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Global monetary policy shocks in the G5: A SVAR approach

โœ Scribed by Joao Miguel Sousa; Andrea Zaghini

Book ID
116575243
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
885 KB
Volume
17
Category
Article
ISSN
1042-4431

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## Abstract We analyse the international transmission of monetary shocks with a focus on the effects of foreign liquidity on the euro area. We estimate two domestic structural VAR models for the euro area and then we introduce a global liquidity aggregate. The impulse responses show that a positive