Spillovers from Japan's Unconventional Monetary Policy: A global VAR Approach
Giovanni Ganelli () and
Economic Modelling, 2019, vol. 77, issue C, 147-163
•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 .
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