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The Global Transmission of U.S. Monetary Policy

Giovanni Ricco (), Riccardo Degasperi and Seokki Hong

No 814, Working Papers from Economic Research Southern Africa

Abstract: This paper studies the transmission of US monetary shocks across the globe by employing a high-frequency identification of policy shocks and large VAR techniques, in conjunction with a large macro- financial dataset of global and national indicators covering both advanced and emerging economies. Our identification controls for the information effects of monetary policy and allows […]

Keywords: Monetary Policy; Other Macroeconomic Variables (search for similar items in EconPapers)
JEL-codes: C3 E5 F3 F4 (search for similar items in EconPapers)
Date: 2020-03-01
New Economics Papers: this item is included in nep-ifn, nep-mac, nep-mon and nep-opm
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Citations: View citations in EconPapers (29)

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Related works:
Working Paper: The Global Transmission of U.S. Monetary Policy (2023) Downloads
Working Paper: The global transmission of U.S. monetary policy (2021) Downloads
Working Paper: The Global Transmission of U.S. Monetary Policy (2020) Downloads
Working Paper: The Global Transmission of U.S. Monetary Policy (2020) Downloads
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