Interactions of Monetary Policies in South East Europe in a European Monetary Union Context. A Global-Vector Autoregressive Model.

Gkolitsis, Petros (2018) Interactions of Monetary Policies in South East Europe in a European Monetary Union Context. A Global-Vector Autoregressive Model. PhD thesis, University of Sheffield.

Abstract

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Keywords: Keywords: Foreign exchange reserves, real effective exchange rate (REER), industrial production index (IPI), monetary policy, interest rates, money and market rates, monetary transmission mechanism, SEE, EMU, G-VAR, Unit roots, Cointegration, Weight Trade Matrix, Generalized forecast error variance decompositions (GFEVDs) and Generalized impulse response functions (GIRFs).
Awarding institution: University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Economics (Sheffield)
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.758359
Depositing User: Petros Gkolitsis
Date Deposited: 23 Oct 2018 14:39
Last Modified: 25 Sep 2019 20:05

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