Moyo, Clement; Phiri, Andrew - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 2, pp. 1-10
This study investigates time and frequency connectedness between monetary policy in the US and 7 African countries to determine the extent to which US monetary policy influences policy conduct amongst African Central Banks. We use a time-varying parameter vector autoregressive (TVP-VAR)...
