Effects of US quantitative easing on emerging market economies

DOI10.1016/j.jedc.2020.104031zbMath1475.91193OpenAlexW3125289246MaRDI QIDQ2246683

Arpita Chatterjee, Woong Yong Park, Saroj Bhattarai

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/190224

zbMATH Keywords

spilloversemerging market economiesBayesian panel VARfragile five countriesUS quantitative easing

Mathematics Subject Classification ID

Economic growth models (91B62) Financial markets (91G15)

Related Items (2)

Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach ⋮ Quantitative easing in the US and financial cycles in emerging markets

Uses Software

• CODA

Cites Work

• Unnamed Item
• Forecasting the term structure of government bond yields
• A shadow rate New Keynesian model
• Measuring the stance of monetary policy in zero lower bound environments
• Panel Vector Autoregressive Models: A Survey
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
• DOES MONETARY POLICY GENERATE RECESSIONS?

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