Browsing Department of Economics (ECO) by Author "EHRMANN, Michael"
Now showing items 1-5 of 5
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Title:Regime-Dependent Impulse Response Functions in a Markov-Switching Vector Autoregression Model Author(s):EHRMANN, Michael; ELLISON, Martin; VALLA, NatachaDate:2003Citation:Economics Letters, 2003, 78, 3, 295-299Type:ArticleAbstract:This paper combines both Markov-switching and structural identifying restrictions in a vector autoregression model. The resulting regime-dependent impulse response functions show how the reaction of variables in the model ...
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Title:Firm Size and Monetary Policy Transmission, Evidence from German Business Survey Data Author(s):EHRMANN, MichaelDate:2000Type:Working PaperSeries/Number:EUI ECO; 2000/12
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Title:The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies Author(s):ARTIS, Michael J.; EHRMANN, MichaelDate:2000Type:Working PaperSeries/Number:CEPR Discussion Paper; 2550Abstract:The paper provides SVAR estimates for four open economies: the UK, Canada, Sweden and Denmark, making explicit a monetary policy reaction function and taking account of exchange rate targeting practices. The object of the ...
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Title:Monetary policy transmission - the same for all? :comparing country and firm responses to Central Bank actions Author(s):EHRMANN, MichaelDate:2000Citation:Florence, European University Institute, 2000Type:ThesisSeries/Number:EUI PhD theses; Department of Economics
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Title:Will EMU Generate Asymmetry? Comparing monetary Policy Transmission Across European Countries Author(s):EHRMANN, MichaelDate:1998Type:Working PaperSeries/Number:EUI ECO; 1998/28