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Global Spillovers of the Fed Information Effect · Study

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ArticleGlobal Spillovers of the Fed Information Effect

Marco Pinchetti2023

OA

Articlegreen2023

Global Spillovers of the Fed Information Effect

Marco Pinchetti · Andrzej Szczepaniak

11 citations·0/0 files stored·IMF Economic Review

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Market Dynamics and Volatility

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References

2016Measuring Economic Policy Uncertainty*2005Estimation and Inference of Impulse Responses by Local Projections 2015Measuring Uncertainty 2012Credit Spreads and Business Cycle Fluctuations 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect

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Details

Year2023

Typearticle

Published2023-08-18

VenueIMF Economic Review

ISSN-L2041-4161

Languageen

Citations11

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1057/s41308-023-00210-1

openalex_workW4385981192

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