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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Dettagli Bibliografici
Autore principale: Ganelli, Giovanni
Altri autori: Tawk, Nour
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2016.
Serie:IMF Working Papers; Working Paper ; No. 2016/099
Accesso online:Full text available on IMF