Relevant bibliographies by topics / Transmission of shocks

Academic literature on the topic 'Transmission of shocks'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Transmission of shocks"

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Zank, G. P., and J. F. Mckenzie. "The interaction of long-wavelength compressive waves with a cosmic ray shock." Journal of Plasma Physics 37, no. 3 (June 1987): 363–72. http://dx.doi.org/10.1017/s0022377800012241.

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This paper investigates the stability of a cosmic ray shock to long-wavelength perturbations. The problem is formulated in terms of finding the transmission coefficient for compressive waves across a cosmic ray shock by solving the generalized, two-fluid Rankine-Hugoniot relations. For strong shocks, the transmission coefficient confirms that compressive waves can undergo considerable amplification on passage through such shocks. The resonances of the transmission coefficient provides us with the dispersion equation governing the stability of the shock to long-wavelength ripple-like distortions. By using the principle of the argument method, it is established that cosmic ray shocks are stable.
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Levchenko, Andrei A., and Nitya Pandalai-Nayar. "Tfp, News, and “Sentiments”: the International Transmission of Business Cycles." Journal of the European Economic Association 18, no. 1 (November 27, 2018): 302–41. http://dx.doi.org/10.1093/jeea/jvy044.

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Abstract We propose a novel identification scheme for a nontechnology business cycle shock, which we label “sentiment”. This is a shock orthogonal to identified surprise and news TFP shocks that maximize the short-run forecast error variance of an expectational variable, alternatively a GDP forecast or a consumer confidence index. We then estimate the international transmission of three identified shocks—surprise TFP, news of future TFP, and sentiment—from the United States to Canada. The US sentiment shock produces a business cycle in the United States, with output, hours, and consumption rising following a positive shock, and accounts for the bulk of the US short-run business cycle fluctuations. The sentiment shock also has a significant impact on Canadian macroaggregates. In the short run, it is more important than either the surprise or the news TFP shocks in generating business cycle comovement between the United States and Canada, accounting for over 40% of the forecast error variance of Canadian GDP and over one-third of Canadian hours, imports, and exports. The news shock is responsible for some comovement at 5–10 years, and surprise TFP innovations do not generate synchronization. We provide a simple theoretical framework to illustrate how the US sentiment shocks can transmit to Canada.
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Rocha, Francisco J. S., Marcos R. V. Magalhaes, and Átila Amaral Brilhante. "A BVAR Analysis on Channels of Monetary Policy Transmission in Brazil." International Journal of Economics and Finance 14, no. 3 (January 26, 2022): 19. http://dx.doi.org/10.5539/ijef.v14n3p19.

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This article measures the responses of GDP and inflation to a positive shock of the variables that make up the channels of transmission of monetary policy. The results of impulse-response functions of the estimated Bayesian VAR (BVAR) were: an increase in the short-term interest rate (SELIC) leads to a long-term interest rate increasing and consequently a reduction in GDP. Free credit does not have a significant impact on Brazilian GDP, given the low free credit/GDP ratio (Bogdanski et al., 2000). A shock in inflation expectations result in a decreasing trajectory of GDP, a fact consistent with the Fisher effect (Mishkin, 2009); and a shock at SELIC reduces inflation in the first two months, there is no “price puzzle”. A credit shock does not cause significant pressures on inflation. The Inflation does not show a well-defined time path after a shock in asset prices. The decomposition of the variance of the forecast error, in turn, showed that: GDP, in the short term, has its forecast errors explained by its own shocks, 70% on average. However, in the medium term, their forecast errors are explained by their own shocks, around 35%, by inflation shocks, 34%, and by interest rate shocks, 20%. The other transmission channels do not have, in the short and medium terms, significant influence on GDP forecast errors, except the asset prices; and inflation forecast errors are explained, in the short term, mainly by their own shocks, 85% on average. In the medium term, inflation forecast errors are explained 68% by inflation itself, 6% by GDP and the others transmission channels participate individually, with approximately 6%. These results are robust when controlled for commodity prices.
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Miranda-Agrippino, Silvia, and Giovanni Ricco. "The Transmission of Monetary Policy Shocks." American Economic Journal: Macroeconomics 13, no. 3 (July 1, 2021): 74–107. http://dx.doi.org/10.1257/mac.20180124.

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Commonly used instruments for the identification of monetary policy disturbances are likely to combine the true policy shock with information about the state of the economy due to the information disclosed through the policy action. We show that this signaling effect of monetary policy can give rise to the empirical puzzles reported in the literature, and propose a new high-frequency instrument for monetary policy shocks that accounts for informational rigidities. We find that a monetary tightening is unequivocally contractionary, with deterioration of domestic demand, labor and credit market conditions as well as of asset prices and agents’ expectations. (JEL D82, D84, E32, E43, E52, E58, G12)
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Mamonov, Mikhail, Vera Pankova, Renat Akhmetov, and Anna Pestova. "Financial Shocks and Credit Cycles." Russian Journal of Money and Finance 79, no. 4 (December 2020): 45–74. http://dx.doi.org/10.31477/rjmf.202004.45.

