Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area
- 17 November 2015
- journal article
- Published by Springer Science and Business Media LLC in International Economics and Economic Policy
- Vol. 13 (1), 105-138
- https://doi.org/10.1007/s10368-015-0325-z
Abstract
No abstract availableKeywords
This publication has 42 references indexed in Scilit:
- Financial stress and economic activity in GermanyEmpirica, 2013
- Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?Journal of Financial Stability, 2013
- CISS - A Composite Indicator of Systemic Stress in the Financial SystemSSRN Electronic Journal, 2012
- Monetary Policy and Credit Supply ShocksIMF Economic Review, 2011
- Credit Spreads and Monetary PolicyJournal of Money, Credit and Banking, 2010
- Macro Risk Premium and Intermediary Balance Sheet QuantitiesIMF Economic Review, 2010
- Monetary policy in exceptional timesEconomic Policy, 2010
- Measuring Monetary PolicyThe Quarterly Journal of Economics, 1998
- Macroeconomics and RealityEconometrica, 1980
- Investigating Causal Relations by Econometric Models and Cross-spectral MethodsEconometrica, 1969