Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)
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References listed on IDEAS
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- Stavarek, Daniel & Dohnal, Marek, 2009. "Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model," MPRA Paper 15744, University Library of Munich, Germany.
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More about this item
Keywordsmonetary policy; short-term interest rates; structural vector autoregression; variance decomposition; impulse-response function;
- 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-ALL-2009-04-05 (All new papers)
- NEP-CBA-2009-04-05 (Central Banking)
- NEP-EEC-2009-04-05 (European Economics)
- NEP-MAC-2009-04-05 (Macroeconomics)
- NEP-MON-2009-04-05 (Monetary Economics)
- NEP-TRA-2009-04-05 (Transition Economics)
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