Spillovers of US monetary policy uncertainty on inflation targeting emerging economies
We investigate for spillovers from monetary policy uncertainty in the United States to the
policy rates of seven inflation targeting emerging economies—Brazil, Chile, Colombia …
policy rates of seven inflation targeting emerging economies—Brazil, Chile, Colombia …
Asymmetric spillovers in emerging market monetary policy
Is the average impact of US short term rates on EM monetary policy independent of the
direction of US monetary policy movement? Building on a variety of estimation techniques …
direction of US monetary policy movement? Building on a variety of estimation techniques …
[HTML][HTML] Toward green central banking: Proposing an augmented Taylor rule
This study explores the greening of the Federal Reserve monetary policy from January 2000
to August 2023. We discuss the challenges inherent in the US central bank's pursuit of an …
to August 2023. We discuss the challenges inherent in the US central bank's pursuit of an …
COVID-19 and exchange rates: Spillover effects of US monetary policy
H Yilmazkuday - Atlantic Economic Journal, 2022 - Springer
This paper investigates the spillover effects of United States monetary policy on exchange
rates of 11 emerging markets and 12 advanced economies during the pre-Coronavirus …
rates of 11 emerging markets and 12 advanced economies during the pre-Coronavirus …
[HTML][HTML] Brazilian macroeconomic dynamics redux: Shocks, frictions, and unemployment in SAMBA model
This paper documents the recent changes in the structure and estimation procedures of the
SAMBA model, providing a complete description of the decision problems that each …
SAMBA model, providing a complete description of the decision problems that each …
[HTML][HTML] Monetary policy spillovers between the US and African Central Banks: A time-and frequency-varying connectedness study
This study investigates time and frequency connectedness between monetary policy in the
US and 7 African countries to determine the extent to which US monetary policy influences …
US and 7 African countries to determine the extent to which US monetary policy influences …
Monetary Policy Strategies in Advanced and Emerging Economies
Y Chen, A Serletis - Open Economies Review, 2024 - Springer
We investigate the time-series properties of the price level in advanced and emerging
economies. We are motivated by the debate of whether central banks should accommodate …
economies. We are motivated by the debate of whether central banks should accommodate …
Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies
How does uncertainty originating from the future path taken by monetary policy enacted by
the Federal Reserve in the United States affect the business confidence in other advanced …
the Federal Reserve in the United States affect the business confidence in other advanced …
The endogeneity of monetary policies of emerging market economies
LA Attílio - Macroeconomics and Finance in Emerging Market …, 2024 - Taylor & Francis
We analyse the responses of the monetary policy of five (Brazil, Chile, Mexico, India, and
South Africa) emerging market economies (EME) to domestic and external (US) shocks. We …
South Africa) emerging market economies (EME) to domestic and external (US) shocks. We …
Monetary policy and interest rate spreads
This paper investigates the effects of monetary policy shocks and uncertainty about
monetary policy on key macroeconomic variables and interest rate spreads—the term …
monetary policy on key macroeconomic variables and interest rate spreads—the term …