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Monetary Policy and Exchange Rate Dynamics in the Spanish Economy

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Author Info
Javier Andrés
Ricardo Mestre
Javier Vallés

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Abstract

As the Spanish economy gets more integrated in international markets, competitiveness becomes a key determinant of the monetary transmission. In this paper we trace out the dynamic response of prices, output and the exchange rate following a monetary policy shock. We estimate a structural VAR model whose identification scheme is based on the long run properties common to a large class of models.

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Publisher Info
Paper provided by Banco de España in its series Banco de España Working Papers with number 9727.

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Length: 36 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:bde:wpaper:9727

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Related research
Keywords: MONETARY POLICY ; EXCHANGE RATE;

Other versions of this item:

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

Cited by:
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  1. Pedro José Pérez Vázquez, 2003. "Fuentes de variabilidad en las principales economías occidentales," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 565-591, September. [Downloadable!]
  2. Carlo Monticelli & Oreste Tristani, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 2, European Central Bank. [Downloadable!]
Statistics
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This page was last updated on 2009-12-21.


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