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Monetary policy, asset prices and macroeconomic conditions : a panel-VAR study

Citations

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Cited by:

  1. Belke Ansgar, 2010. "Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise – Ein ARDL-Ansatz für Deutschland / Money, Credit and House Prices – An ARDL-Approach for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(2), pages 138-162, April.
  2. Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 915-929.
  3. Çakır, Mustafa Yavuz & Kabundi, Alain, 2013. "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, vol. 32(C), pages 190-202.
  4. Michael D. Bordo & John Landon-Lane, 2014. "Does Expansionary Monetary Policy Cause Asset Price Booms? Some Historical and Empirical Evidence," Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 3, pages 61-116, Central Bank of Chile.
  5. Lucotte, Yannick & Pradines-Jobet, Florian, 2023. "The inflation loop is not a myth," Finance Research Letters, Elsevier, vol. 55(PB).
  6. Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-VAR Analysis," Departmental Working Papers 44, United States Naval Academy Department of Economics.
  7. Leroy, Aurélien & Lucotte, Yannick, 2019. "Competition and credit procyclicality in European banking," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 237-251.
  8. Nils Jannsen & Galina Potjagailo & Maik H. Wolters, 2019. "Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 81-126, October.
  9. Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2022. "The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 911-942, January.
  10. Famoroti Jonathan Olusegun & Adeleke Omolade, 2022. "Impact of monetary policy transmission mechanism in West African countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 32(1), pages 20-42, March.
  11. Josef Bajzik & Jan Janku & Simona Malovana & Klara Moravcova & Ngoc Anh Ngo, 2023. "Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies," Working Papers 2023/19, Czech National Bank.
  12. Ansgar Belke, 2009. "Die Auswirkungen der Geldmenge und des Kreditvolumens auf die Immobilienpreise: ein ARDL-Ansatz für Deutschland," Discussion Papers of DIW Berlin 953, DIW Berlin, German Institute for Economic Research.
  13. Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 615-642, June.
  14. Qureshi, Fiza & Khan, Habib Hussain & Rehman, Ijaz Ur & Ghafoor, Abdul & Qureshi, Saba, 2019. "Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification," Economic Systems, Elsevier, vol. 43(1), pages 130-150.
  15. Vincent Bouvatier & Antonia Lopez-Villavicencio & Valérie Mignon, 2010. "On the Link Between Credit Procyclicality and Bank Competition," Working Papers 2010-25, CEPII research center.
  16. Tillmann, Peter, 2013. "Capital inflows and asset prices: Evidence from emerging Asia," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 717-729.
  17. Nady Rapelanoro, 2016. "Spillover effects of global liquiditys expansion on emerging countries: evidences from a Panel VAR approach," EconomiX Working Papers 2016-17, University of Paris Nanterre, EconomiX.
  18. Nady Rapelanoro, 2016. "Spillover effects of global liquidity’s expansion on emerging countries: evidences from a Panel VAR approach," Working Papers hal-04141593, HAL.
  19. Tomáš Havránek & Roman Horváth & Jakub Matějů, 2012. "Monetary transmission and the financial sector in the Czech Republic," Economic Change and Restructuring, Springer, vol. 45(3), pages 135-155, August.
  20. Ma, Shao-Chao & Fan, Ying, 2020. "A deployment model of EV charging piles and its impact on EV promotion," Energy Policy, Elsevier, vol. 146(C).
  21. Dirk Drechsel & Anne Kathrin Funk, 2017. "Time-Varying and Regional Dynamics in Swiss Housing Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 153(I), pages 37-72, March.
  22. Dominika Ehrenbergerova & Josef Bajzik & Tomas Havranek, 2023. "When Does Monetary Policy Sway House Prices? A Meta-Analysis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 538-573, June.
  23. Boehl, Gregor, 2022. "Monetary policy and speculative asset markets," European Economic Review, Elsevier, vol. 148(C).
  24. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017. "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 19(1), pages 37-66, June.
  25. Romuald Morhs, 2010. "Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis," BCL working papers 49, Central Bank of Luxembourg.
  26. Georgiadis, Georgios, 2012. "The panel conditionally homogenous vectorautoregressive model," MPRA Paper 37755, University Library of Munich, Germany.
  27. Łukasz Goczek & Karol Partyka, 2016. "Reakcja polityki pieniężnej na wydarzenia giełdowe," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 27-50.
  28. Leroy, Aurélien & Pop, Adrian, 2019. "Macro-financial linkages: The role of the institutional framework," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 75-97.
