of Household Debt on Inequality in United Kingdom,"
Working Papers
202017, University of Pretoria, Department of Economics.
- Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021. "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, vol. 61(4), pages 1917-1933, October.
- Manuel Walz & Matthias Neuenkirch, 2021. "Der Digitale Euro: Ein Zahlungsmittel für die Zukunft?," Research Papers in Economics 2021-05, University of Trier, Department of Economics.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2022.
"Monetary Policy and Inequality,"
CEBI working paper series
22-09, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020. "Monetary policy and inequality," Economics Working Papers 1761, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2021.
- Mia Jørgensen & Niels Johannesen & Asger Lau Andersen & José-Luis Peydró, 2020. "Monetary Policy and Inequality," Working Papers 1227, Barcelona School of Economics.
- Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José-Luis, 2021. "Monetary Policy and Inequality," EconStor Preprints 227763, ZBW - Leibniz Information Centre for Economics.
- Peydró, José-Luis & Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia, 2021. "Monetary Policy and Inequality," CEPR Discussion Papers 15599, C.E.P.R. Discussion Papers.
- Christoph Lauper & Giacomo Mangiante, 2021. "Monetary policy shocks and inflation inequality," Cahiers de Recherches Economiques du Département d'économie 21.02a, Université de Lausanne, Faculté des HEC, Département d’économie.
- Anastasios Evgenidis & Apostolos Fasianos, 2019. "Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data," Papers 1912.09702, arXiv.org.
- Yousef Makhlouf & Neil M. Kellard & Dmitri V. Vinogradov, 2020. "Finance‐Inequality Nexus: The Long And The Short Of It," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1977-1994, October.
- Tavares Garcia, Francisco & Cross, Jamie L., 2024. "The impact of monetary policy on income inequality: Does inflation targeting matter?," Finance Research Letters, Elsevier, vol. 61(C).
- Luisa Corrado & Daniela Fantozzi, 2021. "Micro level data for macro models: the distributional effects of monetary policy," National Institute of Economic and Social Research (NIESR) Discussion Papers 529, National Institute of Economic and Social Research.
- Sigal Ribon, 2023.
"Differential Effects of Monetary Policy on Household Consumption: The Case of Israel,"
Israel Economic Review, Bank of Israel, vol. 21(1), pages 35-73, March.
- Sigal Ribon, 2020. "Differential Effects of Monetary Policy on Household Consumption: The Case of Israel," Bank of Israel Working Papers 2020.12, Bank of Israel.
- Jérôme Creel & Mehdi El Herradi, 2024.
"Income inequality and monetary policy in the euro area,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 332-355, January.
- Jérôme Creel & Mehdi El Herradi, 2020. "Income inequality and monetary policy in the Euro Area," SciencePo Working papers Main hal-03389183, HAL.
- Jérôme Creel & Mehdi El Herradi, 2020. "Income inequality and monetary policy in the Euro Area," Working Papers hal-03389183, HAL.
- Eunseong Ma, 2023.
"Monetary Policy And Inequality: How Does One Affect The Other?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 691-725, May.
- Eunseong Ma, 2022. "Monetary Policy and Inequality: How Does One Affect the Other?," Working papers 2022rwp-203, Yonsei University, Yonsei Economics Research Institute.
- Eunseong Ma, 2019. "Monetary Policy and Inequality: How Does One Affect the Other?," 2019 Meeting Papers 250, Society for Economic Dynamics.
- Eunseoung Ma, 2020. "Monetary Policy and Inequality: How Does One Affect the Other?," Departmental Working Papers 2020-02, Department of Economics, Louisiana State University.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024.
"Inequality and the zero lower bound,"
BIS Working Papers
1160, Bank for International Settlements.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," CESifo Working Paper Series 10471, CESifo.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," NBER Working Papers 31282, National Bureau of Economic Research, Inc.
- Cantore, Cristiano & Meichtry, Pascal, 2024.
"Unwinding quantitative easing: State dependency and household heterogeneity,"
European Economic Review, Elsevier, vol. 170(C).
