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Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis

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Listed:
  • McQuade, Peter
  • Falagiarda, Matteo
  • Tirpák, Marcel

Abstract

Using event-study techniques we investigate the presence and the magnitude of spillovers from the ECB JEL Classification: C32, E52, E58

Suggested Citation

  • McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015. "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series 1869, European Central Bank.
  • Handle: RePEc:ecb:ecbwps:20151869
    Note: 2104363
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    More about this item

    Keywords

    Central and Eastern Europe; ECB; event-study; monetary policy spillovers;

    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
    • 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

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