  29. Dirk Drechsel, 2015. "Housing Cycles in Switzerland - A Time-Varying Approach," KOF Working papers 15-381, KOF Swiss Economic Institute, ETH Zurich.
  30. Florence Bouvet & Ryan Brady & Sharmila King, 2013. "Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis," Social Sciences, MDPI, vol. 2(4), pages 1-23, December.
  31. Bouvatier, Vincent & López-Villavicencio, Antonia & Mignon, Valérie, 2012. "Does the banking sector structure matter for credit procyclicality?," Economic Modelling, Elsevier, vol. 29(4), pages 1035-1044.
  32. Allen, Franklin & Rogoff, Kenneth, 2011. "Asset Prices, Financial Stability and Monetary Policy," Working Papers 11-39, University of Pennsylvania, Wharton School, Weiss Center.
  33. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015. "A penalty function approach to occasionally binding credit constraints," Economic Modelling, Elsevier, vol. 51(C), pages 315-327.
  34. Alessi, Lucia & Detken, Carsten, 2011. "Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity," European Journal of Political Economy, Elsevier, vol. 27(3), pages 520-533, September.
  35. Muhammed Hasan Yilmaz, 2017. "Factors Impacting Bank Net Interest Margin and the Role of Monetary Policy: Evidence from Turkey," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 6(2), pages 01-23, April.
  36. Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2015. "Consumer and asset prices: Some recent evidence," Wismar Discussion Papers 01/2015, Hochschule Wismar, Wismar Business School.
  37. YUAN, Chunming & CHEN, Ruo, 2015. "Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS," China Economic Review, Elsevier, vol. 33(C), pages 1-24.
  38. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2013. "The anatomy of standard DSGE models with financial frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 32-51.
  39. Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2020. "Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries," Journal of Financial Stability, Elsevier, vol. 49(C).
  40. Berg, Tim Oliver, 2010. "Exploring the international transmission of U.S. stock price movements," MPRA Paper 23977, University Library of Munich, Germany.
  41. Michael D. Bordo & John Landon-Lane, 2014. "What Explains House Price Booms? History and Empirical Evidence," International Symposia in Economic Theory and Econometrics, in: Macroeconomic Analysis and International Finance, volume 23, pages 1-36, Emerald Group Publishing Limited.
  42. Andrea Tafuro, 2015. "The Effects of Fiscal Policy on Employment: an Analysis of the Aggregate Evidence," Working Papers 2015: 03, Department of Economics, University of Venice "Ca' Foscari".
  43. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
  44. Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
  45. Adam S. Posen, 2011. "Monetary Policy, Bubbles, and the Knowledge Problem," Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 461-471, Fall.
  46. Franklin Allen & Elena Carletti, 2013. "Systemic risk from real estate and macro-prudential regulation," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 28-48.
  47. Jonida Bollano & Delina Ibrahimaj, 2015. "Current Account Determinats in Central Eastern European Countries," IHEID Working Papers 22-2015, Economics Section, The Graduate Institute of International Studies.
  48. Amir Khordehfrosh Dilmaghani & Amir Mansour Tehranchian, 2015. "The Impact of Monetary Policies on the Exchange Rate: A GMM Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 19(2), pages 177-191, Spring.
  49. Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
  50. Demary, Markus, 2009. "The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics," MPRA Paper 15978, University Library of Munich, Germany.
  51. Pierre LESUISSE, 2017. "External Monetary Shocks to Central and Eastern European Countries," Working Papers 201705, CERDI.
  52. Zare, Roohollah, 2016. "House Price Rigidity and the Asymmetric Response of Housing Prices to Monetary Policy in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(4), pages 401-417, October.
  53. Jim Harper, 2011. "Book Review: America Identified: Biometric Technology and Society," Cato Journal, Cato Journal, Cato Institute, vol. 31(3), pages 672-674, Fall.
  54. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
  55. Singh, Bhupal & Nadkarni, Avadhoot R., 2020. "Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  56. Charles Rahal,, 2016. "Housing markets and unconventional monetary policy," Journal of Housing Economics, Elsevier, vol. 32(C), pages 67-80.
  57. Gert Peersman, 2012. "Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound," 2012 Meeting Papers 400, Society for Economic Dynamics.
  58. Pierre Lesuisse, 2019. "External Monetary Shocks to Central and Eastern European Countries," Working Papers halshs-01467330, HAL.
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