Analysing monetary policy's transmission mechanisms through effective and expected interest rates : an application of MS-models, Bayesian VAR and cointegration approaches for Brazil
Ricardo Ramalhete Moreira; Chukiat Chaiboonsri; Prasert Chaitip
| Year of publication: |
2014
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|---|---|
| Authors: | Moreira, Ricardo Ramalhete ; Chaiboonsri, Chukiat ; Chaitip, Prasert |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 7.2014, 1, p. 1-12
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| Subject: | interest rates | MS-models | BVAR | Bayesian vector autoregressive | cointegration | Brazil | Brasilien | VAR-Modell | VAR model | Zins | Interest rate | Geldpolitische Transmission | Monetary transmission | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010531300