The transmission of monetary policy and technology shocks in the euro area

C-Tier
Journal: Applied Economics
Year: 2009
Volume: 43
Issue: 8
Pages: 917-927

Authors (4)

Nuno Alves (not in RePEc) Jose Brandao de Brito (not in RePEc) Sandra Gomes (Banco de Portugal) Joao Sousa (Banco de Portugal)

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

This article analyses the response of a set of euro area macroeconomic variables to monetary policy and technology shocks based on structural Vector Auto-regressions (VARs). The data set runs from 1970:1 until 2006:4 and includes a novel long-run series for hours worked per capita in the euro area. We find that real macroeconomic variables follow a hump-shaped response after monetary policy shocks and jump on impact after technology shocks. We also provide evidence that hours worked fall after a positive technology shock. These conclusions are robust to different sample periods and specifications of the variables.

Technical Details

RePEc Handle
repec:taf:applec:v:43:y:2009:i:8:p:917-927
Journal Field
General
Author Count
4
Added to Database
2026-01-25