2 Results enter search term Search Reset filter Suchfilter Content Type Publications (2) Topics Business Cycle (2) Business Cycle Euro Area (2) European Union & Euro (2) Monetary Policy (2) Publicationtype Journal Article (1) Working Paper (1) Units Forecasting Center (2) International Macroeconomics (2) Macroeconomic Policy under Market Imperfections (2) Experts Galina Potjagailo (2) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Topics: Business Cycle Euro Area Units: Macroeconomic Policy under Market Imperfections Experts: Galina Potjagailo Remove all filters Working Paper Spillover Effects from Euro Area Monetary Policy across the EU: A Factor-Augmented VAR Approach 01.03.2016 I analyze spillover effects from Euro area monetary policy shocks to thirteen EU countries outside the Euro area, i.e., ten countries from Central and Eastern Europe (CEE) and three Western EU members. The analysis is based on a FAVAR model with two... Journal Article Spillover Effects from Euro Area Monetary Policy across Europe: A Factor-Augmented VAR Approach 01.04.2017 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 cross-country data set. After a...
Working Paper Spillover Effects from Euro Area Monetary Policy across the EU: A Factor-Augmented VAR Approach 01.03.2016 I analyze spillover effects from Euro area monetary policy shocks to thirteen EU countries outside the Euro area, i.e., ten countries from Central and Eastern Europe (CEE) and three Western EU members. The analysis is based on a FAVAR model with two...
Journal Article Spillover Effects from Euro Area Monetary Policy across Europe: A Factor-Augmented VAR Approach 01.04.2017 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 cross-country data set. After a...