On the economic impact of aggregate liquidity shocks: The case of the UK

Author:

Ellington Michael,Milas Costas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Financial Shocks and Inflation Dynamics;Abbate;Bundesbank Discussion Paper No. 41/2016 Available from https://papers.ssrn.com/sol3/papers2.cfm?abstract_id=2857845,2016

2. Liquidity Shocks and Asset Price Boom/Bust Cycles;Adalid;ECB Working Paper, No. 732,2007

3. Unconventional monetary policy and the great recession: Estimating the macroeconomic effects of a spread compression at the zero lower bound;Baumeister;International Journal of Central Banking,2013

4. Liquidity, Inflation and Asset Prices in a Time-varying Framework for the Euro Area;Baumeister;National Bank of Belgium Working Paper (142),2008

5. The Role of Time-varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market;Baumeister;Journal of Applied Econometrics,2013

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