Time-variation in response of inflation to monetary policy shocks in India: evidence from TVP-VAR models
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DOI: 10.1007/s41775-024-00218-y
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More about this item
Keywords
Monetary policy; Transmission mechanism; Structural change; TVP-VAR; Stochastic volatility;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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