Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany
European Central Bank (ECB)
dominant-currency pricing, spillovers, US shocks
Bayesian proxy structural VAR, counterfactual, global risk shocks, minimum relative entropy, US dollar exchange rate
Bayesian proxy structural VAR models, spillbacks, spillovers, US monetary policy
Dominant-currency pricing, U.S. shocks, spillovers