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Determinants of global spillovers from US monetary policy

Georgios Georgiadis

No 1854, Working Paper Series from European Central Bank

Abstract: This paper assesses the global spillovers from identified US monetary policy shocks in a global VAR model. US monetary policy generates sizable output spillovers to the rest of the world, which are larger than the domestic effects in the US for many economies. The magnitude of spillovers depends on the receiving country JEL Classification: F4, E5, C3

Keywords: Mixed cross-section global VAR; Spillovers; US monetary policy (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cba, nep-mon and nep-opm
Date: 2015-09
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Journal Article: Determinants of global spillovers from US monetary policy (2016) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20151854

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