Similar Search Results

Monetary conditions and GDP evolution in Romania

Olteanu, Dan Constantin - 2012

We deal with the evolutions of monetary conditions in Romania before and during the economic crisis, and the extent to which GDP shocks are related to these conditions. The results confirmed the essential role of interest rate, credit and exchange rate in this respect, which underlines the...

Persistent link: https://www.econbiz.de/10010529072

Measuring monetary conditions in a small open economy : the case of Malaysia

Majid, Muhamed Zulkhibri Abdul - In: Journal of financial economic policy 4 (2012) 3, pp. 218-231

Persistent link: https://www.econbiz.de/10009621591

Interest rates and money in the measurement of monetary policy

Belongia, Michael T.; Ireland, Peter N. - 2014

Persistent link: https://www.econbiz.de/10010364639

Broad monetary condition index : an indicator for short-run monetary management in Vietnam

Pham Thi Tuyet Trinh; Nguyen Thien Kim - In: Econometrics of risk, (pp. 391-413). 2015

Persistent link: https://www.econbiz.de/10010498514

Monetary indicators of economic activity : a comment

Batten, Dallas S.; Belongia, Michael T. - 1984

Persistent link: https://www.econbiz.de/10001873336

Interest Rates and Money in the Measurement of Monetary Policy

Belongia, Michael T. - 2014

Over the last twenty-five years, a set of influential studies has placed interest rates at the heart of analyses that interpret and evaluate monetary policies. In light of this work, the Federal Reserve's recent policy of "quantitative easing," with its goal of affecting the supply of liquid...

Persistent link: https://www.econbiz.de/10013053840

Construction of the monetary conditions index with TVP-VAR model : empirical evidence for Turkish economy

Akdeniz, Coşkun - In: Handbook of research on emerging theories, models, and …, (pp. 215-228). 2021

a monetary conditions index (MCI) for Turkey based on the weighted sum approach covering the period of 1986 …:05-2018:10. As a novelty time-varying parameter vector autoregressive (TVP-VAR) models allowing the change of index weights is used … over time. The results suggest that the weights of the index components varied substantially over the analysis period and …

Persistent link: https://www.econbiz.de/10012604233

Do Monetary Indicators Lead Euro Area Inflation?

Hofmann, Boris - 2021

This paper assesses the performance of monetary indicators as well as of a large range of economic and financial indicators in predicting euro area HICP inflation out-of-sample over the period first quarter 1999 till third quarter 2006 considering standard bivariate forecasting models, factor...

Persistent link: https://www.econbiz.de/10013316597

Alternative indicator of monetary policy stance for Macedonia

Petrovska, Magdalena; Georgievska, Ljupka - Narodna Banka na Republika Makedonija - 2015

This paper applies a SVAR model which combines different monetary policy instruments to construct an alternative indicator of monetary policy stance in Macedonia. It employs the approach introduced by Bernanke and Mihov (1998) of isolating monetary policy shocks from the whole set of monetary...

Persistent link: https://www.econbiz.de/10011623473

Comparing usefulness of financial condition index (FCI) with monetary condition index (MCI) in the context of Indian economy

Banerjee, Sayan - In: Asian African journal of economics and econometrics 18 (2018) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10011963894