- Cristiano Cantore & Pascal Meichtry, 2024. "Unwinding Quantitative Easing: State Dependency and Household Heterogeneity," Working papers 955, Banque de France.
- Cantore, Cristiano & Meichtry, Pascal, 2023. "Unwinding quantitative easing: state dependency and household heterogeneity," Bank of England working papers 1030, Bank of England.
- Chatzivgeri, Eleni & Mumtaz, Haroon & Tavasci, Daniela & Ventimiglia, Luigi, 2019.
"Common and country specific factors in the distribution of real wages,"
Economics Letters, Elsevier, vol. 184(C).
- Eleni Chatzivgeri & Haroon Mumtaz & Daniela Tavasci & Luigi Ventimiglia, 2018. "Common and country specific factors in the distribution of real wages," Working Papers 863, Queen Mary University of London, School of Economics and Finance.
- Martin Geiger & Eric Mayer & Johann Scharler, 2020.
"Inequality and the business cycle: evidence from U.S. survey data,"
Applied Economics, Taylor & Francis Journals, vol. 52(31), pages 3418-3435, June.
- Martin Geiger & Eric Mayer & Johann Scharler, 2019. "Inequality and the Business Cycle: Evidence from U.S. survey data," Working Papers 2019-01, Faculty of Economics and Statistics, Universität Innsbruck.
- Alyona Nelyubina, 2022. "Monetary Policy Impact on Income Inequality in the Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 3-19, June.
- Paul Hubert & Frédérique Savignac, 2023.
"Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins,"
Working Papers
hal-04524715, HAL.
- Paul Hubert & Fr d rique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," Working papers 913, Banque de France.
- Hubert, Paul & Savignac, Frederique, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," CEPR Discussion Papers 18130, C.E.P.R. Discussion Papers.
- Paul Hubert & Frédérique Savignac, 2023. "Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins," SciencePo Working papers Main hal-04524715, HAL.
- Martin Feldkircher & Kazuhiko Kakamu, 2018.
"How does monetary policy affect income inequality in Japan? Evidence from grouped data,"
Papers
1803.08868, arXiv.org, revised Jul 2021.
- Feldkircher, Martin & Kakamu, Kazuhiko, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Working Papers in Regional Science 2018/03, WU Vienna University of Economics and Business.
- Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020.
"Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis,"
European Economic Review, Elsevier, vol. 130(C).
- Haroon Mumtaz & Angeliki Theophilopoulou, 2019. "Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis," Working Papers 898, Queen Mary University of London, School of Economics and Finance.
- Capazario, Michele, 2022. "Developing an Income-Distribution- Sensitive Taylor Rule: An Application to South Africa," MPRA Paper 112740, University Library of Munich, Germany.
- Lenza, Michele & Slacalek, Jirka, 2021.
"How Does Monetary Policy Affect Income and Wealth Inequality? Evidence from Quantitative Easing in the Euro Area,"
CEPR Discussion Papers
16079, C.E.P.R. Discussion Papers.
- Michele Lenza & Jiri Slacalek, 2024. "How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 746-765, August.
- Lenza, Michele & Slacalek, Jiri, 2018. "How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area," Working Paper Series 2190, European Central Bank.
- Shirley (Yilin) Ren, 2023. "Distributional Effects of Monetary Policy Shocks in China," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(4), pages 287-301, December.
- Ahiadorme, Johnson Worlanyo, 2020.
"Monetary policy transmission and income inequality in Sub-Saharan Africa,"
MPRA Paper
104084, University Library of Munich, Germany.
- Johnson Worlanyo Ahiadorme, 2022. "Monetary policy transmission and income inequality in Sub-Saharan Africa," Economic Change and Restructuring, Springer, vol. 55(3), pages 1555-1585, August.