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This paper compares the contribution of internal and external financial shocks to the formation of credit cycle phases using cross- country quarterly data for 27 countries, including advanced and emerging economies, for the period from 1990 through 2019. To conduct comparative analysis, we apply IV Probit models of the credit cycle which take into account the relationship between the credit and business cycles the inertia of the cycles and the non-linearity of the transmission of internal and external financial shocks to the economy through the credit market. In our sample of countries, the transmission of shocks to credit cycle phases proves to be non-linear (a switching effect is observed depending on the time elapsed since the shocks occurred); with the economic effect of the external capital inflow shock being in absolute value twice stronger than that of the bank credit supply shock (on average for the current and subsequent quarters); in turn, the bank credit supply shock is twice stronger than the monetary policy shock. A counterfactual analysis of the role of financial shocks in the formation of the credit cycle in Russia indicates an increase in the effectiveness of the monetary authorities in terms of their ability to control the phases of the credit cycle and, accordingly, a relative decrease in the role of credit supply shocks, while the global financial cycle retains its dominance.
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Goncharenko, Roman, and Elizaveta Lukmanova. "Persistent Monetary Policy in a Model with Labor Market Frictions." AEA Papers and Proceedings 112 (May 1, 2022): 496–502. http://dx.doi.org/10.1257/pandp.20221094.

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In a basic New Keynesian DSGE model with involuntary unemployment and inflation target shocks, we study the role of labor markets in the transmission of persistent monetary policy shocks that increase households' inflation expectations. The model predicts that labor market conditions can play an important role in the transmission channel of the persistent inflation target shock: quantitatively realistic labor market frictions increase the expansionary effect of inflation target shock on output by around a half compared to that under the model without labor market frictions. Using VAR analysis, we further provide empirical evidence consistent with the predictions of our theoretical model.
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Omolade, Adeleke, Philip Nwosa, and Harold Ngalawa. "Monetary Transmission Channel, Oil Price Shock and the Manufacturing Sector in Nigeria." Folia Oeconomica Stetinensia 19, no. 1 (June 1, 2019): 89–113. http://dx.doi.org/10.2478/foli-2019-0007.

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Abstract Research background: The need for diversification of the Nigerian economy has been emphasized and the manufacturing sector has a major role in this. Being an oil producing country, monetary policy is an important macroeconomic policy that has always been used to manage the influence of oil price shock on the manufacturing sector. Purpose: The study examines the relationship between oil price shock, the monetary transmission mechanism and manufacturing output growth in Nigeria. Research methodology: The study applied the structural vector auto regression (SVAR) modelling technique and a descriptive analysis. Results: The results of the study show that the exchange rate is mostly affected by the oil price shock, while the monetary policy instruments and inflation rate are also very responsive to the exchange rate shock. The manufacturing sector output growth has also been shown to be strongly affected by the inflation rate and monetary policy shocks. Novelty: The study has revealed the most effective channel via which oil price shocks affect manufacturing output. The exchange rate channel of the monetary policy transmission mechanism is the most significant channel through which oil price shock affects manufacturing output growth in Nigeria. This shows that effective management of the exchange rate policy via the appropriate monetary policy approach can be used to minimize the adverse effect of oil price shocks on Nigerian manufacturing output.
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Manzo, Gerardo, and Antonio Picca. "The Impact of Sovereign Shocks." Management Science 66, no. 7 (July 2020): 3113–32. http://dx.doi.org/10.1287/mnsc.2019.3326.

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This paper studies the dynamic propagation mechanisms of systemic risk shocks within and across macrosystems of governments and financial institutions. We propose a novel approach to identify relevant systemic shocks and to classify them into sovereign or banking categories. We find that sovereign shocks have a significant and persistent impact on the probability of a collective banking default. We also explore channels through which these shocks propagate and identify how sovereign fiscal fragility and banking exposure are relevant mechanisms of shock transmission. This paper was accepted by Gustavo Manso, finance.
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Gassouma, Mohamed, and Kais Ben-Ahmed. "The role of foreign banks in the transmission of monetary policy: Empirical evidence from Tunisia." Ekonomski anali 66, no. 228 (2021): 101–22. http://dx.doi.org/10.2298/eka2128101g.

