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Research literature, 1 records found
Research literature 1 records found  
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50 p, 689.3 KB One money, many markets : a factor model approach to monetary policy in the euro area with high-frequency identification / Corsetti, Giancarlo ; Duarte, Joao B. ; Mann, Samuel
We reconsider the effects of common monetary policy shocks across countries in the euro area, using a data-rich factor model and identifying shocks with high-frequency surprises around policy announcements. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.

2018 (ADEMU Working Paper Series ; 87)  

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