Leader followership in monetary policy coordination
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Raputsoane, Leroi, 2018. "Leader followership in monetary policy coordination," MPRA Paper 121903, University Library of Munich, Germany.
References listed on IDEAS
- Georgiadis, Georgios, 2016.
"Determinants of global spillovers from US monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
- Georgiadis, Georgios, 2015. "Determinants of global spillovers from US monetary policy," Working Paper Series 1854, European Central Bank.
- Ansgar Belke & Daniel Gros, 2005. "Asymmetries in Transatlantic Monetary Policy‐making: Does the ECB Follow the Fed?," Journal of Common Market Studies, Wiley Blackwell, vol. 43(5), pages 921-946, December.
- Fabio Canova, 2005. "The transmission of US shocks to Latin America," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 229-251.
- Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 339-372, October.
- Fabio Canova, 2005.
"The transmission of US shocks to Latin America,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 229-251.
- Canova, Fabio, 2003. "The Transmission of US Shocks to Latin America," CEPR Discussion Papers 3963, C.E.P.R. Discussion Papers.
- Fabio Canova, 2003. "The transmission of US shocks to Latin America," Economics Working Papers 925, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2004.
- Ansgar Belke & Yuhua Cui, 2010.
"US–Euro Area Monetary Policy Interdependence: New Evidence from Taylor Rule‐based VECMs,"
The World Economy, Wiley Blackwell, vol. 33(5), pages 778-797, May.
- Belke, Ansgar & Cui, Yuhua, 2009. "US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs," Ruhr Economic Papers 85, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Tikka, Santtu & Karvanen, Juha, 2017. "Identifying Causal Effects with the R Package causaleffect," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i12).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Raputsoane, Leroi, 2018. "Monetary policy coordination leader followership," MPRA Paper 85684, University Library of Munich, Germany.
- Sai Ma & Tim Schmidt-Eisenlohr, 2023. "The Financial Channel of the Exchange Rate and Global Trade," CESifo Working Paper Series 10495, CESifo.
- Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023.
"Global impacts of US monetary policy uncertainty shocks,"
Journal of International Economics, Elsevier, vol. 145(C).
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2020. "Global Impacts of US Monetary Policy Uncertainty Shocks," Bank of Lithuania Working Paper Series 84, Bank of Lithuania.
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2021. "Global impacts of US monetary policy uncertainty shocks," Working Paper Series 2513, European Central Bank.
- Camehl, Annika & von Schweinitz, Gregor, 2023. "What explains international interest rate co-movement?," IWH Discussion Papers 3/2023, Halle Institute for Economic Research (IWH), revised 2023.
- Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022. "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 643-666.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
- Mackowiak, Bartosz, 2006.
"What does the Bank of Japan do to East Asia?,"
Journal of International Economics, Elsevier, vol. 70(1), pages 253-270, September.
- Maćkowiak, Bartosz, 2005. "What does the Bank of Japan do to East Asia?," SFB 649 Discussion Papers 2005-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fabrizio Carmignani, 2013. "Does the Long Arm of US Macroeconomic Policy Reach South Asia?," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(2), pages 145-168, December.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022.
"Financial shocks, credit spreads, and the international credit channel,"
Journal of International Economics, Elsevier, vol. 135(C).
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
- Chiang, Thomas C., 2021. "Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Katharina Bergant & Francesco Grigoli & Niels‐Jakob Hansen & Damiano Sandri, 2024.
"Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1405-1438, September.
- Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers 14948, C.E.P.R. Discussion Papers.
- Katharina Bergant & Mr. Francesco Grigoli & Mr. Niels-Jakob H Hansen & Mr. Damiano Sandri, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," IMF Working Papers 2020/106, International Monetary Fund.
- Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," Working Papers hal-04141067, HAL.
- Civcir, İrfan & Ertac Varoglu, Dizem, 2019. "International transmission of monetary and global commodity price shocks to Turkey," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 647-665.
- Iacoviello, Matteo & Navarro, Gaston, 2019.
"Foreign effects of higher U.S. interest rates,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 232-250.
- Matteo Iacoviello & Gaston Navarro, 2018. "Foreign Effects of Higher U.S. Interest Rates," International Finance Discussion Papers 1227, Board of Governors of the Federal Reserve System (U.S.).
- Min, Feng & Wen, Fenghua & Wang, Xiong, 2022. "Measuring the effects of monetary and fiscal policy shocks on domestic investment in China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 395-412.
- Olayinka Oyekola & David Meenagh & Patrick Minford, 2023. "Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate," Open Economies Review, Springer, vol. 34(2), pages 411-435, April.
- 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.
- Martin Feldkircher & Helene Schuberth, 2023. "Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 859-893, August.
- Walerych, Małgorzata & Wesołowski, Grzegorz, 2021. "Fed and ECB monetary policy spillovers to Emerging Market Economies," Journal of Macroeconomics, Elsevier, vol. 70(C).
More about this item
Keywords
Central bank; Monetary policy; Causal Inference;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:121905. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.