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Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model

Citations

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Cited by:

  1. Olga Korotkikh, 2020. "A Multi-Country BVAR Model for the External Sector," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 98-112, December.
  2. Hasan Engin Duran & Pawe³ Gajewski, 2023. "State-level Taylor rule and monetary policy stress," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 89-120, March.
  3. Jackson, Laura E. & Owyang, Michael T. & Zubairy, Sarah, 2018. "Debt and stabilization policy: Evidence from a Euro Area FAVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 67-91.
  4. Sangyup Choi & Kimoon Jeong & Jiseob Kim, 2023. "One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes," Working papers 2023rwp-209, Yonsei University, Yonsei Economics Research Institute.
  5. Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018. "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers 2018/04, Latvijas Banka.
  6. Lucas Hafemann & Peter Tillmann, 2020. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 97-136, December.
  7. Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
  8. Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
  9. Petrovska Magdalena & Tonovska Jasna & Nikolov Miso & Sulejmani Artan, 2022. "Evaluating Monetary Policy Effectiveness in North Macedonia: Evidence from a Bayesian Favar Framework," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 67-82, December.
  10. Nave, Juan M. & Ruiz, Javier, 2025. "Stock market sensitivities to European monetary policy," The Journal of Economic Asymmetries, Elsevier, vol. 32(C).
  11. Gefang, Deborah & Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2025. "Does one size fit all? The country-specific effects of ECB monetary policy," European Economic Review, Elsevier, vol. 175(C).
  12. Gomes-Pereira, Francisco, 2024. "Balance sheet expansionary policies in the euro area: Macroeconomic impacts and a vulnerable versus non-vulnerable comparison," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
  13. Chiţu, Livia & Gori, Sofia & Gürkaynak, Refet S., 2026. "External finance premium: market finance versus bank finance," Working Paper Series 3235, European Central Bank.
  14. Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series 2248, European Central Bank.
  15. Marcellino, Massimiliano & Tornese, Tommaso, 2025. "An empirical investigation of the effects of monetary policy shocks on the Italian economy," Economics Letters, Elsevier, vol. 257(C).
  16. Lukas Berend & Jan Pruser, 2024. "The Transmission of Monetary Policy via Common Cycles in the Euro Area," Papers 2410.05741, arXiv.org, revised Nov 2024.
  17. Manuel Rupprecht, 2020. "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 281-302, May.
  18. Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025. "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series 377, European Central Bank.
  19. Conrad, Christian & Enders, Zeno, 2024. "Die Grenzen der EZB-Prognosen," Working Papers 0747, University of Heidelberg, Department of Economics.
  20. George N. Apostolakis & Nikolaos Giannellis & Athanasios P. Papadopoulos, 2023. "Macro‐financial effects of monetary policy easing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 715-738, April.
  21. Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2024. "International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia," Journal of Financial Stability, Elsevier, vol. 75(C).
  22. Ouerk, Salima & Boucher, Christophe & Lubochinsky, Catherine, 2020. "Unconventional monetary policy in the Euro Area: Shadow rate and light effets," Journal of Macroeconomics, Elsevier, vol. 65(C).
  23. Geiger, Martin & Gründler, Daniel & Scharler, Johann, 2023. "Monetary policy shocks and consumer expectations in the euro area," Journal of International Economics, Elsevier, vol. 140(C).
  24. Ursel Baumann & David Lodge & Mirela S. Miescu, 2024. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 76-90, January.
  25. Manuel Gonzalez-Astudillo & Diego Vilán, 2025. "One Policy Rate, Many Stances: Evidence from the European Monetary Union," Finance and Economics Discussion Series 2025-087, Board of Governors of the Federal Reserve System (U.S.).
  26. Marouane Daoui, 2023. "Econometric assessment of the monetary policy shocks in Morocco: Evidence from a Bayesian Factor-Augmented VAR," Papers 2302.14114, arXiv.org.
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