The Financial and Macroeconomic Effects of the OMT Announcements
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- Michele Lenza, 2015. "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, vol. 22, pages 12-16.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016. "The Financial and Macroeconomic Effects of the OMT Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
- Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
- Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," Working Papers ECARES ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014. "The financial and macroeconomic effects of OMT announcements," Working Paper Series 1707, European Central Bank.
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More about this item
Keywords
Outright monetary transactions; event study; news; multi-country vector autoregressive model;All these keywords.
JEL classification:
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2014-01-24 (European Economics)
- NEP-MAC-2014-01-24 (Macroeconomics)
- NEP-MON-2014-01-24 (Monetary Economics)
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