State‐Dependent Transmission of Monetary Policy in the Euro Area

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2019
Volume: 51
Issue: 7
Pages: 2053-2070

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We estimate a logit mixture vector autoregressive model describing monetary policy transmission in the euro area over the period 1999–2015. In contrast to other classes of nonlinear vector autoregressive models, regime affiliation is neither strictly binary, nor binary with a transition period, and based on multiple variables. We show that monetary policy transmission in the euro area can be described as a mixture of two states. In both states, output and prices are found to decrease after contractionary monetary policy shocks. However, the effects of monetary policy are less enduring in the “crisis state.”

Technical Details

RePEc Handle
repec:wly:jmoncb:v:51:y:2019:i:7:p:2053-2070
Journal Field
Macro
Author Count
3
Added to Database
2026-01-26