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Forecasting and Monetary Policy Analysis in Low-Income Countries : Food and Non-Food Inflation in Kenya

Andrle, Michal - 2015

forecasting and monetary policy analysis in low-income countries and apply it to Kenya. We use the model to run several policy … recover the sequence of domestic and foreign macroeconomic shocks that account for business cycle dynamics in Kenya over the …

Persistent link: https://www.econbiz.de/10013035741

Money targeting in a modern forecasting and policy analysis system : an application to Kenya

Andrle, Michal; Berg, Andrew; Berkes, Enrico; Morales, … - 2013

in the analysis of monetary policy in low-income countries (LICs), with an application to Kenya. We provide a general … target misses in terms of structural shocks (aggregate demand, policy, shocks to money demand, etc). In the case of Kenya, we …

Persistent link: https://www.econbiz.de/10012667479

The P-Star model of inflation and its performance for the Kenyan economy

Kiptui, Moses C. - In: International journal of economics and finance 5 (2013) 9, pp. 82-95

Persistent link: https://www.econbiz.de/10010190837

A VAR Analysis of Kenya's Monetary Policy Transmission Mechanism : How Does the Central Bank's Repo Rate Affect the Economy?

Cheng, Kevin C. - 2007

for Kenya using data during 1997-2005. Based on techniques commonly used in the vector autoregression literature, the main …

Persistent link: https://www.econbiz.de/10012777936

Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya

Nandwa, Boaz - 2008

More often, persistent fluctuations in the real exchange rate tends to have significant adverse impact on prices, output and inflation expectations in an economy. Therefore, the ability to predict its movement over time with relative degree of accuracy is imperative for effective monetary policy...

Persistent link: https://www.econbiz.de/10014215458

Taylor visits Africa

Goncalves, Carlos Eduardo - 2015

de facto pursuing a strategy more akin to a Taylor Rule. Estimations of small-scale models for Kenya, Uganda and Tanzania … place in Kenya and Tanzania. In Uganda, these errors are much smaller, in fact similar in size to Taylor Rule deviations …