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DP16485 A Tale of Two Global Monetary Policies 智库出版物
2022
作者:  Silvia Miranda-Agrippino;  Tsvetelina Nenova
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Unconventional monetary policy  High-frequency identification  International spillovers  Fed  Ecb  
DP16034 Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices 智库出版物
2022
作者:  Francesco Bianchi;  Roberto Gomez Cram
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Asset pricing  High-frequency identification  Social media  Partisanship  
DP14968 One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area 智库出版物
2020
作者:  Giancarlo Corsetti;  Joao B. Duarte;  Samuel Mann
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
monetary policy  High-frequency identification  Monetary union  Housing market  Loan-to-value ratio  Adjustable mortgage rates  
DP14021 Threats to Central Bank Independence: High-Frequency Identification with Twitter 智库出版物
2019
作者:  Francesco Bianchi;  Thilo Kind;  Howard Kung
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central bank independence  monetary policy  Twitter  Fed funds target  High-frequency identification  
DP14021 Threats to Central Bank Independence: High-Frequency Identification with Twitter 智库出版物
2019
作者:  Francesco Bianchi;  Thilo Kind;  Howard Kung
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central bank independence  monetary policy  Twitter  Fed funds target  High-frequency identification  
DP13153 Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 智库出版物
2018
作者:  Refet Gürkaynak;  Burçin Kısacıkoğlu;  Jonathan Wright
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Event study  Bond markets  High-frequency data  Identification  
DP12765 Deconstructing Monetary Policy Surprises - The Role of Information Shocks 智库出版物
2018
作者:  Peter Karadi;  Marek Jarociński
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central bank private information  Monetary policy shock  High-frequency identification  Structural var  
DP12217 Monetary Policy in the Capitals of Capital 智库出版物
2017
作者:  Helene Rey
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
monetary policy  International financial spillovers  High frequency identification  
DP10583 Euro Area Government Bonds?Integration and Fragmentation During the Sovereign Debt Crisis 智库出版物
2015
作者:  Michael Ehrmann;  Marcel Fratzscher
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Contagion  Ecb  European crisis  Fragmentation  High-frequency data  Identification  Integration  Policy  Sovereign debt  
DP9824 Monetary Policy Surprises, Credit Costs and Economic Activity 智库出版物
2014
作者:  Mark Gertler;  Peter Karadi
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Credit spread  External instrument  Forward guidance  High-frequency identification  Monetary policy transmission  Structural var  Term premium