Spillovers from Japan's Unconventional Monetary Policy to Emerging Asia : a Global VAR approach /

We use a Global VAR model to study spillovers from the Bank of Japan's quantitative and qualitative easing (QQE) on emerging Asia.1 Our main result is that, despite an appreciation of their currencies vis-a-vis the yen, the impact on emerging Asia's GDP tended to be positive and significan...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Ganelli, Giovanni
مؤلفون آخرون: Tawk, Nour
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2016.
سلاسل:IMF Working Papers; Working Paper ; No. 2016/099
الوصول للمادة أونلاين:Full text available on IMF