- Reza Najarzadeh & Alireza Keikha & Hassan Heydari, 2021. "Dynamics of consumption distribution and economic fluctuations," Economic Change and Restructuring, Springer, vol. 54(3), pages 847-876, August.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Emira Arefa Aji & Raditya Sukmana, 2023. "Dual Mone Al Monetary Policy And Income Inequ Y Policy And Income Inequality In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(3), pages 539-560, September.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
CEPR Discussion Papers
14656, C.E.P.R. Discussion Papers.
- Anastasios Evgenidis & Apostolos Fasianos, 2021. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Jongwook Park, 2018. "Monetary Policy and Income Inequality in Korea," Working Papers 2018-27, Economic Research Institute, Bank of Korea.
- Mehdi El Herradi & Aurélien Leroy, 2021. "Monetary Policy and the Top 1%: Evidence from a Century of Modern Economic History," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2020. "Distributional consequences of conventional and unconventional monetary policy," NBP Working Papers 327, Narodowy Bank Polski.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018.
"Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?,"
Working Papers
201859, University of Pretoria, Department of Economics.
- Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019. "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
- Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019. "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, Elsevier, vol. 159(C), pages 18-25.
- Bilbiie, Florin & Känzig, Diego & Surico, Paolo, 2019.
"Capital and Income Inequality: An Aggregate-Demand Complementarity,"
CEPR Discussion Papers
14118, C.E.P.R. Discussion Papers.
- Bilbiie, Florin O. & Känzig, Diego R. & Surico, Paolo, 2022. "Capital and income inequality: An aggregate-demand complementarity," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 154-169.
- Bambe, Bao-We-Wal & Combes, Jean-Louis & Kaba, Kabinet & Minea, Alexandru, 2024. "Inflation targeting and firm performance in developing countries," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Florian Huber & Massimiliano Marcellino & Tommaso Tornese, 2024. "The Distributional Effects of Economic Uncertainty," Papers 2411.12655, arXiv.org.
- Mehdi El Herradi & Aurélien Leroy, 2020.
"Monetary policy and the top one percent: Evidence from a century of modern economic history,"
AMSE Working Papers
2047, Aix-Marseille School of Economics, France.
- Mehdi El Herradi & Aurelien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," Working Papers 519, ECINEQ, Society for the Study of Economic Inequality.
- Mehdi El Herradi & Aurelien Leroy, 2022. "Monetary Policy and the Top One Percent: Evidence from a Century of Modern Economic History," Working Papers hal-03897335, HAL.
- Mehdi El Herradi & Aurélien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," Working Papers halshs-03080162, HAL.
- Klein, Mathias & Winkler, Roland, 2017.
"Austerity, Inequality, and Private Debt Overhang,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
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Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
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"The State Level Impact of Uncertainty Shocks,"
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Cited by:
- Mumtaz, Haroon, 2018. "Does uncertainty affect real activity? Evidence from state-level data," Economics Letters, Elsevier, vol. 167(C), pages 127-130.
- Haroon Mumtaz & Laura Sunder-Plassmann, 2017.
"Non-linear effects of government spending shocks in the US. Evidence from state-level data,"
Working Papers
841, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Laura Sunder‐Plassmann, 2021. "Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 86-97, January.
- Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022.
"Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks,"
Working Papers
202208, University of Pretoria, Department of Economics.
- Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022. "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, vol. 215(C).
- Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017.
"Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 50-60.
- Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
- Céline Poilly & Fabien Tripier, 2023.
"Regional Trade Policy Uncertainty,"
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hal-04239322, HAL.
- Céline Poilly & Fabien Tripier, 2023. "Regional Trade Policy Uncertainty," AMSE Working Papers 2321, Aix-Marseille School of Economics, France.
- Martin Iseringhausen, 2024.
"The housing supply channel of monetary policy,"
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- Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024. "The Housing Supply Channel of Monetary Policy," IMF Working Papers 2024/023, International Monetary Fund.
- Soojin Jo & Justin J. Lee, 2019. "Uncertainty and Labor Market Fluctuations," Working Papers 1904, Federal Reserve Bank of Dallas.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018.
"Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017. "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers 201766, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016.
