Euro Area monetary policy and financial stress regimes: a threshold var approach
We investigate how the state of financial conditions affects the transmission of monetary policy to the euro area macroeconomy. Our main goal is to analyze the responses of output growth and inflation to monetary policy shocks during periods of low and high financial stress. Results from a Threshold...
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Formato: | masterThesis |
Idioma: | eng |
Publicado em: |
2020
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Assuntos: | |
Texto completo: | http://hdl.handle.net/10362/104267 |
País: | Portugal |
Oai: | oai:run.unl.pt:10362/104267 |