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DP16814 A Note on Temporary Supply Shocks with Aggregate Demand Inertia 智库出版物
2022
作者:  Alp Simsek;  Ricardo Caballero
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
monetary policy  Interest rates  Temporary supply shocks  Aggregate demand inertia  inflation  Policy frontloading  Backward guidance  Output and inflation gaps  The phillips curve  Covid-19  
DP14830 Monetary Policy with Opinionated Markets 智库出版物
2022
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Monetary policy and shocks  Belief disagreements  Interest rates  The fed's greenbook projections and the dot plot  Fed belief surprises  Tantrum shocks  Communication  Gradualism  Forward guidance  Cost-push shocks  
DP17295 Deciphering Monetary Policy Shocks 智库出版物
2022
作者:  Phillipp Gnan;  Maximilian Schleritzko;  Maik Schmeling;  Christian Wagner
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Monetary policy shocks  Central bank communication  Asset pricing  Textual analysis  
DP17259 Shipping Costs and Inflation 智库出版物
2022
作者:  Yan Carriere-Swallow;  Pragyan Deb;  Davide Furceri;  Daniel Jiménez;  Jonathan D. Ostry
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Price shocks  Shipping cost  Inflation pass-through  monetary policy  
DP17049 On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity 智库出版物
2022
作者:  Minsu Chang;  Frank Schorfheide
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Consumption distribution  Earnings distribution  Functional vector autoregressions  Heterogeneous agent models  Monetary policy shocks  
DP16952 Idiosyncratic Income Risk and Aggregate Fluctuations 智库出版物
2022
作者:  Davide Debortoli;  Jordi Gali
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Heterogeneous agents  Economic fluctuations  Idiosyncratic shocks  monetary policy  Hank models  
DP16836 Identifying Monetary Policy Shocks Using the Central Bank’s Information Set 智库出版物
2021
作者:  Ruediger Bachmann;  Eric Sims;  Isabel Goedl Hanisch
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Identification  Nowcasts  Monetary policy shocks  Local projections  
DP16520 Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Futures markets  Risk premia  monetary policy  Commodities  Asset pricing  Return regressions  Affine term structure models  Model uncertainty  Forecasting  Expectational shocks  
DP16245 Global Risk and the Dollar 智库出版物
2021
作者:  Georgios Georgiadis;  Gernot Müller;  Ben Schumann
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Us dollar  Safe-haven currencies  Risk shocks  Trade channel  Financial channel  Bayesian proxy structural var  Minimum relative entropy  Counterfactual  monetary policy  
DP16134 Making waves: Monetary policy and its asymmetric spillovers in a globalised world 智库出版物
2021
作者:  Michele Ca’Zorzi;  Luca Dedola;  Georgios Georgiadis;  Marek Jarociński;  Livio Stracca;  Georg Strasser
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Monetary policy spillovers  Monetary policy shocks  International transmission