"The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model,"
Working Papers
201681, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019. "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 353-368, May.
- Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022.
"Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models,"
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- Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023. "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, vol. 227(C).
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021.
"The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data,"
Working Papers
202131, University of Pretoria, Department of Economics.
- Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022. "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 8, pages 206-238, Edward Elgar Publishing.
- Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021. "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca, 2020. "Fragility and the effect of international uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Pierdzioch Christian & Gupta Rangan, 2020.
"Uncertainty and Forecasts of U.S. Recessions,"
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"State-level economic policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 132(C), pages 81-99.
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"Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States,"
Working Papers
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"Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?,"
Energy Economics, Elsevier, vol. 114(C).
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783, Queen Mary University of London, School of Economics and Finance.
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"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
Working Papers
783, Queen Mary University of London, School of Economics and Finance.
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"The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach,"
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707, Queen Mary University of London, School of Economics and Finance.
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"Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments,"
MPRA Paper
93864, University Library of Munich, Germany, revised May 2019.
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"Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis,"
Working Papers
201545, University of Pretoria, Department of Economics.
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"Measuring Uncertainty and Its Impact on the Economy,"
The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
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"Uncertainty and Monetary Policy during the Great Recession,"
Economics Working Papers
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"Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty,"
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"Identifying Uncertainty Shocks Using the Price of Gold,"
Discussion Papers of DIW Berlin
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"The Impact of Pessimistic Expectations on the Effects of COVID‐19‐Induced Uncertainty in the Euro Area,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 841-869, August.
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"Domestic and Global Uncertainty: A Survey and Some New Results,"
Melbourne Institute Working Paper Series
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- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
- Efrem Castelnuovo, 2019. "Domestic and global uncertainty: A survey and some new results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"DSGE Priors for BVAR Models,"
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"A New Approach to Identifying the Real Effects of Uncertainty Shocks,"
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- Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018.
"Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
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"Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?,"
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201587, University of Pretoria, Department of Economics.
- Rangan Gupta & Charl Jooste, 2018. "Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?," International Economics and Economic Policy, Springer, vol. 15(3), pages 683-703, July.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016. "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers 201620, University of Pretoria, Department of Economics.
- Efrem Castelnuovo, 2019.
"Yield curve and financial uncertainty: Evidence based on US data,"
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- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CESifo Working Paper Series 7697, CESifo.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Melbourne Institute Working Paper Series wp2019n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," "Marco Fanno" Working Papers 0234, Dipartimento di Scienze Economiche "Marco Fanno".
- Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017.
"Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 50-60.
- Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
- Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2014. "Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks," MPRA Paper 56136, University Library of Munich, Germany.
- Benjamin Born & Johannes Pfeifer, 2021.
"Uncertainty‐driven business cycles: Assessing the markup channel,"
Quantitative Economics, Econometric Society, vol. 12(2), pages 587-623, May.
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- Born, Benjamin & Pfeifer, Johannes, 2016. "Uncertainty-driven business cycles: assessing the markup channel," VfS Annual Conference 2016 (Augsburg): Demographic Change 145608, Verein für Socialpolitik / German Economic Association.
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- Giovanni Pellegrino, 2017.
"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory,"
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- 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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"Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach,"
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201656, University of Pretoria, Department of Economics.
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"Proxy VAR Models in a Data-Rich Environment,"
Discussion Papers of DIW Berlin
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- Martin Bruns, 2019. "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series 2019-03, School of Economics, University of East Anglia, Norwich, UK..
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"Effects of US quantitative easing on emerging market economies,"
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- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," Globalization Institute Working Papers 255, Federal Reserve Bank of Dallas.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US Quantitative Easing on Emerging Market Economies," Discussion Papers 2015-26, School of Economics, The University of New South Wales.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," CAMA Working Papers 2015-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty,"
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"Uncertainty and Monetary Policy in Good and Bad Times,"
Melbourne Institute Working Paper Series
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- Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2017. "Uncertainty and monetary policy in good and bad times," Bank of Finland Research Discussion Papers 8/2017, Bank of Finland.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017. "Uncertainty and Monetary Policy in Good and Bad Times," CESifo Working Paper Series 6630, CESifo.