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This paper presents an empirical analysis of the effect of monetary policy shocks on credit supply in Tunisia, using a vector autoregressive model and a nonlinear interactive model. The focus is on the magnitude of these shocks in the presence of foreign banks. The variables of interest are the concentration index of deposit banks, and monetary policy shocks based on the monthly data of 27 universal and business banks covering the period 1993 to 2016. The results support a positive and significant impact of concentration index on credit supply. However, monetary policy shocks appear to have no significant effect when the market is concentrated with the entry of foreign banks. The findings of this study also reveal that the entry of foreign banks neutralises monetary policy shock transmission in the credit supply, which may be offset by market discipline.
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Babula, Ronald A., and David A. Bessler. "The Corn-Egg Price Transmission Mechanism." Journal of Agricultural and Applied Economics 22, no. 2 (December 1990): 79–86. http://dx.doi.org/10.1017/s1074070800001838.

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Abstract A vector autoregression (VAR) model of corn, farm egg, and retail egg prices is estimated and shocked with a corn price increase. Impulse responses in egg prices, t-statistics for the impulse responses, and decompositions of forecast error variance are presented. Analyses of results provide insights on the corn/egg price transmission mechanism and on how corn price shocks pulsate through the egg-related economy.
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Dissertations / Theses on the topic "Transmission of shocks"

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Unalmis, Deren. "Essays on the transmission of shocks : The role of financial contagion, and oil price shocks." Thesis, University of York, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.507483.

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Hansson, Denise. "Housing Finance and the Transmission of Mortgage Spread Shocks." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-415538.

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Credit market frictions, captured by mortgage spreads, are potentially an equally important driver behind mortgage rate innovations as monetary policy. Possibly a significant driver of business cycles. Yet, the effect of such shocks on the economy has barely received any attention in empirical research. By estimating a SVAR for 12 EU countries, I find that mortgage spread shocks have a significant effect on GDP, consumption, residential investment and house prices. The magnitude of their effects is comparable to a monetary policy shock. I also find that the transmission mechanism of such shocks is influenced by mortgage market characteristics. A high mortgage debt-to-GDP ratio and widespread use of mortgage equity withdrawal, compared to a lower ratio and less or no use, potentially imply a stronger response in house prices and residential investment of 0.5 and 1 percent respectively.
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Vinas, Frédéric. "Three essays on the transmission of financial shocks to the real economy." Thesis, Paris 1, 2018. http://www.theses.fr/2018PA01E032.

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Cette thèse en finance s'intéresse à la transmission de chocs financiers à l'économie réelle. Dans une première partie, avec Mathias Lé, nous analysons le lien entre le secteur bancaire et l'économie réelle de 1989 à 2012. Les questions posées sont : quel est l'usage du crédit bancaire par les firmes ? Comment cet usage change-t-il en fonction des caractéristiques des firmes ? Ce travail montre que plus l'entreprise est petite, plus le crédit bancaire est utilisé pour financer l'investissement ; plus l'entreprise est grande, plus il est utilisé pour financer les besoins en liquidité. Ainsi l'article fournit une grille de lecture des effets réels potentiels en période de rationnement du crédit. Pourquoi cette différence dans l'usage du crédit ? L'article propose plusieurs pistes en réponse. La deuxième partie de cette thèse s'intéresse aux canaux de transmission de chocs financiers avec une approche par business models bancaires. Les questions sont : en période de crise financière, certains business models sont-ils plus résilients ? Quels sont les canaux de fragilités par business models ? L'article montre que le risque de liquidité n'est pas uniformément réparti entre business models. Dès lors ne pas prendre en compte cette hétérogénéité dans la réglementation conduit à une réglementation centrée sur des exigences en capital et au développement de fragilités financières. Dans la dernière partie de cette thèse, je propose un modèle théorique analysant l'impact de la décision publique sur l'amplitude des chocs financiers. L'article montre la réglementation comme un outil du décideur politique pour calibrer l'arbitrage entre croissance et stabilité financière
This thesis in Finance analyzes the transmission of financial shocks to the real economy. First we analyze, with Mathias Lé, the bank-firm relationship. The addressed questions are: what is the role of bank credit ? How does this role change with firm features ? The results show that the smaller the firm, the higher the use of bank credit to fund investment. The higher the firm size, the higher the use of bank credit to fund liquidity needs. But why such a discrepancy ? The paper proposes several answers. All in all, this work provides a framework to analyze potential real effects of credit rationing, by firm size. The second part of the thesis analyzes the transmission channels of financial shocks with a bank business model approach. The addressed questions are: are some business models more resilient in financial crisis ? What are the fragility channels by business models ? The paper shows that the liquidity risk is not uniformly distributed across business models. Thus, not considering such heterogeneity in the definition of the regulation leads to (I) concentrate the regulation on capital requirements (like in Basel I & II) and (II) it enables the development of financial fragilities. Eventually, the paper shows the complementarity between the separation of banking activities and a liquidity regulation. Third, I propose a model to highlight the impact of regulation choice on the magnitude of financial shocks. The paper shows the regulation as a tool of the policy maker to arbitrate between growth and financial stability. Thus, in a low growth period, the policy maker seeking a new electoral mandate has incentives to loosen the financial regulation
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Sloan, Andrew Stephen. "Regional macroeconomic dynamics in Britain : investigating structural heterogeneity in transmission of shocks." Thesis, University of Hull, 2009. http://hydra.hull.ac.uk/resources/hull:1672.

