Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Kwak, Boreum"'
Publikováno v:
In European Economic Review January 2024 161
This study investigates whether and how financial technologies (FinTech) influence the effectiveness of monetary policy transmission. We use an interacted panel vector autoregression model to explore how the effects of monetary policy shocks change w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0bff77486c2a050b9b123800542a72b3
https://hdl.handle.net/10419/270743
https://hdl.handle.net/10419/270743
We investigate U.S. monetary and fiscal policy interactions in a regime-switching model of monetary and fiscal policy rules where policy mixes are determined by a latent bivariate autoregressive process consisting of monetary and fiscal policy regime
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a59598ba7dfd2f648cbb8e24ca54d233
https://hdl.handle.net/10419/247268
https://hdl.handle.net/10419/247268
We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock component and a central bank information shock component. We identify both components using changes in interest rate futures and in exc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2becbfd284b10b2c326f7838e2632483
https://hdl.handle.net/10419/225081
https://hdl.handle.net/10419/225081
This work investigates effects of conventional monetary policy and central bank information shocks from monetary policy announcements on the U.S. economy. We identify the surprises caused by changes in target rate and central bank's private informati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::ffeaee7b395232c43afc809836a5cb8d
https://hdl.handle.net/10419/203589
https://hdl.handle.net/10419/203589
Autor:
Chang, Yoosoon, Kwak, Boreum
We investigate U.S. monetary and fiscal policy regime interactions in a model, where regimes are determined by latent autoregressive policy factors with endogenous feedback. Policy regimes interact strongly: Shocks that switch one policy from active
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::51cabb54303c40e1eabe56724804a619
https://hdl.handle.net/10419/161925
https://hdl.handle.net/10419/161925
Publikováno v:
Scandinavian Journal of Economics. Apr2020, Vol. 122 Issue 2, p431-436. 6p.
Publikováno v:
Journal of Economic Literature. Dec2016, Vol. 54 Issue 4, p1551-1580. 30p.