One Money, Many Markets : Monetary Transmission and Housing Financing in the Euro Area /

We study the transmission of monetary shocks across euro-area countries using a dynamic factor model and high-frequency identification. We develop a methodology to assess the degree of heterogeneity, which we find to be low in financial variables and output, but significant in consumption, consumer...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Corsetti, Giancarlo
Muut tekijät: Duarte, Joao, Mann, Samuel
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2020.
Sarja:IMF Working Papers; Working Paper ; No. 2020/108
Linkit:Full text available on IMF
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100 1 |a Corsetti, Giancarlo. 
245 1 0 |a One Money, Many Markets :   |b Monetary Transmission and Housing Financing in the Euro Area /  |c Giancarlo Corsetti, Joao Duarte, Samuel Mann. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2020. 
300 |a 1 online resource (63 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We study the transmission of monetary shocks across euro-area countries using a dynamic factor model and high-frequency identification. We develop a methodology to assess the degree of heterogeneity, which we find to be low in financial variables and output, but significant in consumption, consumer prices, and variables related to local housing and labor markets. Building a small open economy model featuring a housing sector and calibrating it to Spain, we show that varying the share of adjustable-rate mortgages and loan-to-value ratios explains up to one-third of the cross-country heterogeneity in the responses of output and private consumption. 
538 |a Mode of access: Internet 
700 1 |a Duarte, Joao. 
700 1 |a Mann, Samuel. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2020/108 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2020/108/001.2020.issue-108-en.xml  |z IMF e-Library