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The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time?

Citations

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Cited by:

  1. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  2. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 358-367, January.
  3. Mojon, Benoît & Peersman, Gert, 2001. "A VAR description of the effects of monetary policy in the individual countries of the euro area," Working Paper Series 0092, European Central Bank.
  4. Jakub Mateju, 2013. "Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model," Working Papers IES 2013/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2013.
  5. Gambacorta, L. & Martínez-Pagés, J. & Sevestre, P. & Worms, A., 2002. "Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area.Author-Name: Ehrmann, M," Working papers 93, Banque de France.
  6. Ester Faia, 2007. "Financial Differences and Business Cycle Co-Movements in a Currency Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 151-185, February.
  7. Mr. Alessandro Rebucci & Mr. Matteo Ciccarelli, 2003. "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers 2003/171, International Monetary Fund.
  8. Buch, Claudia M., 2001. "Financial Market Integration in a Monetary Union," Kiel Working Papers 1062, Kiel Institute for the World Economy (IfW Kiel).
  9. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  10. Zlata Kovtun, 2017. "Heterogeneous Bank Lending Responses To Monetary Policy: Empirical Evidence From Russia," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 616-627.
  11. Christian Melzer & Thorsten Neumann, 2005. "Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR," Computing in Economics and Finance 2005 144, Society for Computational Economics.
  12. Fabrizio Spargoli, 2005. "Monetary Policy Transmission Mechanisms within the European Monetary Union," Rivista di Politica Economica, SIPI Spa, vol. 95(6), pages 31-68, November-.
  13. Gavin, William T. & Kemme, David M., 2009. "Using extraneous information to analyze monetary policy in transition economies," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 868-879, September.
  14. repec:onb:oenbwp:y::i:97:b:1 is not listed on IDEAS
  15. Libero Monteforte & Stefano Siviero, 2010. "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2399-2415.
  16. Mr. Matteo Ciccarelli & Mr. Alessandro Rebucci, 2003. "Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System," IMF Working Papers 2003/102, International Monetary Fund.
  17. Andrea Venegoni & Massimiliano Serati, 2017. "The Symmetry of ECB Monetary Policy Impact Under Scrutiny: An Assessment," LIUC Papers in Economics 306, Cattaneo University (LIUC).
  18. Zlatina Balabanova & Ralf Brüggemann, 2012. "External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-05, Department of Economics, University of Konstanz.
  19. Florian Hoppner & Christian Melzer & Thorsten Neumann, 2008. "Changing effects of monetary policy in the US-evidence from a time-varying coefficient VAR," Applied Economics, Taylor & Francis Journals, vol. 40(18), pages 2353-2360.
  20. Sousa, Pedro, 2009. "Do ECB Council Decisions represent always a Real Euro Consensus?," Working Papers 9/2009, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  21. Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz, 2015. "Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity," Discussion Papers 38, Monetary Policy Committee Unit, Bank of England.
  22. Daniel Gros & Carsten Hefeker, 2007. "Monetary Policy In Emu With Asymmetric Transmission And Non‐Tradable Goods," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(2), pages 268-282, May.
  23. Helge Berger & Till Mueller, 2007. "How should large and small countries be represented in a currency union?," Public Choice, Springer, vol. 132(3), pages 471-484, September.
  24. Grandi, Pietro, 2019. "Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area," European Economic Review, Elsevier, vol. 119(C), pages 251-273.
  25. Pietro Grandi, 2018. "Sovereign risk and cross-country heterogeneity in the transmission of monetary policy to bank lending in the euro area," Working Papers hal-01878602, HAL.
  26. Mojon, Benoît & Peersman, Gert, 2001. "A VAR description of the effects of monetary policy in the individual countries of the euro area," Working Paper Series 92, European Central Bank.
  27. Christian Melzer & Thorsten Neumann, 2009. "Monetary policy in the euro area - has it become more powerful on the road to EMU?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(18), pages 1801-1804.
  28. Peersman, Gert & Smets, Frank, 2001. "The monetary transmission mechanism in the euro area: more evidence from VAR analysis," Working Paper Series 91, European Central Bank.
  29. Libero Monteforte & Stefano Siviero, 2002. "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers) 458, Bank of Italy, Economic Research and International Relations Area.
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