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This thesis is a study of the macrodynamics of the British regions. It reports the existence of heterogeneity in British regional macrodynamics and furthermore demonstrates, through three related research programmes, for the first time how differences in short run and long run dynamics of the regions are related to structural factors reflecting their different industrial composition.
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Jebabli, Ikram. "Essays on the transmission of shocks between financial, energy and food markets : transmission channels, measurement, effets and management." Thesis, Université Clermont Auvergne‎ (2017-2020), 2017. http://theses.bu.uca.fr/nondiff/2017CLFAD007_JEBABLI.pdf.

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Cette thèse par essais a pour objectif de contribuer à une meilleure compréhension de la transmission au marché alimentaire des chocs provenant des marchés financier et énergétique. Le premier essai étudie l’efficience du marché alimentaire. Le deuxième essai examine les transmissions de rendements et de volatilités entre les trois marchés. Quant au troisième essai, il s’intéresse à l’analyse de la dépendance extrême entre ces marchés. Nos principaux résultats permettent de souligner l’impact de la crise financière de 2007-2008 et la financiarisation des marchés de commodités dans l’intensification aussi bien des transmissions de volatilités et de prix que des dépendances (notamment les dépendances de queue) entre ces marchés. Ils permettent également de souligner l’efficacité de la couverture du risque par la construction de portefeuilles diversifiés incluant les commodités alimentaires
The aim of this three essays thesis is to contribute to a better understanding of the transmission of shocks from energy and financial markets to food market commodities. The first essay investigates the efficiency of food market. The second essay studies returns and volatilities transmission between the three markets. Extreme dependence between these markets is analyzed in the third essay. Our main results underline the impact of the 2007-2008 financial crisis in the intensification of returns and volatilities spillovers between these markets as well as tail dependencies (namely tail dependencies). They allow also underlining hedge effectiveness by the construction of diversified portfolios including food commodities
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Muir, Jonathan A. "Societal Shocks as Social Determinants of Health." The Ohio State University, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1615597384677722.

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Fischer, Manfred M., Florian Huber, and Michael Pfarrhofer. "The regional transmission of uncertainty shocks on income inequality in the United States." WU Vienna University of Economics and Business, 2019. http://epub.wu.ac.at/6774/1/2018%2D01%2D10_FischerHuberPfarrhofer_Inequality.pdf.

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This paper explores the relationship between household income inequality and macroeconomic uncertainty in the United States. Using a novel large-scale macroeconometric model, we shed light on regional disparities of inequality responses to a national uncertainty shock. The results suggest that income inequality decreases in most states, with a pronounced degree of heterogeneity in terms of the dynamic responses. By contrast, some few states, mostly located in the Midwest, display increasing levels of income inequality over time. Forecast error variance and historical decompositions highlight the importance of uncertainty shocks in explaining income inequality in most regions considered. Finally, we explain differences in the responses of income inequality by means of a simple regression analysis. These regressions reveal that the income composition as well as labor market fundamentals determine the directional pattern of the dynamic responses.
Series: Working Papers in Regional Science
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Abou-Zaid, Ahmed S. "The transmission of U.S. financial and monetary shocks to emerging MENA stock markets /." Available to subscribers only, 2008. http://proquest.umi.com/pqdweb?did=1564026641&sid=11&Fmt=2&clientId=1509&RQT=309&VName=PQD.

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Thesis (Ph. D.)--Southern Illinois University Carbondale, 2008.
"Department of Economics." Keywords: Monetary shocks, MENA, Middle East and North Africa, Emerging markets, Shocks, Monetary announcements, Pass through Includes bibliographical references (p. 77-83). Also available online.
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Lukmanova, Elizaveta, and Katrin Rabitsch. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6681/1/wp274.pdf.