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- Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
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"Uncertainty Shocks and the Relative Price of Investment Goods,"
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- G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
- Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020.
"Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly,"
CESifo Working Paper Series
8426, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," "Marco Fanno" Working Papers 0255, Dipartimento di Scienze Economiche "Marco Fanno".
- Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima & Silvia Delrio, 2020. "Financial uncertainty and real activity: The good, the bad, and the ugly," CAMA Working Papers 2020-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Angus Moore, 2016.
"Measuring Economic Uncertainty and Its Effects,"
RBA Research Discussion Papers
rdp2016-01, Reserve Bank of Australia.
- Angus Moore, 2017. "Measuring Economic Uncertainty and Its Effects," The Economic Record, The Economic Society of Australia, vol. 93(303), pages 550-575, December.
- Boer, Lukas & Lütkepohl, Helmut, 2021.
"Qualitative versus quantitative external information for proxy vector autoregressive analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Lukas Boer & Helmut Lütkepohl, 2021. "Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1940, DIW Berlin, German Institute for Economic Research.
- Pierdzioch Christian & Gupta Rangan, 2020.
"Uncertainty and Forecasts of U.S. Recessions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
- Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Mathias Krogh & Giovanni Pellegrino, "undated". "Real Activity and Uncertainty Shocks: The Long and the Short of It," "Marco Fanno" Working Papers 0310, Dipartimento di Scienze Economiche "Marco Fanno".
- Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
- Eul Noh, 2024. "Revisiting the effects of conventional and unconventional monetary policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 943-951, August.
- Mikkel Plagborg-Møller & Christian K. Wolf, 2020.
"Local Projections and VARs Estimate the Same Impulse Responses,"
Working Papers
2020-16, Princeton University. Economics Department..
- Mikkel Plagborg‐Møller & Christian K. Wolf, 2021. "Local Projections and VARs Estimate the Same Impulse Responses," Econometrica, Econometric Society, vol. 89(2), pages 955-980, March.
- Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2024. "Does risk matter more in recessions than in expansions? Implications for monetary policy," Journal of Monetary Economics, Elsevier, vol. 143(C).
- Muhammad Mohsin & Mohammad Nurunnabi & Jijian Zhang & Huaping Sun & Nadeem Iqbal & Robina Iram & Qaiser Abbas, 2021. "The evaluation of efficiency and value addition of IFRS endorsement towards earnings timeliness disclosure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1793-1807, April.
- Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019. "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 150-163.
- Johnson Worlanyo Ahiadorme, 2022. "On the aggregate effects of global uncertainty: Evidence from an emerging economy," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 390-407, September.
- Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016.
"Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model,"
Working Papers
201661, University of Pretoria, Department of Economics.
- Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017. "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
- Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
- Michael Ryan, 2020. "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics 20/10, University of Waikato.
- Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh, 2020. "Common and country-specific uncertainty fluctuations in oil-producing countries : Measures, macroeconomic effects and policy challenges," Post-Print hal-02929898, HAL.
- Alhussaini, Abdullah & Parhi, Mamata, 2022. "How do economies adjust speed at uncertain times?," Research in International Business and Finance, Elsevier, vol. 63(C).
- Carsen Jentsch & Kurt Graden Lunsford, 2016.
"Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States,"
Working Papers (Old Series)
1619, Federal Reserve Bank of Cleveland.
- Jentsch, Carsten & Lunsford, Kurt G., 2016. "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers 16-10, University of Mannheim, Department of Economics.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
- Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
- Ambrocio, Gene, 2020.
"Inflationary household uncertainty shocks,"
Bank of Finland Research Discussion Papers
5/2020, Bank of Finland.
- Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2022, Bank of Finland.
- Ma, Xiaohan & Samaniego, Roberto, 2019. "Deconstructing uncertainty," European Economic Review, Elsevier, vol. 119(C), pages 22-41.
