Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies
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More about this item
Keywords
economic policy uncertainty; monetary policy efficiency; quantile spillover; QVAR;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-06-28 (Central Banking)
- NEP-MAC-2021-06-28 (Macroeconomics)
- NEP-MON-2021-06-28 (Monetary Economics)
- NEP-SEA-2021-06-28 (South East Asia)
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