VGU RESEARCH REPOSITORY
Please use this identifier to cite or link to this item:
https://epub.vgu.edu.vn/handle/dlibvgu/713| Title: | The international monetary spillover effect of the United State: a GVAR based and SVAR based comparison | Authors: | Le Ha Anh | Keywords: | International monetary policy spillover;Global vector autoregressive;GVAR;Structural vector autoregressive;SVAR | Issue Date: | 2018 | Publisher: | Vietnamese-German University | Abstract: | The United States monetary policy plays a dominant role in determining worldwide financial conditions. Recent research has demonstrated that emerging market economies are vulnerable to pressure from the policy stance of the Federal Reserve. This paper investigates the spillover effect of the conventional monetary policy between the U.S and other countries using structural vector autoregressive (SVAR) and global vector autoregressive (GVAR) . The analysis shows that the U.S monetary policy has significant impacts on not only monetary policy rate in both developed countries and emerging markets but also the economic growth and other macroeconomics variables. In addition, the results show the change in transmission of spillover after global financial crisis in 2008. |
URI(1): | http://epub.vgu.edu.vn/handle/dlibvgu/713 | Rights: | Attribution-NonCommercial 4.0 International |
| Appears in Collections: | Finance & Accounting (FA) |
Files in This Item:
| File | Description | Size | Format | Existing users please Login |
|---|---|---|---|---|
| The international monetary spillover effect of the United State - a GVAR based and SVAR based comparison.pdf | 3.28 MB | Adobe PDF |
Page view(s)
93
checked on Aug 23, 2025
Download(s)
16
checked on Aug 23, 2025
Google ScholarTM
Check
This item is licensed under a Creative Commons License