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The analysis of the monetary policy dynamics in Romania using a Structural Vector Autoregressive model

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  • Cristi SPULBAR
  • Mihai NITOI
  • Lavinia NETOIU

    (University of Craiova)

Abstract

The present study aims at an econometric investigation oriented toward the estimation of the monetary policy dynamics in Romania, using a model based on the Autoregressive Structural Vector, imposing some restrictions on short term for knowing the response functions of the main macroeconomic variables at various economic shocks. Section I contains an argumentation of using the SVAR model. Sections 2 and 3 present the elaboration conditions of the SVAR model for the economy of Romania and the obtained results, and the last section comprises the conclusions.

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Bibliographic Info

Article provided by University of Craiova, Faculty of Economics and Business Administration in its journal Finance - Challenges of the Future.

Volume (Year): 1 (2010)
Issue (Month): 11 (May)
Pages: 128-140

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Handle: RePEc:aio:fpvfcf:v:1:y:2010:i:11:p:128-140

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Keywords: monetary policy dynamics; Romanian SVAR model; econometric investigation;

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