The Analysis of the Exchange Rate Channel of Monetary Transmission Mechanism by Var Model Method: Turkey, Mexico and Indonesia Examples

Musa Atgür and N. Oğuzhan Altay
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Musa Atgür: Necmettin Erbakan University
N. Oğuzhan Altay: Ege University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2017, vol. 32, issue 108, 27-48

Abstract: This paper examines the efficiency of the monetary transmission mechanism exchange rate channel using the var model method in turkey, mexico and indonesia. Quarterly data were used in this paper, the period 2002:i-2016:iv for all three countries. The findings obtained show that partially works of the monetary transmission mechanism exchange rate channel in turkey that the channel doesn't work in mexico and indonesia.

Keywords: Monetary Transmission Mechanism; Exchange Rate Channel; VAR Model (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:32:y:2017:i:108:p:27-48

DOI: 10.33203/mfy.357657

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