The effects of monetary policy shocks on consumption: a decomposition of the transmission channels for Portuguese households

In this study I use a combination of household level data from the 2ndwave of the HFCS with high-frequency data regarding changes in asset prices during events of monetary pol-icy communication to evaluate the effects of monetary shocks on households’ consumption expenditures in Portugal. I find tha...

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Bibliographic Details
Main Author: Pereira, Nuno André Mendes (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
High frequency identification
Monetary transmission
Inflation
Dynamicfactor models
Var
Monetary shock
Housing
Wealth distribution
Heterogeneous agents
Consumption
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/127194
Country:Portugal
Oai:oai:run.unl.pt:10362/127194

Internet

http://hdl.handle.net/10362/127194

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