Uncertainty And Monetary Policy During The Great Recession
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- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers 2021-05, Department of Economics and Business Economics, Aarhus University.
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021. "Uncertainty and Monetary Policy during the Great Recession," CESifo Working Paper Series 8985, CESifo.
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As found by EconAcademics.org, the blog aggregator for Economics research:- Uncertainty and Monetary Policy during the Great Recession
by Christian Zimmermann in NEP-DGE blog on 2021-04-19 16:48:30
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Cited by:
- Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023. "Uncertainty And Monetary Policy During The Great Recession," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 577-606, May.
- Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
- Valeriu Nalban & Andra Smadu, 2022. "Uncertainty shocks and the monetary-macroprudential policy mix," Working Papers 739, DNB.
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More about this item
Keywords
Uncertainty shock; nonlinear IVAR; nonlinear DSGE framework; minimum-distance estimation; great recession;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2021-09-06 (Dynamic General Equilibrium)
- NEP-ETS-2021-09-06 (Econometric Time Series)
- NEP-FDG-2021-09-06 (Financial Development & Growth)
- NEP-ISF-2021-09-06 (Islamic Finance)
- NEP-MAC-2021-09-06 (Macroeconomics)
- NEP-MON-2021-09-06 (Monetary Economics)
- NEP-ORE-2021-09-06 (Operations Research)
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