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pro vyhledávání: '"Mazelis, Falk"'
Autor:
Mazelis, Falk Henry
Diese Doktorarbeit besteht aus drei Aufsätzen, in welchen die Reaktion von Finanzinstitutionen auf Geldpolitik analysiert wird. In dem ersten Aufsatz finde ich anhand eines Bayesian VAR, dass eine Erhöhung des Leitzinses zu einer zusätzlichen Kred
Externí odkaz:
http://edoc.hu-berlin.de/18452/20010
Publikováno v:
In Journal of Economic Dynamics and Control April 2022 137
Publikováno v:
In Journal of Macroeconomics December 2021 70
Akademický článek
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This paper presents a toolkit1 for generating optimal policy projections. It makes five contributions. First, the toolkit requires a minimal set of inputs: only a baseline projection for target and instrument variables and impulse responses of those
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::e18da948bd424755480ff18de4e39cc0
https://hdl.handle.net/10419/237694
https://hdl.handle.net/10419/237694
Autor:
Cozzi, Guido, Darracq Pariès, Matthieu, Karadi, Peter, Körner, Jenny, Kok Sørensen, Christoffer, Mazelis, Falk, Nikolov, Kalin, Rancoita, Elena, Van der Ghote, Alejandro, Weber, Julien
This paper examines the interactions of macroprudential and monetary policies. We find, using a range of macroeconomic models used at the European Central Bank, that in the long run, a 1% bank capital requirement increase has a small impact on GDP. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5e0f3d4187ab61000d5f0e946d0e465b
https://hdl.handle.net/10419/228990
https://hdl.handle.net/10419/228990
Autor:
De Groot, Oliver, Mazelis, Falk
This paper develops a simple, consistent methodology for generating empirically realistic forward guidance simulations using existing macroeconomic models by modifying expectations about policy announcements. The main advantage of our method lies in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::2ce83f30de9f211737f56069f2032464
https://hdl.handle.net/10419/229040
https://hdl.handle.net/10419/229040
Forward guidance operates via the expectations formation process of the agents in the economy. In standard quantitative macroeconomic models, the expectations are unobserved state variables and little scrutiny is devoted to analysing the dynamic beha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::365ea27f7e77594c7246682db2bc9912
https://hdl.handle.net/10419/229038
https://hdl.handle.net/10419/229038
We estimate the effects of interest rate forward guidance (FG) using a parsimonious VAR, augmented with survey forecast data. The identification strategy of FG shocks via sign and zero restrictions is successfully tested by the recovery of true IRFs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::3817eb9894f9ec9173f4a05100ff5808
https://hdl.handle.net/10419/229109
https://hdl.handle.net/10419/229109