Monetary Policy and Economic Impact
External reference: https://openalex.org/T10007
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REER movements show no significant effect on EU trade balances
Study finds exchange rate movements don't significantly affect EU trade balances; domestic absorption and inflation prove more important drivers of external adjustment.
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Unfunded fiscal shocks were not the main driver of Japan's inflation
Analysis of how fiscal shocks influenced inflation in Japan over four decades, revealing demand and monetary factors rather than fiscal imbalances as primary drivers.
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Monetary policy effects and inflation expectations have shifted over time
Machine learning analysis reveals strengthened monetary policy transmission but flattened Phillips curve dynamics, with regime-dependent behavior during post-pandemic inflation.
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Negative interest rates linked to lower loan loss provisioning
Study of 1958 OECD banks shows that negative interest rate policies reduce loan loss provisioning, with effects varying by inflation, bank size, and specialization.
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Allocative efficiency explains much of the U.S. productivity slowdown
Analysis shows allocative efficiency deterioration, driven partly by sectoral volatility, explains most US productivity slowdown in the 1970s and 2000s.
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U.S. policy easings strengthened the dollar during the Great Recession
Forward guidance monetary policy easings appreciated the dollar during the Great Recession through flight-to-safety effects and inflation expectations, contradicting interest rate parity.
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Fiscal discipline shapes how central bank independence affects inflation volatility
Explore how central bank independence and transparency affect inflation volatility in small open economies like Tunisia through game theory and empirical analysis.
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Unweighted HJM setting supports yield-curve modeling with negative yields
New approach to Heath–Jarrow–Morton framework using unweighted function spaces and functional PCA, enabling better yield curve modeling with support for negative interest rates.
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Detailed deduction of the Tennessee-Eastman benchmark model
Detailed mathematical reconstruction of the Tennessee-Eastman benchmark process model with previously unavailable parameters and explicit documentation of assumptions.
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Dynamic price monitoring improved affordability forecasting in Lusaka
Study on Dynamic Price Monitoring forecasting household affordability of essential commodities in Lusaka, Zambia, using household survey and price data analysis.
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Exchange rate shifts affected only three of fifteen industries
Industry-level analysis of S-curve exchange rate effects on Pakistan-Japan bilateral trade reveals limited efficacy of depreciation for improving trade balance outcomes.
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Energy prices are linked to agricultural prices directly and through fertilizers
Analysis of monthly data from 1990 to 2024 shows energy prices affect wheat, maize, and soybean prices directly through fuel costs and indirectly through fertilizers.
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Morocco’s bank credit shows short-run inertia, not immediate policy-rate response
ARDL–ECM analysis reveals limited short-run monetary transmission to bank credit in Morocco, with dynamics driven by prudential and balance-sheet channels rather than interest-rate mechanisms.
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Exchange rate depreciation raises sectoral credit in Tanzania
Examination of exchange rate effects on sectoral credit allocation in Tanzania using ARDL modeling, revealing heterogeneous short-run and long-run investment responses across five key sectors.
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SOI spillovers were strongest for SAFEX maize
Time-frequency analysis of Southern Oscillation Index spillovers to grain futures reveals regional asymmetries in climate vulnerability, with SAFEX maize showing significant SOI predictive capacity.
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Fixed-weight price indices can overstate inflation
Examines how fixed-weight price indices diverge from true inflation measures in time-dependent pricing models, with implications for monetary policy assessment during high inflation periods.
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TV-SCVARMA outperforms classical VARMA in Nigeria
Time-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.
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Partial Integration of Indian Money, Forex, and Equity Markets Post-1991 Reforms: Cointegration Analysis and Vector Error Correction Modelling Using Monthly Time Series from 2015 to 2026
Cointegration analysis of India's money, forex, and equity markets from 2015–2026 reveals partial integration with policy-constrained transmission and asymmetric adjustment.
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Hybrid VAR models improved forecasting for several macroeconomic indicators
Study integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.
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Evaluating Central Bank Strategies in Curbing Inflation While Sustaining Growth
Analysis of central bank strategies balancing inflation control with growth, examining policy instruments, trade-offs, and framework effectiveness across economies.

