Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model

By Georgios P. Georgiadis. 2015

134 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/65152a232453906d9e56f5841d97a30e82e72385

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Michael Hachula
2. Pablo Burriel
3. P. Anaya
4. C. Offermanns
5. A. Galesi

In Finance

1. Michael Hachula
2. Pablo Burriel
3. P. Anaya
4. C. Offermanns
5. A. Galesi

Citations in the corpus

• Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows (2017, methodology): “Following Georgiadis (2015b), we include the variables, with the exception of the VIX, the Fed’s balance sheet and the interest rates, in all models in first differences of their logarithms.14”
• Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries (2016, methodology): “In the context of conventional monetary policy, the industry structure of a country may affect the transmission of monetary policy because sectors react differently to changes in the policy rate (e.g. Galesi and Rachedi, 2016; Georgiadis, 2015b).”