Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
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More about this item
Keywordsstructural VAR; monetary transmission mechanism; identification; sign restriction; monetary policy shocks;
All these keywords.
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- 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
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-01-24 (Central Banking)
- NEP-IFN-2006-01-24 (International Finance)
- NEP-MON-2006-01-24 (Monetary Economics)
- NEP-TRA-2006-01-24 (Transition Economics)
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