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Explaining Monetary Spillovers: The Matrix Reloaded
24 Apr 2019
RDP
2019-03
Research Discussion Paper – RDP 2019-03 Explaining Monetary Spillovers: The Matrix Reloaded. Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia. April 2019. 1.8. Supplementary information. financial markets, interest rates, monetary policy, money,
https://www.rba.gov.au/publications/rdp/2019/2019-03.html
Conclusion
23 Apr 2019
RDP
2019-03
RDP 2019-03: Explaining Monetary Spillovers: The Matrix Reloaded 7. Conclusion. Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia. Download the Paper 1,776. KB. While it's well established that interest rates co-move across countries, less is known
https://www.rba.gov.au/publications/rdp/2019/2019-03/conclusion.html
Introduction
23 Apr 2019
RDP
2019-03
RDP 2019-03: Explaining Monetary Spillovers: The Matrix Reloaded 1. Introduction. Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia. Download the Paper 1,776. KB. It is well established that interest rates co-move across countries. The extent of
https://www.rba.gov.au/publications/rdp/2019/2019-03/introduction.html
Data
23 Apr 2019
RDP
2019-03
RDP 2019-03: Explaining Monetary Spillovers: The Matrix Reloaded 4. Data. Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia. Download the Paper 1,776. KB. A key feature of our work is to rely on high-frequency data on various interest rates to
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
Research Design: Detecting and Explaining Spillovers
23 Apr 2019
RDP
2019-03
RDP 2019-03: Explaining Monetary Spillovers: The Matrix Reloaded 3. Research Design: Detecting and Explaining Spillovers. Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia. April 2019. Download the Paper 1,776. KB. This section provides a brief
https://www.rba.gov.au/publications/rdp/2019/2019-03/research-design-detecting-and-explaining-spillovers.html
References
23 Apr 2019
RDP
2019-03
RDP 2019-03: Explaining Monetary Spillovers: The Matrix Reloaded References. Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia. Download the Paper 1,776. KB. Adrian T and HS Shin (2010), ‘Financial Intermediaries and Monetary Economics’, in BM
https://www.rba.gov.au/publications/rdp/2019/2019-03/references.html
Why Do Monetary Policy Spillovers Occur?
23 Apr 2019
RDP
2019-03
https://www.rba.gov.au/publications/rdp/2019/2019-03/why-do-monetary-policy-spillovers-occur.html
Does Monetary Policy Spill Over to Other Economies?
23 Apr 2019
RDP
2019-03
https://www.rba.gov.au/publications/rdp/2019/2019-03/does-monetary-policy-spill-over-to-other-economies.html
What Determines the Strength of Spillovers?
23 Apr 2019
RDP
2019-03
https://www.rba.gov.au/publications/rdp/2019/2019-03/what-determines-the-strength-of-spillovers.html
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
Research Discussion Paper – RDP 2019-03 Explaining Monetary Spillovers: The Matrix Reloaded. Jonathan Kearns. , Andreas Schrimpf. and Fan Dora Xia. April 2019. 1,776. KB. We are grateful to Ben Cohen, Stijn Claessens, Mathias Drehmann, Georgios
https://www.rba.gov.au/publications/rdp/2019/2019-03/sections.html