scholarly journals Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.

2016 ◽  
Author(s):  
Emanuele Bacchiocchi ◽  
Efrem Castelnuovo ◽  
Luca Fanelli
Keyword(s):  
Monetary Policy ◽  
Monetary Policy Shocks ◽  
Policy Shocks ◽  
Macroeconomic Effects ◽  
The U.S

Transmission effects of the U.S. and China monetary policy shocks on the world

2019 ◽  
Vol 51 (46) ◽  
pp. 5063-5075
Author(s):  
Shu-Mei Chiang ◽  
Hung-Chun Liu ◽  
Chien-Ming Huang ◽  
Hsin-Fu Chen
Keyword(s):  
Monetary Policy ◽  
Monetary Policy Shocks ◽  
The World ◽  
Policy Shocks ◽  
The U.S

scholarly journals The Influence of Monetary Policy on Equity and Volatility Indices in the U.S. and Canada

2016 ◽  
Vol 8 (4) ◽  
pp. 132
Author(s):  
Robert Killins
Keyword(s):  
Monetary Policy ◽  
Equity Markets ◽  
Monetary Policy Shocks ◽  
Policy Changes ◽  
Dynamic Relationship ◽  
Canadian Data ◽  
Downward Pressure ◽  
Policy Shocks ◽  
Equity Indices ◽  
The U.S

This paper investigates the reaction of equity and volatility indices in the U.S. and Canada to changes in monetary policy by each respective country. The results confirm previous literature that suggests contractionary changes in monetary policy in the U.S. results in downward pressure on U.S. equity indices. Additionally, this research finds that monetary policy changes do not have any significant impact on the volatilely index in the U.S. (VIX). The results from the Canadian data show a much different picture. Contractionary changes of monetary policy in both Canada and the U.S. seem to drive Canadian equity markets in an upward manner. These monetary policy shocks also have a significant impact on volatilely indices in Canada. This research documents the dynamic relationship monetary policy has on equity markets in the U.S. and Canada.

Revisiting the macroeconomic effects of monetary policy shocks

2021 ◽  
Author(s):  
Firmin Doko Tchatoka ◽  
Qazi Haque
Keyword(s):  
Monetary Policy ◽  
Monetary Policy Shocks ◽  
Policy Shocks ◽  
Macroeconomic Effects

The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability

2018 ◽  
Vol 71 ◽  
pp. 184-201 ◽  
Author(s):  
Marco A.F.H. Cavalcanti ◽  
Luciano Vereda ◽  
Rebeca de B. Doctors ◽  
Felipe C. Lima ◽  
Lucas Maynard
Keyword(s):  
Monetary Policy ◽  
Public Debt ◽  
Fiscal Rules ◽  
Monetary Policy Shocks ◽  
Debt Sustainability ◽  
Policy Shocks ◽  
Macroeconomic Effects
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