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Structural Breaks in Monetary Policy Rules: Evidence from Transition Countries

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Author Info
Hakan Yilmazkuday

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Abstract

This paper investigates the relation between the important announced turning points in the monetary policies and the estimated structural break dates in the Taylor rules of three transition countries—the Czech Republic, Hungary, and Poland. Although the important announced turning points starting in the late 1990s, especially the introduction of an inflation-targeting regime, can be observed in the estimated Taylor rules of the Czech Republic and Poland with some implied lags due to the monetary transmission mechanism, the same conclusion cannot be reached for Hungary. Several robustness analyses are in support of these results.

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File URL: http://mesharpe.metapress.com/link.asp?target=contribution&id=0808N9165UN33815
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Publisher Info
Article provided by M.E. Sharpe, Inc. in its journal Emerging Markets Finance and Trade.

Volume (Year): 44 (2008)
Issue (Month): 6 (November)
Pages: 87-97
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:mes:emfitr:v:44:y:2008:i:6:p:87-97

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Web page: http://mesharpe.metapress.com/link.asp?target=journal&id=111024

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Related research
Keywords: Czech Republic; Hungary; monetary policy; Poland; structural breaks;

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