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Анализ и эмпирическая оценка трансграничного воздействия на развивающиеся рынки нетрадиционной монетарной политики центральных банков развитых стран // Analysis and empirical assessment of the cross-border impact on the emerging markets of unconventional monetary policies of the central banks of developed countries

Author

Listed:
  • Тулеуов Олжас // Tuleuov Olzhas

    (National Bank of Kazakhstan)

Abstract

Целью данного исследования является анализ и эмпирическая оценка трансграничного воздействия на развивающиеся рынки нетрадиционной монетарной политики центральных банков развитых стран на основе эмпирических статистических данных и моделей структурной векторной авторегрессии(SVAR). // The aim of this study is to analyze and empirically evaluate the cross-border impact on emerging markets of unconventional monetary policies of central banks in developed countries based on empirical statistics and structural vector autoregression (SVAR) models.

Suggested Citation

  • Тулеуов Олжас // Tuleuov Olzhas, 2017. "Анализ и эмпирическая оценка трансграничного воздействия на развивающиеся рынки нетрадиционной монетарной политики центральных банков развитых стран // Analysis and empirical assessment of the cross-b," Working Papers #2017-2, National Bank of Kazakhstan.
    • Handle: RePEc:aob:wpaper:13
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    File URL: https://nationalbank.kz/file/download/9036
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    More about this item

    Keywords

    unconventional monetary policy; quantitative easing; credit easing; developed countries; emerging markets; structural vector autoregressive models; нетрадиционная монетарная политика; количественное смягчение; кредитное смягчение; развитые страны; развивающиеся рынки; структурные векторные авторегрессионные модели;
    All these keywords.

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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