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Effectives of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2021

This study examines the monetary policy effectiveness of five major Asian countries (China, Hong Kong, India, Japan, and South Korea) using a quantile vector autoregression (QVAR) model-based spillover estimation approach of Balcilar et al. (2020b) at different quantile paths. To do this, we...

Persistent link: https://www.econbiz.de/10012549189

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014225739

Effectiveness of monetary policy under the high and low economic uncertainty states : evidence from the major Asian economies

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 1741-1769

Persistent link: https://www.econbiz.de/10013440430