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Comparing monetary policy transmission across European countries

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  • Michael Ehrmann

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  • Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 58-83, March.
  • Handle: RePEc:spr:weltar:v:136:y:2000:i:1:p:58-83
    DOI: 10.1007/BF02707396
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    6. Mr. Ioannis Halikias & Mr. Joaquim Vieira Ferreira Levy, 1997. "Aspects of the Monetary Transmission Mechanism Under Exchange Rate Targeting: The Case of France," IMF Working Papers 1997/044, International Monetary Fund.
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    10. Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996. "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
    11. Gerlach, Stefan & Smets, Frank, 1995. "The Monetary Transmission Mechanism: Evidence from the G-7 Countries," CEPR Discussion Papers 1219, C.E.P.R. Discussion Papers.
    12. Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic properties of interpolated time series," Economics Letters, Elsevier, vol. 44(3), pages 221-228.
    13. Claudio E. V. Borio, 1997. "Monetary policy operating procedures in industrial countries," BIS Working Papers 40, Bank for International Settlements.
    14. Katarina Juselius, 1998. "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, vol. 23(3), pages 455-481.
    15. King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991. "Stochastic Trends and Economic Fluctuations," American Economic Review, American Economic Association, vol. 81(4), pages 819-840, September.
    16. Maclennan, Duncan & Muellbauer, John & Stephens, Mark, 1998. "Asymmetries in Housing and Financial Market Institutions and EMU," Oxford Review of Economic Policy, Oxford University Press, vol. 14(3), pages 54-80, Autumn.
    17. Juselius, Katarina, 1996. "An Empirical Analysis of the Changing Role of the German Bundesbank after 1983," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 791-819, November.
    18. Bordo, Michael D. (ed.), 1989. "Money, History, and International Finance," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226065939, December.
    19. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
    20. Rudi Dornbusch & Carlo Favero & Francesco Giavazzi, 1998. "Immediate challenges for the European Central Bank," Economic Policy, CEPR;CES;MSH, vol. 13(26), pages 16-64.
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    22. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
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    24. Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic properties of interpolated time series (Economics Letters 44, no. 3, 1994, pp. 221-228)," Economics Letters, Elsevier, vol. 46(2), pages 183-183, October.
    25. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 1-78.
    26. Michael D. Bordo, 1989. "Money, History, and International Finance: Essays in Honor of Anna J. Schwartz," NBER Books, National Bureau of Economic Research, Inc, number bord89-1, January-J.
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    More about this item

    Keywords

    C32; C50; E52; F42;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission

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