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RePEcEconometrics & Forecasting

What makes Monetary Policy More Powerful? A Big Data Approach

Analysis of a large macro-financial dataset ranks non-linear monetary transmission channels, finding transmission to long-term rates weakens at high interest rates and high credit growth, with sovereign risk mattering in the euro area.

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Featured in No. 133 on 2 Oct 2026 · 11 days after release

Individual Non-Linear Models for the US—10 Year Treasury Futures Rate— Robustness
Figure 6: Individual Non-Linear Models for the US—10 Year Treasury Futures Rate— Robustness
Released
21 Sep 2026
First featured
No. 133 · 2 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:cbi:wpaper:09/rt/26
Authors
Dilan Aydin Yakut et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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