Spillovers from Japan's Unconventional Monetary Policy: A global VAR Approach

Giovanni Ganelli and Nour Tawk

Economic Modelling, 2019, vol. 77, issue C, 147-163

Abstract: •Spillovers from Japan's QQE to Emerging Asia tended to be positive. .•QQE affected other countries through improvements in confidence and expectations. .•Movements in the shadow interest rate do not fully capture the spillover effects .

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163

DOI: 10.1016/j.econmod.2017.10.020

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