Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach
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DOI: 10.1016/j.jimonfin.2017.01.003
Abstract: I analyze spillover effects from a Euro area monetary policy shock to fourteen European countries outside the Euro area. The analysis is based on a factor-augmented VAR model with two blocks, which exploits a large… read more here.
Keywords: monetary policy; area; euro area; spillover effects ... See more keywords
The impact of euro Area monetary policy on Central and Eastern Europe
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DOI: 10.1016/j.jpolmod.2020.05.004
Abstract: Abstract This paper investigates the effects of a euro area monetary policy shock on Central, Eastern, and Southeastern Europe (CESEE). We use shadow rates as a proxy for the monetary policy stance and propose a… read more here.
Keywords: central eastern; monetary policy; area; euro area ... See more keywords
Lithuania in the Euro Area: Monetary Transmission and Macroprudential Policies
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DOI: 10.1080/00128775.2016.1255558
Abstract: This article develops a two-country monetary union new Keynesian general equilibrium model with housing and collateral constraints calibrated for Lithuania and the rest of the euro area. Within this setting, and following the recent entry… read more here.
Keywords: area; euro area; monetary transmission; macroprudential policies ... See more keywords