Search Results - "Rüth, Sebastian K."

How do income and the debt position of households propagate fiscal stimulus into consumption? by Rüth, Sebastian K., Simon, Camilla

Get full text

Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited by Rüth, Sebastian K., Van der Veken, Wouter

“…Summary Set‐identified vector autoregressions typically document violations of uncovered interest rate parity ( forward discount puzzle ) and gradual…”
Get full text

Fiscal stimulus and systematic monetary policy: Postwar evidence for the United States by Rüth, Sebastian K.

“…I provide structural VAR evidence that U.S. fiscal stimulus programs induce a systematic loosening of interest rates outside of zero-lower-bound episodes. I…”
Get full text

State-dependent monetary policy transmission and financial market tensions by Rüth, Sebastian K.

“…Is monetary policy more powerful when strains in the financial system are high? Applying local projections to US time series, I approach this question by…”
Get full text

Current account dynamics and the housing cycle in Spain by Maas, Daniel, Mayer, Eric, Rüth, Sebastian K.

“…•We study the negative correlation between housing and the current account in Spain.•We contrast Eurozone push factors and Spanish pull factors of capital…”
Get full text

SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN RESIDENTIAL LOAN-TO-VALUE RATIOS by Bachmann, Rüdiger, Rüth, Sebastian K.

“…What are the macroeconomic consequences of changing aggregate lending standards in residential mortgage markets, as measured by loan-to-value (LTV) ratios?…”
Get full text

The interplay between oil and food commodity prices: Has it changed over time? by Peersman, Gert, Rüth, Sebastian K., Van der Veken, Wouter

“…Using a structural time-varying-parameter Bayesian vector autoregression (TVP-BVAR) framework, this paper documents that oil price increases caused by oil…”
Get full text

Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all? by Ruth, Sebastian K

“…How do nominal exchange rates adjust after surprise contractions in monetary policy? While the seminal contribution by Dornbusch provides concise…”
Get full text