Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
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- Ábel, István & Kóbor, Ádám, 2010.
"A monetáris restrikció hatása strukturális VAR keretben
[The effect of monetary restriction in a vector auto-regression framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 412-430.
- Pirovano, Mara, 2012. "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, vol. 36(3), pages 372-390.
- Balazs Vonnak, 2008.
"The Hungarian monetary transmission mechanism: an assessment,"
BIS Papers chapters,in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 235-257
Bank for International Settlements.
- Balázs Vonnák, 2007. "The Hungarian Monetary Transmission Mechanism: an Assessment," MNB Working Papers 2007/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Amarasekara, Chandranath, 2008. "The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka," MPRA Paper 64866, University Library of Munich, Germany.
- Khundrakpam, Jeevan Kumar, 2012. "Estimating Impacts of Monetary Policy on Aggregate Demand in India," MPRA Paper 50902, University Library of Munich, Germany.
More about this item
Keywordsstructural VAR; monetary transmission mechanism; identification; sign restriction; monetary policy shocks;
- 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-MAC-2006-01-24 (Macroeconomics)
- NEP-MON-2006-01-24 (Monetary Economics)
- NEP-TRA-2006-01-24 (Transition Economics)
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