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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Bibliographic Details
Main Author: Martins, Daniela Soares (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Eurozone
Financial stress regimes
Monetary policy shocks
Threshold vector autoregression.
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/104267
Country:Portugal
Oai:oai:run.unl.pt:10362/104267

Internet

http://hdl.handle.net/10362/104267

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