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Impulse-response analysis of monetary policy - Visegád group countries case

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F13%3A00212229" target="_blank" >RIV/62156489:43110/13:00212229 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.11118/actaun201361072561" target="_blank" >http://dx.doi.org/10.11118/actaun201361072561</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.11118/actaun201361072561" target="_blank" >10.11118/actaun201361072561</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Impulse-response analysis of monetary policy - Visegád group countries case

  • Original language description

    In this paper, we focus on comparability of monetary policies of Visegrád group countries (V4). Main objective of central banks function in V4 countries lies in maintaining price stability. For this purpose, inflation targeting regime is realized in a medium-term focus in V4, which means that there is a certain lag between monetary policy operation and its influence on an inflation target. Central bank does not have a direct impact on its ultimate goals. Therefore, any monetary policy analysis and assumption of its effectiveness comes out from an essential existence of a working transmission mechanism. Thus, changes in settings of monetary policy instruments have to be able to inflict causal changes on intermediary markets and via these markets on target markets. This situation can be modeled by the vector autoregressive (VAR) model with suitable variables. Our main task is to compare a relationship between VAR model responses to predefined impulses for all V4 pairs. We use calibration

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

  • ISSN

    1211-8516

  • e-ISSN

  • Volume of the periodical

    61

  • Issue of the periodical within the volume

    7

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    7

  • Pages from-to

    2561-2567

  • UT code for WoS article

  • EID of the result in the Scopus database