C Glocker, P Piribauer - Journal of International Money and Finance, 2021 - Elsevier
We study the role of digital transformation in the retail trade sector for the effectiveness of monetary policy. With the emergence of online retail trade, dynamic pricing concepts were …
OM Laine - International Journal of Central Banking, 2023 - ijcb.org
This paper estimates the effect of monetary policy on the term structure of stock market risk premia. The implied stock market risk premia are obtained using analysts' dividend forecasts …
H Aginta, M Someya - Journal of Economic Structures, 2022 - Springer
We analyze how regional economic structures affect the impact of monetary policy on rates of inflation across 34 Indonesian provinces. The paper first applies structural factor …
I develop and study a factor-augmented quasi-vector autoregressive (FAQVAR) model for economic policy analysis in tumultuous times. An observation-driven framework that exploits …
JAF Fernández - Central Bank Review, 2024 - Elsevier
This study examines the transmission of monetary policy in the eurozone from 2005 to 2021. The novelty of this research lies in defining the European Central Bank's monetary policy …
T Kockerols, C Kok - International Journal of Central Banking, 2021 - ijcb.org
This article focuses on the long-running debate on whether and, if so, to what extent monetary policy should “lean against the wind” by addressing financial imbalances in …
JE Alemán Hernández, NI Muller Durán - Contaduría y administración, 2022 - scielo.org.mx
El presente trabajo analiza las principales características de la política monetaria no convencional del banco central europeo (BCE) y su efectividad sobre el desempleo entre …
OM Laine - International Journal of Central Banking, forthcoming, 2021 - papers.ssrn.com
This paper estimates the effect of monetary policy on the term structure of stock market risk premia. The implied stock market risk premia are obtained using analysts' dividend forecasts …
This study assesses the impact of quantitative easing on real estate prices in the US and in the Euro area between the years 2003 and 2021. The recent real estate price inflation …