Malte Rieth
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Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks Open
We study the dynamic interaction between COVID-19, economic mobility, and containment policy. We use Bayesian panel structural vector autoregressions with daily data for 44 countries, identified through traditional and narrative sign restr…
The multifaceted impact of US trade policy on financial markets Open
We study the multifaceted effects of trade policy shocks on financial markets using a structural vector autoregression identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and international…
Monetary policy, external instruments, and heteroskedasticity Open
We develop a structural vector autoregressive framework that combines external instruments and heteroskedasticity for identification of monetary policy shocks. We show that exploiting both types of information sharpens structural inference…
The multifaceted impact of US trade policy on financial markets Open
Summary We study the multifaceted effects of trade policy shocks on financial markets using a structural vector autoregression identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and inter…
Restrictive US Trade Policy Has a Significantly Negative Effect on Financial Markets Open
With its America First strategy, the former US administration turned away from an internationally oriented trade policy. It attempted to assert its interests, especially vis-à-vis China, with bilateral and mostly restrictive measures such …
The Dynamic Impact of FX Interventions on Financial Markets Open
Evidence on the effectiveness of foreign exchange (FX) interventions is either limited to short horizons or hampered by debatable identification. We address these limitations by identifying a structural vector autoregressive model for the …
The Impact of Monetary Policy on Structural Reforms in the Euro Area. Bertelsmann Stiftung May 2020. Open
Since the euro area crisis, there has been an intense discussion about the potential side effects of ECB policy on reform efforts of euro area countries. This discussion is set to become even more intense in the wake of the corona crisis a…
Unconventional monetary policy, fiscal side effects and euro area (im)balances Open
We study the macroeconomic effects of unconventional monetary policy in the euro area using structural vector autoregressions, identified with external instruments. The instruments are based on the common unexpected variation in euro area …
Figure_6_subsamples.m Open
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Figures_effects_FX_intervention_Japan.m Open
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Figure_8_narrative_decomposition.m Open
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Coronavirus Pandemic Plunging Global Economy into a Serious Recession: DIW Economic Outlook Open
The consequences of the ongoing 2020 coronavirus pandemic are leaving deep marks on the global economy. In the first quarter of 2020, global production sank by 15.5 percent over the course of the worldwide lockdown. Since containment measu…
zFC_IdentifExtInstruments2.m Open
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fx_interventions_MRS2020.mat Open
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