Monetary Policy and Risk-Premium Shocks in Hungary : Results from a Large Bayesian VAR /
We document the transmission of monetary policy and risk-premium shocks in Hungary, by applying recent advances in the Bayesian estimation of large VAR models. The method allows extracting information from over 100 series, opening the "black box" of the transmission mechanism to provide th...
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2011.
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| سلاسل: | IMF Working Papers; Working Paper ;
No. 2011/259 |
| الوصول للمادة أونلاين: | Full text available on IMF |