Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Sebastian Rüth"'
Publikováno v:
JOURNAL OF INTERNATIONAL ECONOMICS
Using a structural time-varying-parameter Bayesian vector autoregression (TVP-BVAR) framework, this paper documents that oil price increases caused by oil supply disruptions did not affect food commodity prices before the start of the millennium, but
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::668cc4e48b1bb6d7d916f97973ab4bcf
https://doi.org/10.1016/j.jinteco.2021.103540
https://doi.org/10.1016/j.jinteco.2021.103540
Autor:
Sebastian Rüth
Publikováno v:
Journal of International Economics. 126:103344
How do nominal exchange rates adjust after surprise contractions in monetary policy? While the seminal contribution by Dornbusch provides concise predictions—exchange rates appreciate, i.e., overshoot on impact before depreciating gradually—empir
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b0c1557de58f1b148a9c4c9efbffe9b
https://doi.org/10.1016/j.jinteco.2020.103344
https://doi.org/10.1016/j.jinteco.2020.103344
Publikováno v:
Economic Modelling. 33:762-771
We analyze the influence of the fiscal position on the transmission of government spending shocks in a New Keynesian model. We find that once we allow for positive levels of government debt in the steady state, the sign and the size of the fiscal mul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d22503f2e12d8e93327f299af10e3862
https://doi.org/10.1016/j.econmod.2013.05.011
https://doi.org/10.1016/j.econmod.2013.05.011