U.S. Monetary Policy and the Global Financial Cycle
From MaRDI portal
Publication:3382421
DOI10.1093/restud/rdaa019zbMath1471.91333OpenAlexW3121758494MaRDI QIDQ3382421
Silvia Miranda-Agrippino, Hélène Rey
Publication date: 21 September 2021
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/restud/rdaa019
monetary policyinternational spilloversglobal financial cycleidentification with external instruments
Macroeconomic theory (monetary models, models of taxation) (91B64) Financial networks (including contagion, systemic risk, regulation) (91G45)
Related Items (7)
The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach ⋮ Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US ⋮ A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies ⋮ The global effects of Covid-19-induced uncertainty ⋮ International portfolio bond spillovers ⋮ Nowcasting with large Bayesian vector autoregressions ⋮ A unified approach for jointly estimating the business and financial cycle, and the role of financial factors
This page was built for publication: U.S. Monetary Policy and the Global Financial Cycle