Determinants of global spillovers from US monetary policy

US monetary policy generates sizable output spillovers to the rest of the world, which are larger than the domestic effects in the US for many economies. The ...

The results of this literature suggest that US monetary policy has substantial global spillovers across both advanced and emerging market economies, and that ...

Determinants of global spillovers from US monetary policy - EconStor

The magnitude of spillovers depends on the receiving country's trade and financial integration, de jure financial openness, exchange rate regime, financial ...

Determinants of global spillovers from US monetary policy

By Georgios Georgiadis; Abstract: This paper assesses the global spillovers from identified US monetary policy shocks in a global VAR model.

Determinants of Global Spillovers from US Monetary Policy

The magnitude of spillovers depends on the receiving country's trade and financial integration, de jure financial openness, exchange rate regime ...

Global spillovers and domestic monetary policy

demand are the key determinants of interest rates and hence exchange rates, ... US dollar, in logs. Page 26. 24. WP436 Global spillovers and domestic monetary ...

U.S. Monetary Policy Spillovers to Emerging Markets: Both Shocks ...

18See e.g. IMF Global Financial Stability Report October 2015, Chapter 3. 19. Page 21. before, implies a ratio of foreign-currency debt to total ...

Spillovers from US Monetary Shocks: Role of Policy Drivers and ...

An increase in US interest rates driven by demand shocks engenders a positive spillover to economic activity in the near term.

Determinants of global spillovers from US monetary policy - EconBiz

Determinants of global spillovers from US monetary policy · Growth, real exchange rates and trade protectionism since the financial crisis · The geography of the ...

The Global Transmission of U.S. Monetary Policy

While our results are silent on side-effects, they indicate that financial openness is an important determinant of spillovers.9 Similar results for both ...

U.S. Monetary Policy Shock Spillovers: Evidence from Firm-Level ...

Monetary policy in advanced economies, and in particular in the United States, has been identified as a key source of international spillovers ( ...

What shapes spillovers from monetary policy shocks in the United ...

Determinants of global spillovers from US monetary policy. Journal of International Money and Finance 67(C), 41–61. Georgiadis, G. and M. Jarocinski (2023) ...

Information spillovers of US monetary policy - ScienceDirect.com

While tightening US monetary shocks are contractionary for the global economy, the information content in a tightening announcement can have expansionary ...

Global Dimensions of U.S. Monetary Policy

Over shorter horizons, however, global factors do change the tradeoff between price- level control and other goals such as low unemployment and financial ...

The Global Transmission of U.S. Monetary Policy - HAL-SHS

Georgiadis, Georgios, “Determinants of global spillovers from US monetary policy,” Journal of International Money and Finance, 2016, 67, 41–61.

International Spillovers of U.S. Monetary Policy - EconStor

Eleven estimated common factors account for 41% of the variance of real GDP in devel- oped countries and 29% in developing countries; 69% of CPI in developed ...

The Fed - International Spillovers of Tighter Monetary Policy

Central banks around the world are tightening monetary policy in response to a global surge in inflation not seen since the 1970s. This ...

Global Spillovers from Data-Dependent US Monetary Policy

This webinar explores how the US Federal Reserve's data-driven approach to monetary policy impacts global financial markets, with a particular focus on ...

Spillover Effects of US Monetary Policy on Emerging Markets Amidst ...

Such an impact is further intensified by global trade integration, causing a sharper yet slightly quicker rebounding output drop. The spillover effects are ...

Channels of US monetary policy spillovers to international bond ...

However, they do not investigate the economic mechanisms underlying their results. 11. Page 15. factors. Specifically, interest rates depend on a set of macro ...