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Эмпирическая Оценка Трансмиссионного Механизма Денежно-Кредитной Политики В Республике Казахстан

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  • Скакова Д.М.

    (National Bank of Kazakhstan)

Abstract

В статье рассмотрена работа каналов трансмиссионного механизма в Казахстане с использованием VAR-модели. Идентификация VAR-модели определяется с помощью декомпозиции Холецкого, а также через структурные ограничения с целью учета открытости экономики Казахстана. Результаты показывают, что валютный канал является значимым для выпуска производства и инфляции, в то время как влияние процентного канала ограничено.

Suggested Citation

  • Скакова Д.М., 2014. "Эмпирическая Оценка Трансмиссионного Механизма Денежно-Кредитной Политики В Республике Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 14-20.
    • Handle: RePEc:aob:journl:y:2014:i:3:p:14-20
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