Symmetric and Asymmetric Effects of Monetary Policy Shocks On Output in BRICS Countries: Evidence From Hidden Panel Cointegration

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH ◽

10.24818/18423264/55.4.21.14 ◽

2021 ◽

Vol 55 (4/2021) ◽

pp. 215-226

Author(s):

BAYAT TAYFUR ◽

TUTGUN SEYHUN ◽

TASAR IZZET

Keyword(s):

Monetary Policy ◽

Panel Cointegration ◽

Monetary Policy Shocks ◽

Asymmetric Effects ◽

Brics Countries ◽

Download Full-text

Asymmetric effects of monetary policy shocks across US states

Papers of the Regional Science Association ◽

10.1111/pirs.12460 ◽

2019 ◽

Vol 98 (5) ◽

pp. 1861-1891 ◽

Author(s):

Davide Furceri ◽

Fabio Mazzola ◽

Pietro Pizzuto

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Us States ◽

Asymmetric Effects ◽

Download Full-text

Asymmetric effects of monetary policy shocks on economic performance: empirical evidence from Turkey

Applied Economics Letters ◽

10.1080/13504851.2015.1073836 ◽

2015 ◽

Vol 23 (5) ◽

pp. 353-360 ◽

Author(s):

Volkan Ülke ◽

M. Hakan Berument

Keyword(s):

Monetary Policy ◽

Empirical Evidence ◽

Economic Performance ◽

Monetary Policy Shocks ◽

Asymmetric Effects ◽

Download Full-text

The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach

Energy Economics ◽

10.1016/j.eneco.2010.06.003 ◽

2010 ◽

Vol 32 (6) ◽

pp. 1460-1466 ◽

Author(s):

Sajjadur Rahman ◽

Apostolos Serletis

Keyword(s):

Monetary Policy ◽

Oil Price ◽

Monetary Policy Shocks ◽

Asymmetric Effects ◽

Download Full-text

Asymmetric effects of monetary policy shocks on output growth in Nigeria: Evidence from nonlinear ARDL and Hatemi‐J causality tests

Journal of Public Affairs ◽

10.1002/pa.2449 ◽

2020 ◽

Author(s):

Gideon G. Goshit ◽

Gylych Jelilov ◽

Paul Terhemba Iorember ◽

Bilal Celik ◽

Onyinye Maria Davd‐Wayas

Keyword(s):

Monetary Policy ◽

Output Growth ◽

Monetary Policy Shocks ◽

Asymmetric Effects ◽

Nonlinear Ardl ◽

Policy Shocks ◽

Causality Tests

Download Full-text

The impact of unconventional monetary policy shocks on the crude oil futures market

The Journal of Energy Markets ◽

10.21314/jem.2018.171 ◽

2018 ◽

Author(s):

Tarek Chebbi

Keyword(s):

Monetary Policy ◽

Crude Oil ◽

Futures Market ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Oil Futures ◽

Policy Shocks ◽

Crude Oil Futures ◽

Download Full-text

Are the Effects of Monetary Policy Shocks in the US Different During Financial Crises? - A Threshold VAR Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2319701 ◽

2013 ◽

Author(s):

Jasmine Zheng

Keyword(s):

Monetary Policy ◽

Financial Crises ◽

Monetary Policy Shocks ◽

The Us ◽

Download Full-text

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2687157 ◽

2015 ◽

Author(s):

Sudheer Chava ◽

Alex C. Hsu

Keyword(s):

Monetary Policy ◽

Cross Section ◽

Financial Constraints ◽

Equity Returns ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Download Full-text

Monetary Policy Shocks and Variance Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3300244 ◽

2018 ◽

Author(s):

Asad Dossani

Keyword(s):

Monetary Policy ◽

Risk Premia ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Download Full-text

Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

SSRN Electronic Journal ◽

10.2139/ssrn.3479470 ◽

2019 ◽

Author(s):

Rafael Burjack ◽

Ritong Qu ◽

Allan Timmermann

Keyword(s):

Monetary Policy ◽

Economic Uncertainty ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Transmission Of Monetary Policy

Download Full-text

Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

SSRN Electronic Journal ◽

10.2139/ssrn.3134156 ◽

2018 ◽

Author(s):

Efrem Castelnuovo ◽

Giovanni Pellegrino

Keyword(s):

Monetary Policy ◽

New Keynesian ◽

Monetary Policy Shocks ◽

Download Full-text