Monetary policy design and the buffer-stock hypothesis: further evidence from European Union countries

Nicholas Apergis ()

Applied Economics Letters, 1999, vol. 6, issue 12, 793-796

Abstract: The buffer-stock hypothesis is examined through a structural vector autoregression (SVAR) model across European Union (EU) countries. Variance decompositions do not provide uniform evidence in favour of the buffer-stock hypothesis in all case studies. The results are very important for the design of monetary policy within EU.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:6:y:1999:i:12:p:793-796

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DOI: 10.1080/135048599352187

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