Monetary Policy Effects on Energy Sector Bubbles

Monetary Policy Effects on Energy Sector Bubbles

We investigate the effects of monetary policy shocks, including unconventional policy measures, on the bubbles of the energy sector, for the case of the United States. We estimate a time-varying Bayesian VAR model that allows for quantifying the impact of monetary policy shocks on asset prices and b...

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Bibliographic Details
Main Authors: Petre Caraiani, Adrian Cantemir Călin
Format: Article
Language:English
Published: MDPI AG 2019-02-01
Series:Energies
Subjects:
energy sector
bubbles
monetary policy
Online Access:https://www.mdpi.com/1996-1073/12/3/472

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