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We augment a standard monetary VAR on output growth, inflation and the nominal interest rate with the central bank's inflation target, which we estimate from a New Keynesian DSGE model. Inflation target shocks give rise to a simultaneous increase in inflation and the nominal interest rate in the short run, at no output expense, which stands at the center of an active current debate on the Neo-Fisher effect. In addition, accounting for persistent monetary policy changes reflected in inflation target changes improves identification of a standard temporary nominal interest rate shock in that it strongly alleviates the price puzzle.
Series: Department of Economics Working Paper Series
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Fischer, Manfred M., Florian Huber, and Michael Pfarrhofer. "The transmission of uncertainty shocks on income inequality: State-level evidence from the United States." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6368/1/us%2Dstates_uncertainty.pdf.

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In this paper, we explore the relationship between state-level household income inequality and macroeconomic uncertainty in the United States. Using a novel large-scale macroeconometric model, we shed light on regional disparities of inequality responses to a national uncertainty shock. The results suggest that income inequality decreases in most states, with a pronounced degree of heterogeneity in terms of shapes and magnitudes of the dynamic responses. By contrast, some few states, mostly located in the West and South census region, display increasing levels of income inequality over time. We find that this directional pattern in responses is mainly driven by the income composition and labor market fundamentals. In addition, forecast error variance decompositions allow for a quantitative assessment of the importance of uncertainty shocks in explaining income inequality. The findings highlight that volatility shocks account for a considerable fraction of forecast error variance for most states considered. Finally, a regression-based analysis sheds light on the driving forces behind differences in state-specific inequality responses.
Series: Working Papers in Regional Science
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Books on the topic "Transmission of shocks"

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Genberg, Hans. External shocks, transmission mechanisms and deflation in Asia. Basel, Switzerland: Bank for International Settlements, 2005.

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Devereux, Michael B. Leverage constraints and the international transmission of shocks. Cambridge, MA: National Bureau of Economic Research, 2010.

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Fund, International Monetary. Commodity markets and the international transmission of fiscal shocks. Washington, D.C: International Monetary Fund, 1988.

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Corsetti, Giancarlo. International risk-sharing and the transmission of productivity shocks. Washington, D.C: Federal Reserve Board, 2005.

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Erceg, Christopher J. The transmission of domestic shocks in the open economy. Washington, D.C: Federal Reserve Board, 2007.

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Peek, Joe. The international transmission of financial shocks: The case of Japan. Boston: Federal Reserve Bank of Boston, 1996.

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Gaiotti, Eugenio. The transmission of monetary policy shocks in Italy, 1967-1997. Rome: Banca d'Italia, 1999.

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Jacques. Capital controls and the international transmission of U.S. money shocks. Washington, D.C: Federal Reserve Board, 2003.

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Peek, Joe. The international transmission of financial shocks: the case of Japan. Boston: Federal Reserve Bank of Boston, 1996.

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Gaiotti, E. The transmission of monetary policy shocks in Italy, 1967-1997. [Roma]: Banca d'Italia, 1999.

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Book chapters on the topic "Transmission of shocks"

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Raghavan, Mala, Faisal Khan, and Evelyn S. Devadason. "Trade Shocks and Resiliency." In China and ASEAN: Pivoting Trade and Shock Transmission, 23–61. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-1618-1_3.

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de Bandt, Olivier, Karim Barhoumi, and Catherine Bruneau. "The International Transmission of House Price Shocks." In Housing Markets in Europe, 129–58. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-15340-2_7.

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Ncube, Mthuli, and Eliphas Ndou. "International Transmission of US Shocks into South Africa." In Monetary Policy and the Economy in South Africa, 159–76. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137334152_9.

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Gumata, Nombulelo, and Eliphas Ndou. "Credit Growth Threshold and the Nonlinear Transmission of Credit Shocks." In Bank Credit Extension and Real Economic Activity in South Africa, 301–26. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-43551-0_13.

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Gumata, Nombulelo, and Eliphas Ndou. "The and the Transmission of Shocks to the Agricultural Sector." In Accelerated Land Reform, Mining, Growth, Unemployment and Inequality in South Africa, 559–78. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30884-1_28.

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Gumata, Nombulelo, and Eliphas Ndou. "The Transmission of Shocks to Farmland Prices, Interest Rates and the." In Accelerated Land Reform, Mining, Growth, Unemployment and Inequality in South Africa, 541–58. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30884-1_27.

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Gumata, Nombulelo, and Eliphas Ndou. "Do Government Debt Thresholds Impact the Transmission of Tax Shock Effects to GDP Growth?" In Labour Market and Fiscal Policy Adjustments to Shocks, 397–406. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-66520-7_27.

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Gumata, Nombulelo, and Eliphas Ndou. "The 6 Per cent Inflation Threshold and the Transmission of Nominal Wage Shocks to Inflation Expectations." In Labour Market and Fiscal Policy Adjustments to Shocks, 387–94. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-66520-7_26.

