Results 21 to 30 of about 433,331 (301)
Economies, 2023 This study employs the panel vector autoregressive (PVAR) model to examine the spillover effect of US unconventional monetary policy on inflation and non-inflation targeting emerging markets post credit crunch and during COVID-19 from 2000Q1 to 2020Q4 ...
Lwazi Senzo Ntshangase +2 more
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Buletin Ekonomi Moneter dan Perbankan, 2007 The objective of the study is to analyze the dynamic causal relationship pattern and the characteristic among the primary monetary variables and output under a different exchange rate systems, i.e the floating and managed floating exchange rate system ...
Latif Kharie
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Monetary Policy Model for Open Economy of Indonesia
Buletin Ekonomi Moneter dan Perbankan, 2014 This paper explains stylized facts about the monetary economy in Indonesia covering the Bank Indonesia (BI) policy on the exchange rate, lending rates, inflation, real effective rate (REER), and growth.
Umar Juoro
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The Effectiveness of Monetary Policy Channels on Impacting Economic Growth in Yemen
مجلة الدراسات الاجتماعية, 2022 This study aimed to assess the effectiveness of monetary policy channels in transmitting the impact of monetary policy on economic growth in Yemen using a VAR model and annual data over the period 1990 -2016.
د. عبد اللطيف المقدم +2 more
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The failure of the monetary model of exchange rate determination [PDF]
Applied Economics, 2015 In this paper, we test three popular versions of the monetary model (flexible price, forward-looking and real interest differential models) for the OECD member countries by applying Johansen cointegration technique. Based on country-by-country analysis, we conclude that monetary models do not provide the expected results. We reveal several shortcomings
Afat, Dinçer +2 more
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Buletin Ekonomi Moneter dan Perbankan, 2005 This paper is aimed to analyze variables determines the exchange rate of rupiah. Using exchange rate model (balance of payment and monetary model) developed by Fullerton, Hattori and Calderon (2001) we incorporate two additional variables namely policy ...
Didi Nuryadin +1 more
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Estimating Natural Rate of Interest and Equilibrium Exchange Rate: A Case of the Czech Republic
Review of Economic Perspectives, 2019 Article deals with estimating real natural interest rate and exchange rate to construct monetary conditions index suitable for the Czech open economy. Despite unobservable characteristics of underlying interest rates and exchange rate, the importance of ...
Pikhart Zdeněk, Froňková Pavla
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The Investigation of Monetary Model to Exchange Rate Determination in MENA Countries: Panel Cointegration Approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2012 The main objective of this paper is to examine of monetary approach to exchange rate determination in 14 MENA countries during 1975-2006. For this purpose, panel cointegration technique has been used to test the basic monetary model and flexible price ...
Parviz Mohammadzadeh +3 more
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Monetary policy and the exchange rate: Evaluation of VAR models [PDF]
Journal of International Money and Finance, 2011 Abstract This paper examines the ability of vector autoregressive (VAR) models to properly identify the transmission of monetary policy in a controlled experiment. Simulating data from a small open economy DSGE model estimated for Australia, we find that sign-restricted VAR models do reasonably well at estimating the responses of macroeconomic ...
Jarkko Jääskelä, David Jennings
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The Mundell-Fleming Trilemma Combination on Middle-Income Countries
Jurnal Ekonomi dan Studi Pembangunan, 2023 The Mundell-Fleming trilemma hypothesis stated that a country could not simultaneously achieve exchange rate stability, financial integration, and monetary independence. The fixed exchange rate policy, free capital mobility, and monetary independence are
Rinny Apriliany Zakaria +3 more
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