Annika Camehl
Biographic Data
| ID | 9678656 |
|---|---|
| NAME | Annika Camehl |
| GIVEN NAMES | Annika |
| FAMILY NAME | Camehl |
| SIGNATURE | CAMEHL A |
| AFFILIATIONS | Department of Econometrics Erasmus University Rotterdam Rotterdam the Netherlands |
| ORCID | 0000-0002-3963-0793 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
What Explains International Interest Rate Co‐Movement
The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks. We derive this result from a Bayesian structural panel vector autoregression with informative priors, homogeneity restrictions on contemporaneous relations, a hierarchical Minnesot…
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What Explains International Interest Rate Co‐Movement
The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks. We derive this result from a Bayesian structural panel vector autoregression with informative priors, homogeneity restrictions on contemporaneous relations, a hierarchical Minnesot…
Bayesian probability (1 work) · Bayesian vector autoregression (1 work) · Economic Policies and Impacts (1 work) · Global Financial Crisis and Policies (1 work) · Interest rate (1 work) · Monetary policy (1 work) · Monetary Policy and Economic Impact (1 work) · Structural vector autoregression (1 work) · Vector autoregression (1 work) · Yield curve (1 work)