Stock market response to monetary and fiscal policy shocks: Multi-country evidence
A Structural VAR model is employed to investigate the effects of monetary and fiscal policy
shocks on stock market performance in Germany, UK and the US. A significant number of …
shocks on stock market performance in Germany, UK and the US. A significant number of …
Fiscal developments and financial stress: a threshold VAR analysis
We use a threshold VAR analysis to study the linkages between changes in the debt ratio,
economic activity and financial stress within different financial regimes. We use quarterly …
economic activity and financial stress within different financial regimes. We use quarterly …
Trade spill-overs of fiscal policy in the European Union: a panel analysis
We explore international spill-overs from fiscal policy shocks via trade in Europe. To assess
and quantify the channels through which a fiscal expansion stimulates domestic activity …
and quantify the channels through which a fiscal expansion stimulates domestic activity …
[HTML][HTML] The effect of fiscal and monetary policies interaction on stock market performance: Evidence from Nigeria
This study examines the impact of the interactions between fiscal and monetary policies on
stock market behaviour (ASI) and the impact of the volatility of these interactions on the …
stock market behaviour (ASI) and the impact of the volatility of these interactions on the …
Fiscal policy and asset prices
L Agnello, RM Sousa - Bulletin of Economic Research, 2013 - Wiley Online Library
We analyse the impact of fiscal policy on asset prices using a panel vector auto‐regressive
(PVAR) approach and quarterly data for ten industrialized countries. We find that positive …
(PVAR) approach and quarterly data for ten industrialized countries. We find that positive …
The policy mix in the US and EMU: Evidence from a SVAR analysis
We use a SVAR approach to the effects of fiscal and monetary policies, as well as their
interactions (policy mix) for the US and the Euro Area (EMU). Overall, our results show that …
interactions (policy mix) for the US and the Euro Area (EMU). Overall, our results show that …
Adopting the euro in Central Europe
S Schadler, P Drummond, L Kuijs… - IMF Occasional …, 2005 - elibrary.imf.org
Upon entry into the European Union, countries become members of the Economic and
Monetary Union (EMU), with a derogation from adopting the euro as their currency (that is …
Monetary Union (EMU), with a derogation from adopting the euro as their currency (that is …
The relative effectiveness of Monetary and Fiscal Policies on growth: what does long-run SVAR model tell us?
This paper studies empirically the relative effectiveness of monetary and fiscal policies on
growth. Unlike many previous papers which have focused, to a large extent, on the effect of …
growth. Unlike many previous papers which have focused, to a large extent, on the effect of …
[HTML][HTML] Monetary and fiscal policy mix in a small open economy: Evidence from Nigeria
MK Tule, SF Onipede, GU Ebuh - Scientific African, 2020 - Elsevier
In this article we employed structural vector auto-regressive (SVAR) model to assess the
degree of coordination between monetary and fiscal policy and how such coordination has …
degree of coordination between monetary and fiscal policy and how such coordination has …
The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?
CB Tse, T Rodgers, J Niklewski - Economic Modelling, 2014 - Elsevier
This paper investigates the impact of the 2007 financial crisis on the relationship between
real mortgage interest rates and real house prices. It applies a dynamic conditional …
real mortgage interest rates and real house prices. It applies a dynamic conditional …