Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Metiu, Norbert"'
Publikováno v:
In Journal of Monetary Economics May 2021 120:53-69
Autor:
Metiu, Norbert, Prieto, Esteban
The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yiel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::49acc38f622fb9301f0e0d6dfd80c445
https://hdl.handle.net/10419/269866
https://hdl.handle.net/10419/269866
We study the link between the global financial cycle and macroeconomic tail risks using quantile vector autoregressions. Contractionary shocks to financial conditions and monetary policy in the United States cause elevated downside risks to growth ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::be4d25dfccb01d8c0a5673dae86f3e0a
https://hdl.handle.net/10419/266678
https://hdl.handle.net/10419/266678
Autor:
Candelon, Bertrand, Metiu, Norbert
Publikováno v:
The Evolving Role of Asia in Global Finance
Autor:
Metiu, Norbert
This paper investigates the international spillover effects of U.S. trade protection. Using micro-level data on anti-dumping, countervailing duties, and safeguards, I develop a new measure of U.S. trade policy announcement shocks for the period 1988-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::b43feba6f675756e5fa8cf1508e89654
https://hdl.handle.net/10419/224930
https://hdl.handle.net/10419/224930
Autor:
Borsi, Mihály1 borsimihaly@ua.es, Metiu, Norbert2 norbert.metiu@bundesbank.de
Publikováno v:
Empirical Economics. Mar2015, Vol. 48 Issue 2, p657-681. 25p.
We document that expansionary monetary policy shocks are less effective at stimulating output and investment in periods of high volatility compared to periods of low volatility, using a regime-switching vector autoregression. Exogenous policy changes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b5e1eb23d95e861ad77c122b73231fd2
https://hdl.handle.net/10419/148277
https://hdl.handle.net/10419/148277