- Wei‐Fong Pan & James Reade & Shixuan Wang, 2022. "Measuring US regional economic uncertainty," Journal of Regional Science, Wiley Blackwell, vol. 62(4), pages 1149-1178, September.
- Daniele Valenti, 2022. "Modelling the Global Price of Oil:Is there any Role for the Oil Futures-spot Spread?," The Energy Journal, , vol. 43(2), pages 41-66, March.
- Klieber, Karin, 2024. "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai, 2019. "Extreme spillovers of VIX fear index to international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 1-38, March.
- Joshy Easaw & Christian Grimme, 2021. "The Impact of Aggregate Uncertainty on Firm-Level Uncertainty," CESifo Working Paper Series 8934, CESifo.
- Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2011.
"International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy,"
Bank of England working papers
425, Bank of England.
Cited by:
- Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
- Georgiadis, Georgios, 2017. "To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models," Journal of International Economics, Elsevier, vol. 107(C), pages 1-18.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011.
"Classical time-varying FAVAR models - Estimation, forecasting and structural analysis,"
CEPR Discussion Papers
8321, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies 2011,04, Deutsche Bundesbank.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011.
"The world is not enough! Small open economies and regional dependence,"
Working Paper
2011/16, Norges Bank.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2011. "The world is not enough! Small open economies and regional dependence," Working Papers No 3/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2016. "The World Is Not Enough! Small Open Economies and Regional Dependence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(1), pages 168-195, January.
- Muhammad Khan, 2013. "Inflation and Sectoral Output Growth Variability in Bulgaria," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 55(4), pages 687-704, December.
- Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina, 2018.
"The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through,"
CEPR Discussion Papers
13037, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2015. "The shocks matter: improving our estimates of exchange rate pass-through," Discussion Papers 43, Monetary Policy Committee Unit, Bank of England.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2018. "The shocks matter: Improving our estimates of exchange rate pass-through," Journal of International Economics, Elsevier, vol. 114(C), pages 255-275.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2018. "The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through," NBER Working Papers 24773, National Bureau of Economic Research, Inc.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020.
"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
- Forbes, Kristin & Hjortsø, Ida & Nenova, Tsvetelina, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," CEPR Discussion Papers 15242, C.E.P.R. Discussion Papers.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," NBER Working Papers 27746, National Bureau of Economic Research, Inc.
- Pappa, Evi & Molteni, Francesco, 2017.
"The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach,"
CEPR Discussion Papers
12541, C.E.P.R. Discussion Papers.
- MOLTENI, Francesco, PAPPA, Evi, 2017. "The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach," Economics Working Papers MWP 2017/13, European University Institute.
- Eickmeier, Sandra, 2009.
"Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR,"
Working Papers
04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Discussion Paper Series 1: Economic Studies 2009,35, Deutsche Bundesbank.
- Andrew Binning, 2013. "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper 2013/14, Norges Bank.
- Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2016.
"The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 573-601, June.
- Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR," Discussion Paper Series 1: Economic Studies 2011,05, Deutsche Bundesbank.
- Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
- Hacioglu, Sinem & Tuzcuoglu, Kerem, 2016. "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers 622, Bank of England.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020.
"The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
- Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015. "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers 2015-61, Department of Economics and Business Economics, Aarhus University.
- Mikkelsen, Jakob Guldbæk & Hillebrand, Eric & Urga, Giovanni, 2019. "Consistent estimation of time-varying loadings in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 208(2), pages 535-562.
- Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320, CPB Netherlands Bureau for Economic Policy Analysis.
- Moses K. Tule & Taiwo Ajilore & Augustine Ujunwa, 2019. "Monetary Policy Contagion in the West African Monetary Zone," Foreign Trade Review, , vol. 54(4), pages 375-398, November.
- Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino, 2015. "Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 493-533, June.
- Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013. "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series 13-E-16, Bank of Japan.
