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Estimating Impacts of Monetary Policy on Aggregate Demand in India
Khundrakpam, Jeevan Kumar - Volkswirtschaftliche Fakultät, … - 2012
Using a structural VAR model on quarterly data from 2000Q1 to 2011Q1, this paper estimated the impact of monetary policy on aggregate demand in India. The overall impact on aggregate demand is then decomposed to observe the differential impact among the various components. It finds that an...
Persistent link: https://www.econbiz.de/10011113958
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Financial sector de-regulation in Emerging Asia: Focus on foreign bank entry
Gopalan, Sasidaran; Rajan, Ramkishen. S - Volkswirtschaftliche Fakultät, … - 2009
of their banking systems to foreign competition. This paper examines the extent of de jure and de facto policies in Asia … been greater international financial liberalization in the region, Asia lags behind emerging Europe and Latin America when … discuss possible reasons behind Asia’s relatively cautious approach towards this policy. …
Persistent link: https://www.econbiz.de/10008497669
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Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions
An, Lian - Volkswirtschaftliche Fakultät, … - 2006
Abstract: This paper provides cross-country and time-series evidence on the extent of exchange rate pass-through at different stages of distribution - import prices, producer prices and consumer prices - for eight major industrial countries: United States, Japan, Canada, Italy, UK, Finland,...
Persistent link: https://www.econbiz.de/10005621481
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Housing Markets and Current Account Dynamics
Gete, Pedro - Volkswirtschaftliche Fakultät, … - 2009
This paper makes a theoretical and an empirical contribution to the debate on what caused the "global imbalances". On the empirical side, I provide different types of evidence to support that housing demand shocks (shocks to the aggregate marginal rate of substitution between housing and...
Persistent link: https://www.econbiz.de/10008619183
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On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?
Jean Louis, Rosmy; Brown, Ryan; Balli, Faruk - Volkswirtschaftliche Fakultät, … - 2011
whether the shocks themselves are symmetric or asymmetric. Using quarterly data and SVAR methodology, we conducted two layers …
Persistent link: https://www.econbiz.de/10011258668
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Role of Demand and Supply Shocks in Driving Inflation: A Case Study of Pakistan
Khan, Mahmood ul Hassan; Hanif, Muhammad Nadim - Volkswirtschaftliche Fakultät, … - 2012
-regressions (SVAR) to understand the role of supply and demand shocks as key drivers of inflation. Long-run restrictions according to …
Persistent link: https://www.econbiz.de/10011260411
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How External Shocks and Exchange Rate Depreciations Affect Pakistan? Implications for Choice of an Exchange Rate Regime
Ahmed, Shaghil; Ara, Iffat; Hyder, Kalim - Volkswirtschaftliche Fakultät, … - 2005
A structural vector autoregression (VAR) model shows that external shocks are important in driving economic fluctuations in Pakistan and their importance has increased since September 11, 2001. The primary source of external shocks is foreign remittances, while foreign output has a limited...
Persistent link: https://www.econbiz.de/10005079310
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Impact of fiscal policy shocks on the Indian economy
Yadav, Swati; Upadhyaya, V; Sharma, Seema - Volkswirtschaftliche Fakultät, … - 2010
analyse the impact of fiscal shocks on the Indian economy using structural vector autoregression (SVAR) methodology. The study … identify the SVAR model. We find that the impulse responses obtained from both identification schemes behave in a similar …
Persistent link: https://www.econbiz.de/10009325591
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Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009
Carrillo, Paul A. - Volkswirtschaftliche Fakultät, … - 2010
structural autoregressive vector model (SVAR) incorporating the stylized facts of Ecuador estimated on Gachet et al. (2010). The …
Persistent link: https://www.econbiz.de/10009368137
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Effects of Fiscal Policy Shocks in the European Transition Economies
Mirdala, Rajmund - Volkswirtschaftliche Fakultät, … - 2009
EU member countries are currently exposed to negative implications of the economic and financial crisis. In connection with this problem arises the question of an anti-cyclic role of an economic policy or more precisely the (regulatory) role of the government in the economy that seems to be the...
Persistent link: https://www.econbiz.de/10008550064