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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Detalhes bibliográficos
Autor principal: Ganelli, Giovanni
Outros Autores: Tawk, Nour
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2016.
Colecção:IMF Working Papers; Working Paper ; No. 2016/099
Acesso em linha:Full text available on IMF