Production network structure and the impact of the monetary policy shocks: Evidence from the OECD

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 193
Issue: C

Authors (4)

Caraiani, Petre (Academia Romana) Dutescu, Adriana (not in RePEc) Hoinaru, Răzvan (not in RePEc) Stănilă, Georgiana Oana (not in RePEc)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

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

Abstract

We aim to answer the question on whether the production structure influences the transmission of monetary policy shocks. For 24 OECD economies, we estimate time-varying Bayesian VARs and compute the time-varying impulse response functions of GDP to monetary shocks. We analyze the production network structure using specific network measures. When looking at the relationship between the production networks measures and the impact of monetary policy shocks on GDP, upstreamness and downstreamness are found significant. We also identify an amplifying role for real estate and the financial intermediation sectors.

Technical Details

RePEc Handle
repec:eee:ecolet:v:193:y:2020:i:c:s016517652030183x
Journal Field
General
Author Count
4
Added to Database
2026-01-25