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Inflation targeting and variability of money market interest rates under a zero lower bound

Bruna, Karel; Quang Van Tran - In: Finance a úvěr 68 (2018) 6, pp. 519-536

Persistent link: https://www.econbiz.de/10011964541

The central banks' ability to control variability of money market interest rates : the case of inflation targeting countries

Bruna, Karel; Quang Van Tran - In: Journal of economic behavior & organization : JEBO 176 (2020), pp. 384-402

Persistent link: https://www.econbiz.de/10012431603

Asymmetric Effects of Oil Price Shocks on Eur/Usd Exchange Rate in a Bvar Model with Sign Restriction

Bruna, Karel; Tran, Quang Van - 2022

We use a VAR model with two exogenous and eight endogenous variables to evaluate the asymmetric effect of oil price changes on the EUR/USD exchange rate. Parameters of the model are estimated with the Bayesian technique using quarterly data for the U.S. and the Eurozone from 2001 to 2021. To...

Persistent link: https://www.econbiz.de/10014241337

Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction

Bruna, Karel; Quang Van Tran - In: Energy economics 128 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10015066551