- MARGARITA Ilinca Andrada & CAZACU Mihai, 2024. "Regional And Local Macroeconomic Policies From The Perspective Of The Development Of Emerging States," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(2), pages 22-28, June.
- Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2017. "Shocks versus structure: explaining differences in exchange rate pass-through across countries and time," Discussion Papers 50, Monetary Policy Committee Unit, Bank of England.
- Nickel, Christiane & Rother, Philipp & Theophilopoulou, Angeliki, 2008.
"Population ageing and public pension reforms in a small open economy,"
Working Paper Series
863, European Central Bank.
Cited by:
- Fernando Arias-Rodríguez & Julián A. Parra-Polanía, 2021. "Pensiones y reforma pensional: efectos macroeconómicos del envejecimiento en Colombia," Borradores de Economia 1173, Banco de la Republica de Colombia.
- Oyamada, Kazuhiko & Someya, Masakazu & Itakura, Ken, 2012.
"Population Aging in the Interdependent Global Economy: A Computational Approach with a Prototype Overlapping Generations Model of Global Trade,"
Conference papers
332174, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Masakazu Someya & Keiichiro Oizumi & Kazuhiko Oyamada & Ken Itakura, 2012. "Population Aging in the Interdependent Global Economy: A Computational Approach with a Prototype Overlapping Generations Model of Global Trade," EcoMod2012 3925, EcoMod.
- Andreas Bachmann & Kaspar W thrich, 2013.
"Evaluating pay-as-you-go social security systems,"
Diskussionsschriften
dp1310, Universitaet Bern, Departement Volkswirtschaft.
- Andreas Bachmann & Kaspar W thrich, 2015. "Evaluating pay-as-you-go social security systems," Diskussionsschriften dp1507, Universitaet Bern, Departement Volkswirtschaft.
- Kinnunen, Helvi, 2008. "Government funds and demographic transition: alleviating ageing costs in a small open economy," Bank of Finland Research Discussion Papers 21/2008, Bank of Finland.
- Daniel Baksa & Zsuzsa Munkacsi, 2016. "A Detailed Description of OGRE, the OLG Model," Bank of Lithuania Working Paper Series 31, Bank of Lithuania.
- Haroon Mumtaz & Angeliki Theophilopoulou, "undated".
"The distributional effects of climate change. An empirical analysis,"
Working Papers
966, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024. "The distributional effects of climate change. An empirical analysis," European Economic Review, Elsevier, vol. 169(C).
Cited by:
- Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken & Jan Jacobs, 2024.
"Fiscal Impacts of Climate Anomalies,"
CESifo Working Paper Series
11548, CESifo.
- Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken, 2024. "Fiscal Impacts of Climate Anomalies," CAMA Working Papers 2024-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Articles
- Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024.
"The distributional effects of oil supply news shocks,"
Economics Letters, Elsevier, vol. 240(C).
See citations under working paper version above.
- Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024. "The Distributional Effects of Oil Supply New Shocks," Working Papers 975, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024.
"The distributional effects of climate change. An empirical analysis,"
European Economic Review, Elsevier, vol. 169(C).
See citations under working paper version above.
- Haroon Mumtaz & Angeliki Theophilopoulou, "undated". "The distributional effects of climate change. An empirical analysis," Working Papers 966, Queen Mary University of London, School of Economics and Finance.
- Angeliki Theophilopoulou, 2022.
"The impact of macroeconomic uncertainty on inequality: An empirical study for the United Kingdom,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 859-884, June.
Cited by:
- Lucia Errico & Andrea Mosca & Sandro Rondinella & Carmela Ciccarelli, 2024. "The Role Of Natural Hazard On Income Inequality," Working Papers 202402, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Obiakor, Rowland & Akpa, Emeka & Okwu, Andy, 2022. "Economic Size, Uncertainty, and Income Inequality in Nigeria," MPRA Paper 113637, University Library of Munich, Germany.
- Florian Huber & Massimiliano Marcellino & Tommaso Tornese, 2024. "The Distributional Effects of Economic Uncertainty," Papers 2411.12655, arXiv.org.
