IDEAS home Printed from https://ideas.repec.org/p/bbv/wpaper/2302.html
   My bibliography  Save this paper

España | Retardos cortos y variables... de política monetaria
[Spain | Short and Variable Lags]

Author

Listed:
  • Guilherme Alves da Silva
  • Gergely Buda
  • Vasco M. Carvalho
  • Giancarlo Corsetti
  • João Duarte
  • Stephen Hansen
  • Alvaro Ortiz
  • Afonso Pereira da Silva
  • Tomasa Rodrigo
  • José V. Rodríguez Mora

Abstract

We study the transmission of monetary policy shocks using daily consumption, corporate sales and employment series. We find that the economy responds at both short and long lags that are variable in economically significant ways. We study the transmission of monetary policy shocks using daily consumption, corporate sales and employment series. We find that the economy responds at both short and long lags that are variable in economically significant ways.

Suggested Citation

  • Guilherme Alves da Silva & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Alvaro Ortiz & Afonso Pereira da Silva & Tomasa Rodrigo & José V. Rodríguez Mora, 2023. "España | Retardos cortos y variables... de política monetaria [Spain | Short and Variable Lags]," Working Papers 23/02, BBVA Bank, Economic Research Department.
    • Handle: RePEc:bbv:wpaper:2302
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Keywords

    forecasts; previsiones; Economic activity; Actividad económica; Big Data; Big Data; Monetary policy; Política monetaria; Spain; España; Analysis with Big Data; Análisis con Big Data; Global Economy; Economía Global; Working Paper; Documento de Trabajo;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bbv:wpaper:2302. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSCAR DE LAS PENAS SANCHEZ-CARO (email available below). General contact details of provider: https://edirc.repec.org/data/ebbvaes.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.