This thesis aims to investigate the transmission of information shocks from the United States to the Euro area markets. The analysis builds upon the theory developed by Miranda-Agrippino and Ricco (2021) regarding information shocks and utilizes the proxy-SVAR framework to understand the impulses that affect the European macroeconomic variables influenced by these shocks.

Monetary policy shocks and the response of the exchange rate in the US and other countries

SIMEONE, FRANCESCOMARIA
2022/2023

Abstract

This thesis aims to investigate the transmission of information shocks from the United States to the Euro area markets. The analysis builds upon the theory developed by Miranda-Agrippino and Ricco (2021) regarding information shocks and utilizes the proxy-SVAR framework to understand the impulses that affect the European macroeconomic variables influenced by these shocks.
2022
Monetary policy shocks and the response of the exchange rate in the US and other countries
Finanza
Macroeconomia
Data analysis
Lauree magistrali
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/59479