The effects of monetary policy in the Czech Republic: an empirical study

In this paper, we examine the effects of Czech monetary policy on the economy within the vector auto regression (VAR), structural VAR, Bayesian VAR with sign restrictions, and factor-augmented VAR, frameworks. We document a well-functioning transmission mechanism similar to the euro area countries,...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Empirica 2009-11, Vol.36 (4), p.419-443
Hauptverfasser:	Borys, Magdalena Morgese, Horváth, Roman, Franta, Michal
Format:	Artikel
Sprache:	eng
Schlagworte:	Central banks Czech Republic Data analysis Depreciation E31 E52 E58 Econometrics Economic activity Economic conditions Economic models Economic theory Economics Economics and Finance Empirical research Estimates European Integration Eurozone Federal funding Foreign exchange rates GDP Gross Domestic Product Industrial Organization International Economics Macroeconomics Macroeconomics/Monetary Economics//Financial Economics Monetary policy Monetary policy transmission National banks Original Paper Output Prices Public Finance Real-time data Sectoral prices Studies VAR Vector-autoregressive models
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!