Modeling financial-monetary transmission in the economy

Ye. Alimpiev

Economy and Forecasting, 2010, issue 4, 126-140

Abstract: The article analyzes opportunities of studying fiscal and monetary transmission with the use of vector autoregressive models. The author examines peculiarities and interactions of fiscal and monetary transmission channels in the economy of Ukraine. It is step-by-step shown how to select, process and test time series of macroeconomic data in order to create a vector autoregressive model. The author reveals the impact of fiscal and monetary shocks on the evolution of output and prices in Ukraine.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:eip:journl:y:2010:i:4:p:126-140

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