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DP16766 News and uncertainty about COVID-19: Survey evidence and short-run economic impact 智库出版物
2021
作者:  Alexander Dietrich;  Keith Kuester;  Gernot Müller;  Raphael Schoenle
收藏  |  浏览/下载:9/0  |  提交时间:2022/09/22
Consumer expectations  Survey  Large shock  Uncertainty  monetary policy  
DP16520 Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
收藏  |  浏览/下载:8/0  |  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  
DP15579 Uncertainty shocks in currency unions 智库出版物
2020
作者:  Benjamin Born;  Gernot Müller;  Johannes Pfeifer
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Uncertainty shocks  Exchange rate regime  monetary policy  Euro area  Euro crisis  
News and uncertainty about the economic fallout of COVID-19: Survey evidence and implications for monetary policy 智库出版物
2020
作者:  Alexander Dietrich;  Keith Kuester;  Gernot Müller;  Raphael Schoenle
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Uncertainty  Growth  monetary policy  Natural rate of interest  News shocks  
DP14097 Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil 智库出版物
2019
作者:  Rafael Burjack;  Ritong Qu;  Henry Allan Timmermann
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Inflation uncertainty  Term structure  Monetary policy shocks  
DP13815 A Risk-centric Model of Demand Recessions and Speculation 智库出版物
2019
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Asset prices  Aggregate demand  Time-varying risk premium  Interest rate rigidity  Booms and recessions  Belief disagreements  Speculation  Monetary and macroprudential policy  Uncertainty shocks  Extrapolation  
DP13373 A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse 智库出版物
2018
作者:  Alex Cukierman
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Uncertainty  Bailouts  Banks’ reserves  Credit  monetary policy  Exit  Financial crisis  
DP12911 Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations 智库出版物
2018
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Structural vector autoregressions  Set identification  Informative priors  Model uncertainty  monetary policy  Impulse-response functions  Historical decompositions  
DP12013 Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions 智库出版物
2017
作者:  Volker Wieland;  Philipp Lieberknecht
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Model uncertainty  Model comparison  New keynesian dsge  Financial frictions  Monetary policy transmission  Fiscal policy transmission  Macroprudential policy transmission  Robust monetary policy  Forecasting  
After AQR and stress tests – where next for banking in the Eurozone? 智库出版物
2014
作者:  Thorsten Beck
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Capital flows  Capital inflows  Emerging markets  Policy uncertainty  Spillovers  Global crisis  monetary policy  Macroeconomic policy  Risk aversion  Home bias