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Exchange rate volatility and central bank actions in Egypt : generalized autoregressive conditional heteroscedasticity analysis
Šarīf, Marwa aš- - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1209-1216
Persistent link: https://www.econbiz.de/10011698097
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Testing for identification in SVAR-GARCH models : reconsidering the impact of monetary shocks on exchange rates
Lütkepohl, Helmut; Milunovich, George - 2015
Changes in residual volatility in vector autoregressive (VAR) models can be used for identifying structural shocks in a structural VAR analysis. Testable conditions are given for full identification for the case where the volatility changes can be modelled by a multivariate GARCH process. Formal...
Persistent link: https://www.econbiz.de/10010488275
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Balance sheet approach to forecasting currency in circulation
Glova, Adrian Matthew G.; Hernandez, Roy R. - 2022
Persistent link: https://www.econbiz.de/10014318687
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Targets, instruments, and monetary policy in an open economy : a GARCH application
Socorro Gochoco-Bautista, Maria - 1992
Persistent link: https://www.econbiz.de/10000847865
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A regime-switching model for the federal funds rate target
Sirchenko, Andrei - 2019
Persistent link: https://www.econbiz.de/10012134496
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
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Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo; Serletis, Apostolos - In: Economics letters 145 (2016), pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
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The effect of the market-based monetary policy transparency index on inflation and output variability
Papadamou, Stephanos; Arvanitis, Vangelis - In: International review of applied economics 29 (2015) 1, pp. 105-124
Persistent link: https://www.econbiz.de/10010533050
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Testing the Friedman-Schwartz hypothesis using time-varying correlation analysis
Ghosh, Taniya; Parab, Prashant Mehul - In: Applied economics letters 26 (2019) 20, pp. 1694-1699
Persistent link: https://www.econbiz.de/10012204884
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Financial disruptions and heightened uncertainty : a case for timely policy action
Nalban, Valeriu; Smadu, Andra - 2020
Persistent link: https://www.econbiz.de/10012231025