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Autoregressive vectors and the identification of monetary policy shocks in ArgentinaVectores autoregresivos e identificación de shocks de política monetaria en Argentina
(Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba., 2004)
Decreasing returns, risk premium shocks, and optimal monetary policy
(Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2015)
Stock market bubbles and monetary policy effectiveness
In this paper, we provide evidence on the role of conventional monetary policy in the dynamics of stock market bubbles. We analyze the response of stock market returns to monetary policy shocks but condition the analysis ...
Regional and state heterogeneity of monetary shocks in Argentina
(Elsevier B.V., 2019-11)
This paper empirically investigates how economic activity in Argentina at regional and provincial (i.e., state) levels responds to central national monetary policy shocks, as given by a change in the interest rate. Regional ...
External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations?
(ILADES - Universidad Alberto Hurtado., 2009)
Credit shocks and monetary policy in Brazil: a structural FAVAR approach
(2014-05-05)
This paper investigates the implications of the credit channel of the monetary policy transmission mechanism in the case of Brazil, using a structural FAVAR (SFAVAR) approach. The term structural comes from the estimation ...
Financial Stability and Monetary Policy - The case of Brazil
(EGV EPGE, 2013)