A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India
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More about this item
KeywordsMonetary Policy; Asymmetry; Inflation; Policy Rate;
- 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
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2014-01-24 (Central Banking)
- NEP-MAC-2014-01-24 (Macroeconomics)
- NEP-MON-2014-01-24 (Monetary Economics)
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