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  • In this paper, we examine the effects of Czech monetary policy on the economy within the vector auto regression (VAR), structural VAR, Bayesian VAR with sign restrictions, and factor-augmented VAR, frameworks. We document a well-functioning transmission mechanism similar to the euro area countries, especially in terms of persistence of monetary policy shocks. Subject to various sensitivity tests, we find that a contractionary monetary policy shock has a negative effect on the degree of economic activity and the price level, both with a peak response after one year or so.
  • In this paper, we examine the effects of Czech monetary policy on the economy within the vector auto regression (VAR), structural VAR, Bayesian VAR with sign restrictions, and factor-augmented VAR, frameworks. We document a well-functioning transmission mechanism similar to the euro area countries, especially in terms of persistence of monetary policy shocks. Subject to various sensitivity tests, we find that a contractionary monetary policy shock has a negative effect on the degree of economic activity and the price level, both with a peak response after one year or so. (en)
Title
  • The effects of monetary policy in the Czech Republic: an empirical study
  • The effects of monetary policy in the Czech Republic: an empirical study (en)
skos:prefLabel
  • The effects of monetary policy in the Czech Republic: an empirical study
  • The effects of monetary policy in the Czech Republic: an empirical study (en)
skos:notation
  • RIV/00216208:11640/09:00345298!RIV11-MSM-11640___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM0021620841), Z(MSM0021620846)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 312416
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11640/09:00345298
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • monetary policy transmission; real-time data; sectoral prices (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [A633A8535EE3]
http://linked.open...i/riv/nazevZdroje
  • Empirica
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 36
http://linked.open...iv/tvurceVysledku
  • Morgese Borys, Magdalena
  • Horváth, R.
  • Franta, Michal
http://linked.open...n/vavai/riv/zamer
issn
  • 0340-8744
number of pages
http://localhost/t...ganizacniJednotka
  • 11640
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