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Frank, Nathaniel, Brenda Gonzalez-hermosillo, and Heiko Hesse. "The Transmission of Liquidity Shocks during the Financial Crisis of 2007-2009." In Financial Contagion, 237–43. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267646.ch26.

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Kleimeier, Stefanie, Thorsten Lehnert, and Willem F. C. Verschoor. "Contagion or Interdependence: Does the Speed of the Transmission of Shocks Matter?" In Financial Contagion, 37–44. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267646.ch5.

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Conference papers on the topic "Transmission of shocks"

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Salisbury, D. A. "Transmission of Shocks along Thin-Walled Tubes." In Shock Compression of Condensed Matter - 2001: 12th APS Topical Conference. AIP, 2002. http://dx.doi.org/10.1063/1.1483540.

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Garci´a-Masia´, Carlos. "Determination of the Polynomial Transmission Function: Application to the Transmission of Gears." In ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-49466.

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The simulation of the operating conditions of transmission gear is strongly influenced by the inevitable presence of various types of errors and/or tolerances, manufacturing processes and assembly, in the kinematic simulation. As a result, the path of contact moves from the theoretical position and appear transmission errors, increasing overload dynamics and the level of noise and vibration. The presence of errors produced that the position angle of the gear with respect to pinion differs from the theoretical transmission ratio, in general there is a delay in the gear, which generates: 1) loss of the conjugate action and transmission error, which causes jumps in the angular velocity, which indicates the presence of shocks, with a high level of noise and vibration, and 2) loss of contact linear transforms into contact point. The shift in the trajectory of the contact can lead to the contact edge, which increases substantially, the levels of tension reducing load capacity, [1]. The method of analysis of tooth contact (TCA) is included in the kinematic simulation, and allows investigating the displacement of the contact and the slope of the function of transmission errors, considering the gears as rigid bodies or under light loads. To solve the above problems, Krenzer and Litvin have proposed programs TCA in what pre-design a parabolic function square transmission errors to get continuity in the transmission. This paper presents the model and analysis of a pre-designed polynomial function of transmission errors (parabolic function of order n) with the aim of ensuring that the function of movement meets the basic law of the design of gears, for transmissions with high speeds of operation, which should be designed with the following restrictions: the transmission must be continued through the first and second derivative of displacement, and the function of the derivative of acceleration (jerk) must be finite, throughout the interval.
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Dobronravova, Yelizaveta. "Modeling the transmission of shocks of the Russian economy in the Eurasian economic Union." In Multivariate statistical analysis, econometrics and simulation of real processes. Proceedings of Xth International School-Seminar. CEMI RAS, 2020. http://dx.doi.org/10.33276/978-5-8211-0786-2-59-61.

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Zisis, Iason, Bas van der Linden, and Christina Giannopapa. "Towards a Smoothed Particle Hydrodynamics Algorithm for Shocks Through Layered Materials." In ASME 2013 Pressure Vessels and Piping Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/pvp2013-97345.

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Hypervelocity impacts (HVIs) are collisions at velocities greater than the target object’s speed of sound. Such impacts produce pressure waves that generate sharp and sudden changes in the density of the materials. These are propagated as shock waves. Previous computational research has given insight into this shock loading for the case of homogeneous materials. Shock-wave propagation through materials with discontinuous density distribution has not been considered in depth yet. Smoothed Particle Hydrodynamics (SPH) is a numerical technique, which has been extensively used for the simulation of HVIs. It is especially suitable for this purpose as it describes both the solid and fluid-like behavior effectively as well as the violent breakup of the material under impact. In previous studies on SPH, impact loading of composite materials was modeled by homogenization of the material, or under assumption of being a so-called functionally graded material (FGM). Both these models neglect the reflection-transmission effects on the interface between materials of different density. In this paper the shock loading of layered materials is studied. A modification to the standard SPH method is developed and tested, that incorporates materials with purely discontinuous density distribution. The developed method’s performance at simple shock loading cases is investigated; reflection-transmission patterns of shock-waves through layered materials are discussed, along with a parametric study of the governing parameters.
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Westervelt, E. R., J. P. Schmiedeler, and G. Washington. "Variable Transmission Compliance With an MR Damper." In ASME 2004 International Mechanical Engineering Congress and Exposition. ASMEDC, 2004. http://dx.doi.org/10.1115/imece2004-62046.

