| Title: | Monetary policy transmission in Vietnam: Evidence from a VAR approach |
Author(s): | Xuan Vinh Vo |
Keywords: | Monetary policy transmission; VAR; Cost channel |
Abstract: | A thorough understanding of transmission mechanism is a key for central bank in implementing monetary policy successful. We use VAR model with monthly data from 2003M1 to 2012M12 to investigate the existence of interest rate channel, exchange rate channel and asset price channel in Vietnam. We find evidence of cost channel, meanwhile exchange rate channel and asset price channel are not existed in Vietnam. |
Issue Date: | 2017 |
Publisher: | Wiley-Blackwell |
Series/Report no.: | Vol. 56, Issue 1 |
URI: | http://digital.lib.ueh.edu.vn/handle/UEH/57836 |
DOI: | https://doi.org/10.1111/1467-8454.12074 |
ISSN: | 0004-900X |
| Appears in Collections: | INTERNATIONAL PUBLICATIONS
|
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