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Monetary policy shocks in the euro area and global liquidity spillovers
Open accessAbstract
We analyse the international transmission of monetary shocks with a focus on the effects of foreign liquidity on the euro area. We estimate two domestic structural VAR models for the euro area and then we introduce a global liquidity aggregate. The impulse responses show that a positive shock to foreign liquidity leads to permanent increases in the euro area M3 aggregate and the price level, a temporary rise in real output and a temporary appreciation of the euro real effective exchange rate. Moreover, we find that innovations in global liquidity play an important role in explaining price and output fluctuations. Copyright © 2007 John Wiley & Sons, Ltd.
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Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. H., & Smith, R. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01644-f · Cited by 5,479
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The financing of small innovative firms: the Italian case
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Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG
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Metadata
- Authors
- Sousa, J., & Zaghini, A.
- Venue
- International Journal of Finance & Economics
- Publisher
- Wiley
- Published
- 2007-03-09
- Volume
- 13
- Issue
- 3
- Pages
- 205-218
- ISSN
- 1076-9307 (ISSN-L)
- 1099-1158
- OpenAlex
- W2031455469
- Cited by
- 281
- References
- 1
- FWCI
- 83.10
- Type
- journal article
- Language
- en
- Open access
- green
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