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Jasmine Zheng

Personal Details

First Name:Jasmine
Middle Name:
Last Name:Zheng
Suffix:
RePEc Short-ID:pzh488
[This author has chosen not to make the email address public]
http://www.jasmineszheng.com

Affiliation

Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jasmine Zheng, 2013. "Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach," CAMA Working Papers 2013-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

Articles

  1. Renée Fry-Mckibbin & Jasmine Zheng, 2016. "Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach," Applied Economics, Taylor & Francis Journals, vol. 48(59), pages 5802-5823, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jasmine Zheng, 2013. "Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach," CAMA Working Papers 2013-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
    2. Tommaso Ferraresi & Andrea Roventini & Willi Semmler, 2016. "Macroeconomic Regimes, Technological Shocks and Employment Dynamics," Sciences Po publications 2016-19, Sciences Po.
    3. Chen, Pu & Semmler, Willi, 2018. "Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 318-348.
    4. Nils Jannsen & Galina Potjagailo & Maik H. Wolters, 2019. "Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 81-126, October.
    5. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022. "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, vol. 63(4), pages 1741-1769, October.
    6. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
    7. Evgenidis, Anastasios & Tsagkanos, Athanasios, 2017. "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 69-81.
    8. Tsagkanos, Athanasios & Evgenidis, Anastasios & Vartholomatou, Konstantina, 2018. "Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach," Research in International Business and Finance, Elsevier, vol. 44(C), pages 386-393.
    9. Andrew Binning & Hilde C. Bj�rnland & Junior Maih, 2019. "Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model," Working Papers No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    10. Brana, Sophie & Campmas, Alexandra & Lapteacru, Ion, 2019. "(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship," Economic Modelling, Elsevier, vol. 81(C), pages 576-593.
    11. Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
    12. Anca Mihaela COPACIU & Alexandra HOROBET, 2022. "Spillovers in the Presence of Financial Stress – An Application to Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 29-43, April.
    13. Hwang, Sunjoo, 2020. "Financial Development and Economic Growth in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(1), pages 31-56.
    14. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
    15. Valeriu Nalban, 2016. "Sentiment-Driven Asymmetries in Romanian Monetary Policy Transmission," Eastern European Economics, Taylor & Francis Journals, vol. 54(3), pages 251-270, May.
    16. Ahmad Yamin & Donayre Luiggi, 2016. "Outliers and persistence in threshold autoregressive processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(1), pages 37-56, February.

Articles

  1. Renée Fry-Mckibbin & Jasmine Zheng, 2016. "Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach," Applied Economics, Taylor & Francis Journals, vol. 48(59), pages 5802-5823, December.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (2) 2013-10-02 2016-05-21
  2. NEP-MAC: Macroeconomics (2) 2013-10-02 2016-05-21
  3. NEP-MON: Monetary Economics (2) 2013-10-02 2016-05-21
  4. NEP-FDG: Financial Development and Growth (1) 2016-05-21

Corrections

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