The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times

This study aims to examine the asymmetric effects of a monetary policy shock on the European economy and how these effects are influenced by the presence of uncertainty and the bad economic times (recessions). Via the implementation of the interacted panel VAR approach, is tested how the regimes of...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Δεληγιάννη, Κατερίνα
Άλλοι συγγραφείς:	Deligianni, Katerina
Γλώσσα:	English
Έκδοση:	2021
Θέματα:	Monetary policy Uncertainty Interacted panel VAR Recession Νομισματική πολιτική Αβεβαιότητα Οικονομική ύφεση
Διαθέσιμο Online:	http://hdl.handle.net/10889/15520

id	nemertes-10889-15520
record_format	dspace
spelling	nemertes-10889-155202022-09-05T06:57:40Z The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times Η ασύμμετρη επίδραση των νομισματικών σοκ στην οικονομία και ο ρόλος της αβεβαιότητας και της ύφεσης Δεληγιάννη, Κατερίνα Deligianni, Katerina Monetary policy Uncertainty Interacted panel VAR Recession Νομισματική πολιτική Αβεβαιότητα Οικονομική ύφεση This study aims to examine the asymmetric effects of a monetary policy shock on the European economy and how these effects are influenced by the presence of uncertainty and the bad economic times (recessions). Via the implementation of the interacted panel VAR approach, is tested how the regimes of uncertainty and recession interact with the effectiveness of the monetary policy. The empirical results present that the efficacy of the monetary policy is dampened during periods of high uncertainty, while it is boosted when the economy is facing a recession. 2021-11-04T09:27:00Z 2021-11-04T09:27:00Z 2021-09-03 http://hdl.handle.net/10889/15520 en application/pdf
institution	UPatras
collection	Nemertes
language	English
topic	Monetary policy Uncertainty Interacted panel VAR Recession Νομισματική πολιτική Αβεβαιότητα Οικονομική ύφεση
spellingShingle	Monetary policy Uncertainty Interacted panel VAR Recession Νομισματική πολιτική Αβεβαιότητα Οικονομική ύφεση Δεληγιάννη, Κατερίνα The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
description	This study aims to examine the asymmetric effects of a monetary policy shock on the European economy and how these effects are influenced by the presence of uncertainty and the bad economic times (recessions). Via the implementation of the interacted panel VAR approach, is tested how the regimes of uncertainty and recession interact with the effectiveness of the monetary policy. The empirical results present that the efficacy of the monetary policy is dampened during periods of high uncertainty, while it is boosted when the economy is facing a recession.
author2	Deligianni, Katerina
author_facet	Deligianni, Katerina Δεληγιάννη, Κατερίνα
author	Δεληγιάννη, Κατερίνα
author_sort	Δεληγιάννη, Κατερίνα
title	The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
title_short	The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
title_full	The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
title_fullStr	The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
title_full_unstemmed	The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
title_sort	asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times
publishDate	2021
url	http://hdl.handle.net/10889/15520
work_keys_str_mv	AT delēgiannēkaterina theasymmetriceffectsofmonetarypolicyshocksontheeconomyandtheroleofuncertaintyandbadeconomictimes AT delēgiannēkaterina ēasymmetrēepidrasētōnnomismatikōnsokstēnoikonomiakaiorolostēsabebaiotētaskaitēsyphesēs AT delēgiannēkaterina asymmetriceffectsofmonetarypolicyshocksontheeconomyandtheroleofuncertaintyandbadeconomictimes
_version_	1771297173904818176

The asymmetric effects of monetary policy shocks on the economy and the role of uncertainty and bad economic times

Παρόμοια τεκμήρια