- Elder, John & Payne, James E., 2023. "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, vol. 119(C).
- Gkolfinopoulou, Michalitsa & Theophilopoulou, Angeliki, 2025. "Effects of Tax Shocks on Inequality: Empirical Evidence from the United Kingdom," MPRA Paper 123457, University Library of Munich, Germany.
- Elder, John & Payne, James E., 2024. "Oil price uncertainty shocks and the gender gap in U.S. unemployment," Energy Economics, Elsevier, vol. 131(C).
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020.
"Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis,"
European Economic Review, Elsevier, vol. 130(C).
See citations under working paper version above.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2019. "Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis," Working Papers 898, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018.
"The State‐Level Impact of Uncertainty Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
See citations under working paper version above.
- Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016. "The State Level Impact of Uncertainty Shocks," Working Papers 793, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017.
"The impact of monetary policy on inequality in the UK. An empirical analysis,"
European Economic Review, Elsevier, vol. 98(C), pages 410-423.
See citations under working paper version above.
- Haroon Mumtaz & Angeliki Theophilopoulou, 2016. "The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis," Working Papers 783, Queen Mary University of London, School of Economics and Finance.
- Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2015.
"Macroeconomic information, structural change, and the prediction of fiscal aggregates,"
International Journal of Forecasting, Elsevier, vol. 31(2), pages 325-348.
Cited by:
- Dimitrios P. Louzis, 2016. "Macroeconomic forecasting and structural changes in steady states," Working Papers 204, Bank of Greece.
- Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015.
"The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1223-1238, September.
See citations under working paper version above.
- Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2013. "The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach," Working Papers 707, Queen Mary University of London, School of Economics and Finance.
- Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2014.
"The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR,"
Journal of International Money and Finance, Elsevier, vol. 46(C), pages 1-15.
Cited by:
- Zeyyad Mandalinci & Haroon Mumtaz, 2019.
"Global Economic Divergence and Portfolio Capital Flows to Emerging Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1713-1730, September.
- Zeyyad Mandalinci & Haroon Mumtaz, 2015. "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Working Papers 757, Queen Mary University of London, School of Economics and Finance.
- Potjagailo, Galina, 2017. "Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 127-147.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
CEPR Discussion Papers
14656, C.E.P.R. Discussion Papers.
- Anastasios Evgenidis & Apostolos Fasianos, 2021. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Hilde C. Bjørnland & Leif Anders Thorsrud, 2019.
"Commodity prices and fiscal policy design: Procyclical despite a rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 161-180, March.
- Hilde C. Bjørnland & Leif Anders Thorsrud, 2015. "Commodity prices and fiscal policy design: Procyclical despite a rule," Working Papers No 5/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Leif Anders Thorsrud, 2016. "Commodity prices and fiscal policy design: Procyclical despite a rule," CAMA Working Papers 2016-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nam, Kyungsik, 2021. "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, vol. 96(C).
- 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).
- William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.
- Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023.
"Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach,"
Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
- Doojav, Gan-Ochir & Luvsannyam, Davaajargal, 2017. "Forecasting inflation in Mongolia: A dynamic model averaging approach," MPRA Paper 102602, University Library of Munich, Germany.
- Wenting Liao & Jun Ma & Chengsi Zhang, 2023. "Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 989-1006, November.
- Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020. "The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 151-180, April.
- Wei Sun & Kuhelika De, 2019. "Real Exchange Rate, Monetary Policy, And The U.S. Economy: Evidence From A Favar Model," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 552-568, January.
- Zubarev, A. & Rybak, K., 2022. "The impact of global shocks on the Russian economy: FAVAR approach," Journal of the New Economic Association, New Economic Association, vol. 56(4), pages 48-68.
- Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2021.
"Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake,"
Working Papers
2111, Waseda University, Faculty of Political Science and Economics.
- Anastasios Evgenidis & Masashige Hamano & Wessel N. Vermeulen, 2020. "Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake," Working Papers e152, Tokyo Center for Economic Research.
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Cited by:
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