Monetary Policy and Risk-Premium Shocks in Hungary : Results from a Large Bayesian VAR

Results from a Large Bayesian VAR

Monetary Policy and Risk-Premium Shocks in Hungary : Results from a Large Bayesian VAR
We document the transmission of monetary policy and risk-premium shocks in Hungary, by applying recent advances in the Bayesian estimation of large VAR models. The method allows extracting information from over 100 series, opening the "black box" of the transmission mechanism to provide the most comprehensive description to date of the impact of... READ MORE...

Publication date: November 2011
ISBN 9781463923983
$18.00

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