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This paper presents a novel transmission design that consists of a parallel combination of an MR damper and a compliant element together acting in series with an actuator. By adjusting the magnetic field to vary the amount of damping, the transmission can be switched between compliant and effectively rigid modes. Transmission compliance between an actuator and its load has several benefits: It enables (1) storage of elastic energy to improve efficiency, (2) filtering of shocks acting on the load that would otherwise be transmitted to the actuator, and (3) facilitation of force control by converting it to a position control problem. Despite these benefits, the design objective for most robotic systems remains to minimize transmission compliance to improve transmission bandwidth, improving the ability to control the position of the load with high precision. With the new transmission presented in this paper, compliance becomes a tunable quantity allowing joint stiffness to be optimized based upon the task requirements.
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"TRANSMISSION OF EXTERNAL SHOCKS TO REAL ESTATE MARKETS AND IMPLICATIONS FOR ASSET ALLOCATION: RECENT EXPERIENCE FOR AUSTRALIA AND NEW ZEALAND." In 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_393.

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Kuźniar, Krystyna, and Tadeusz Tatara. "IMPACT ASSESSMENT OF EPICENTRE DISTANCES AND ENERGIES OF MINING SHOCKS ON THE TRANSMISSION OF FREE-FIELD VIBRATIONS TO THE BUILDING FOUNDATIONS." In 6th International Conference on Computational Methods in Structural Dynamics and Earthquake Engineering Methods in Structural Dynamics and Earthquake Engineering. Athens: Institute of Structural Analysis and Antiseismic Research School of Civil Engineering National Technical University of Athens (NTUA) Greece, 2017. http://dx.doi.org/10.7712/120117.5750.17189.

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Stojkov, Stefan, Emilija Beker Pucar, Olgica Glavaški, and Marina Beljić. "Exchange Rate Pass-Through Asymmetry: The Case of the Euro-Zone." In 27th International Scientific Conference Strategic Management and Decision Support Systems in Strategic Management. University of Novi Sad, Faculty of Economics in Subotica, 2022. http://dx.doi.org/10.46541/978-86-7233-406-7_218.

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An essential aspect of deepening the level of economic integration between European economies is the reduction of mutual economic disparities, which is especially emphasized by the formation of the supranational monetary authority of the Euro-zone member states. However, fixing the currency for the euro and losing monetary sovereignty in the circumstances of a structurally heterogeneous system meant that the same monetary policy provoked different repercussions for member states. This research aims to point out the differences in the exchange rate transmission mechanism between the representatives of two groups of Euro-zone member states: the core of the EZ (Germany, Finland, Belgium, and France) and the periphery of the EZ (Greece, Spain, Portugal, Ireland), in the 1999M1-2021M1 time horizon. Empirical findings are based on estimates of the VAR model, i.e. derived impulse response functions in the circumstances of shock transmission (nominal effective exchange rate) to inflation (consumer price index). The results of the research indicate the asymmetry of the exchange rate transmission mechanism in terms of a more pronounced and longer degree of exposure of peripheral economies to shocks of the nominal exchange rate compared to the representatives of the core of the Euro-zone. Empirical findings confirm the asymmetry of the exchange rate transmission mechanism as one of the indicators of the weakness of the Euro-zone, given the inflationary diversity and the consequent anomalies of the monetary union with heterogeneous membership.
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Thota, Jagadeep, Mohammed Saadeh, Mohamed B. Trabia, Brendan O’Toole, Chang-Hyun Lee, Kwan-Je Woo, Hong-Lae Park, Kang-Wun Lee, Man-Hoi Koo, and Kyoung-Hoon Lee. "Material Characterization of Rubberized Aramid for Shock Mitigation." In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-88437.

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Modern military vehicles can reduce transmitted shocks to critical components within it through the use of composite armor and rubberized material at the space frame joints. Therefore, proper material models of these shock absorbing materials are imperative to accurately understand shock transmission. While quasi-static mechanical characteristics of candidate materials may be well understood, their behavior under dynamic conditions has not been studied as much. This research presents the mechanical characterization of rubberized aramid, which is used as a part of a composite armor. Since the rubberized aramid material may be subjected to large deformations due to the high impact loading, a strain-sensitive material model is proposed to describe this material computationally. Tensile tests on rubberized aramid are conducted under various strain rates. Additionally, dynamic mechanical analysis (DMA) vibration tests are conducted to determine the damping property of the rubberized aramid material. These measured characteristics can be incorporated in the material models that will be used in the computational analysis of the armored vehicle under shock loading.
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Garen, W., N. Diestelhorst-Becker, and M. Becker. "Reflexion- and transmission measurements in shocked water vapours." In Current topics in shock waves 17th international symposium on shock waves and shock tubes Bethlehem, Pennsylvania (USA). AIP, 1990. http://dx.doi.org/10.1063/1.39471.

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Reports on the topic "Transmission of shocks"

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Devereux, Michael, and James Yetman. Leverage Constraints and the International Transmission of Shocks. Cambridge, MA: National Bureau of Economic Research, July 2010. http://dx.doi.org/10.3386/w16226.

