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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Библиографические подробности
Главный автор: Ganelli, Giovanni
Другие авторы: Tawk, Nour
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2016.
Серии:IMF Working Papers; Working Paper ; No. 2016/099
Online-ссылка:Full text available on IMF