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...

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Détails bibliographiques
Auteur principal: Ganelli, Giovanni
Autres auteurs: Tawk, Nour
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2016.
Collection:IMF Working Papers; Working Paper ; No. 2016/099
Accès en ligne:Full text available on IMF