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Bachmann, Rüdiger, and Eric Sims. Confidence and the Transmission of Government Spending Shocks. Cambridge, MA: National Bureau of Economic Research, May 2011. http://dx.doi.org/10.3386/w17063.

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de Ferra, Sergio, Kurt Mitman, and Federica Romei. Household Heterogeneity and the Transmission of Foreign Shocks. Cambridge, MA: National Bureau of Economic Research, October 2019. http://dx.doi.org/10.3386/w26402.

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Frache, Serafin, Rodrigo Lluberas, Mathieu O. Pedemonte, and Javier Turen. The Transmission of International Monetary Policy Shocks on Firms' Expectations. Federal Reserve Bank of Cleveland, January 2023. http://dx.doi.org/10.26509/frbc-wp-202301.

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Motivated by the dominant role of the US dollar, we explore how monetary policy (MP) shocks in the US can affect a small open economy through the expectation channel. We combine data from a panel survey of firms' expectations in Uruguay with granular information about firms' debt position and total imports on a monthly basis. We show that a contractionary MP shock in the US reduces firms' inflation and cost expectations in Uruguay. This result contrasts with the inflationary effect of this shock on the Uruguayan economy, suggesting uncertainty about the policy regime. We discuss the issues and challenges of this expectation channel.
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Erceg, Christopher, Christopher Gust, and David López-Salido. The Transmission of Domestic Shocks in the Open Economy. Cambridge, MA: National Bureau of Economic Research, November 2007. http://dx.doi.org/10.3386/w13613.

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Caballero, María Esther, Brian Cadena, and Brian Kovak. The International Transmission of Local Economic Shocks Through Migrant Networks. Cambridge, MA: National Bureau of Economic Research, April 2021. http://dx.doi.org/10.3386/w28696.

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Heipertz, Jonas, Amine Ouazad, and Romain Rancière. The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach. Cambridge, MA: National Bureau of Economic Research, July 2019. http://dx.doi.org/10.3386/w26049.

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Feyrer, James, and Jay Shambaugh. Global Savings and Global Investment: The Transmission of Identified Fiscal Shocks. Cambridge, MA: National Bureau of Economic Research, June 2009. http://dx.doi.org/10.3386/w15113.

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Gelain, Paolo, and Marco Lorusso. The US banks’ balance sheet transmission channel of oil price shocks. Federal Reserve Bank of Cleveland, November 2022. http://dx.doi.org/10.26509/frbc-wp-202233.

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We document the existence of a quantitative relevant banks' balance-sheet transmission channel of oil price shocks by estimating a dynamic stochastic general equilibrium model with banking and oil sectors. The associated amplification mechanism implies that those shocks explain a non-negligible share of US GDP growth fluctuations, up to 17 percent, instead of 6 percent absent the banking sector. Also, they mitigated the severity of the Great Recession’s trough. GDP growth would have been 2.48 percentage points more negative in 2008Q4 without the beneficial effect of low oil prices. The estimate without the banking sector is only 1.30 percentage points.
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Menéses-González, María Fernanda, Angélica María Lizarazo-Cuéllar, Diego Cuesta-Mora, and Daniel Esteban Osorio-Ramírez. Financial Development and Monetary Policy Transmission. Banco de la República Colombia, November 2022. http://dx.doi.org/10.32468/be.1219.

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This paper estimates the effect of financial development on the transmission of monetary policy. To do so, the paper employs a panel data set containing financial development indicators, policy rates, lending rates, and deposit rates for 43 countries for the period 2000-2019 and applies the empirical strategy of Brandao Marques et al. (2020): firstly, monetary policy shocks are estimated using a Taylor-rule specification that relates changes in the policy rate to inflation, the output gap and other observables that are likely to influencemonetary policy decisions; secondly, the residuals of this estimation (policy shocks) are used in a specification that relates lending or deposit rates to, among others, policy shocks and the interaction between policy shocks and measures of financial development. The coefficient on this interaction term captures the effect of financial development on the relationship between policy shocks and lending or deposit rates. The main findings of the paper are twofold: on the one hand, financial development does strengthen the monetary policy transmission channel to deposit rates; that is, changes in the policy rate in economies with more financial development induce larger changes (in the same direction) in deposit rates than is the case in economies with less financial development. This result is particularly driven by the effect of the development of financial institutions on policy transmission – the effect of financial markets development turns out to be smaller in magnitude. On the other hand, financial development does not strengthen the transmission of monetary policy to lending rates. This is consistent with a credit channel which weakens in the face of financial development in a context where banks cannot easily substitute short-term funding sources. These results highlight the relevance of financial development for the functioning of monetary policy across countries, and possibly imply the necessity of a more active role of monetary authorities in fostering financial development.
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