Risk premium shocks, monetary policy and exchange rate pass-through in the Czech Republic, Hungary and Poland
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- Vonnák Balázs, 2010. "Risk Premium Shocks, Monetary Policy and Exchange Rate Pass-Through in the Czech Republic, Hungary and Poland," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(61), pages 306-351, August.
- Vonnák Balázs, 2010. "Risk Premium Shocks, Monetary Policy and Exchange Rate Pass-Through in the Czech Republic, Hungary and Poland," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 28(61), pages 306-351, August.
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More about this item
Keywordsmonetary policy; risk premium shocks; exchange rate pass-through; structural VAR; sign restriction;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2010-03-06 (Central Banking)
- NEP-IFN-2010-03-06 (International Finance)
- NEP-MAC-2010-03-06 (Macroeconomics)
- NEP-MON-2010-03-06 (Monetary Economics)
- NEP-TRA-2010-03-06 (Transition Economics)
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