Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone

Author:

Belke Ansgar,Rees Andreas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. ‘Real time’ early warning indicators for costly asset price boom/bust cycles – a role for global liquidity;Alessi,2009

2. International macroeconomic dynamics: A factor vector autoregressive approach;Bagliano;Economic Modelling,2009

3. Does global liquidity drive commodity prices;Beckmann;Journal of Banking and Finance,2014

4. The importance of global shocks for national policymakers – rising challenges for sustainable monetary policies;Belke;The World Economy,2013

5. Cross-section dependence and the monetary exchange rate model – a panel analysis;Belke;North American Journal of Economics,2012

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1. Housing market, oil prices, and macroeconomic volatility in the G7;The Manchester School;2024-02-23

2. Küresel Piyasaların Türkiye Ekonomisi Üzerindeki Etkisi: FAVAR Yaklaşımı;Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi;2024-01-09

3. Do sovereign-bond issuers learn from peers?;Journal of Financial Stability;2023-08

4. Evaluating Monetary Policy Effectiveness in North Macedonia: Evidence from a Bayesian Favar Framework;South East European Journal of Economics and Business;2022-12-01

5. Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework;International Review of Financial Analysis;2020-10

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