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Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/713
DC FieldValueLanguage
dc.contributor.authorLe Ha Anhen_US
dc.date.accessioned2020-03-12T17:07:21Z-
dc.date.available2020-03-12T17:07:21Z-
dc.date.issued2018-
dc.identifier.urihttp://epub.vgu.edu.vn/handle/dlibvgu/713-
dc.description.abstractThe 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.en_US
dc.language.isoenen_US
dc.publisherVietnamese-German Universityen_US
dc.rightsAttribution-NonCommercial 4.0 International*
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/*
dc.subjectInternational monetary policy spilloveren_US
dc.subjectGlobal vector autoregressiveen_US
dc.subjectGVARen_US
dc.subjectStructural vector autoregressiveen_US
dc.subjectSVARen_US
dc.titleThe international monetary spillover effect of the United State: a GVAR based and SVAR based comparisonen_US
dc.typeThesisen_US
item.fulltextWith Fulltext-
item.languageiso639-1other-
item.grantfulltextrestricted-
Appears in Collections:Finance & Accounting (FA)
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