Shadow short rate and monetary policy in the Euro area-Reference-Cited by-同舟云学术

Shadow short rate and monetary policy in the Euro area

Published:2016-04-04 Issue:2 Volume:43 Page:279-298
ISSN:0340-8744
Container-title:Empirica
language:en
Short-container-title:Empirica

Author:

Damjanović Milan,Masten Igor

Publisher

Springer Science and Business Media LLC

Subject

Development,Geography, Planning and Development

Link

http://link.springer.com/content/pdf/10.1007/s10663-016-9328-4.pdf

Reference16 articles.

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2. Bernanke BS, Boivin J, Eliasz P (2005) Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR). Q J Econ 120(1):387–422

3. Bernanke B, Getler M, Glichrist S (1996) The financial accelerator and the flight to quality. Rev Econ Stat 78(1):1–15

4. Black F (1995) Interest rates as options. J Financ 50(5):1371–1376

5. Borstel E, Eickmeir S, Krippner L (2015) The interest rate pass-through in the euro area during the sovereign debt crisis. https://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2015/2015_06_05_dkp_10?__blob=publicationFile

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