Log in

Relevant bibliographies by topics / Monetary policy Australia Econometric models / Journal articles

To see the other types of publications on this topic, follow the link: Monetary policy Australia Econometric models.

Journal articles on the topic 'Monetary policy Australia Econometric models'

Author: Grafiati

Published: 10 December 2022

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Monetary policy Australia Econometric models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Reifschneider, David L., David J. Stockton, and David W. Wilcox. "Econometric models and the monetary policy process." Carnegie-Rochester Conference Series on Public Policy 47 (December 1997): 1–37. http://dx.doi.org/10.1016/s0167-2231(98)00002-5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Taylor, John B. "Econometric models and the monetary policy process." Carnegie-Rochester Conference Series on Public Policy 47 (December 1997): 39–42. http://dx.doi.org/10.1016/s0167-2231(98)00003-7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Baranovskyi, O. I., M. O. Kuzheliev, D. M. Zherlitsyn, O. S. Sokyrko, and A. V. Nechyporenko. "ECONOMETRIC MODELS OF MONETARY POLICY EFFECTIVENESS IN UKRAINE." Financial and credit activity: problems of theory and practice 3, no. 30 (2019): 226–35. http://dx.doi.org/10.18371/fcaptp.v3i30.179546.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Turobjonovna, Kurbonbekova Mohichekhra. "SIGNIFICANCE OF MONETARY INSTRUMENTS IN REGULATING THE ACTIVITIES OF BANKS." European International Journal of Multidisciplinary Research and Management Studies 4, no. 6 (2024): 59–73. http://dx.doi.org/10.55640/eijmrms-04-06-10.

Full text

Abstract:

In this article, the impact of monetary policy instruments on the activity of commercial banks, in particular on bank liquidity, loan percentage and loan portfolio, is analyzed on the basis of econometric models. He used two different models in the econometric analysis assessing the impact of monetary policy instruments on commercial banks. The first model is a least square model, while the second is a structural vector autoregression model. In studying the impact of the monetary policy of the Central Bank on the activity of commercial banks, it analyzed two different types of banks.

APA, Harvard, Vancouver, ISO, and other styles

5

Dobronravova, E. P. "Industry effects of monetary policy in Russia: Econometric analysis." Journal of the New Economic Association 55, no. 3 (2022): 45–60. http://dx.doi.org/10.31737/2221-2264-2022-55-3-3.

Full text

Abstract:

This paper presents the econometric analysis of the heterogenous effects of monetary policy on industrial output and producer prices in manufacturing sector in Russia. The estimation of the differences in the impulce responses to the interest rate shock is conducted using structural VAR-models, the analysis of key industrial characteristics, explaining differences through monetary transmission channes, is based on principal components and correlations. Our findings reveal the strongest response to monetary policy in such industries as manufacture of rubber and plastic products, manufacture of

APA, Harvard, Vancouver, ISO, and other styles

6

Solodovnikov, S. V., and Yu V. Bolyachin. "Evaluating the Impact of Monetary Policy on Regional Investment Dynamics: A Classification of Evaluation Models." AlterEconomics 20, no. 2 (2023): 437–62. http://dx.doi.org/10.31063/altereconomics/2023.20-2.8.

Full text

Abstract:

The evaluation of the impact of monetary policy on investment is an important area of economic research. This paper reviews the literature on the subject and identifies the evolution of research methods used to assess the impact of monetary policy on investment and other macro indicators. The early studies could only determine the presence or absence of territorial heterogeneity, but did not identify the factors causing this heterogeneity. As the research expanded, better models were developed, and new variables were included to improve the specification of econometric models. Currently, vecto

APA, Harvard, Vancouver, ISO, and other styles

7

Anufrieva, A. P. "Development and evolution of mathematical and econometric models for the analysis of macroeconomic processes (including historical perspective) and their forecasting." Vestnik Universiteta, no. 8 (October 8, 2024): 119–27. http://dx.doi.org/10.26425/1816-4277-2024-8-119-127.

Full text

Abstract:

Practical usefulness of factor-vector autoregression has been considered, which makes it possible to study macroeconomic processes impact on the monetary policy state, to conduct full-scale monitoring and to identify economic growth impact on monetary policy. Publications devoted to the issues of unstable economic development and mathematical models describing the process of economic dynamics under conditions of high inflation and unstable development have been analyzed. The basic scenario in economy has been given. Monetary policy impact on macroeconomic variables using vector autoregressive

APA, Harvard, Vancouver, ISO, and other styles

8

Fabris, Nikola. "Challenges for Modern Monetary Policy." Journal of Central Banking Theory and Practice 7, no. 2 (2018): 5–24. http://dx.doi.org/10.2478/jcbtp-2018-0010.

Full text

Abstract:

Abstract The first central banks were founded in the XVII century and monetary policy has been evolving ever since. Knowledge on monetary economy has improved significantly over the last couple of decades and a consensus has been reached in a number of areas. As a result, hyperinflations have been extremely rare over the past decades. The global financial crisis challenged traditional monetary policy that was based on the approach involving one instrument (reference interest rate) and one goal (price stability). It is obvious that we need a new approach to monetary policy and I believe that ch

APA, Harvard, Vancouver, ISO, and other styles

9

Kartaev, Filipp, and Natalia Kozlova. "Econometric Assessment of Monetary Policy Impact on the Dynamics of the Russian Stock Market." Moscow University Economics Bulletin 2016, no. 1 (2016): 22–43. http://dx.doi.org/10.38050/01300105201612.

Full text

Abstract:

The article provides the analysis of the impact of monetary policy shock generated by the Bank of Russia on the Russian stock market yield dynamics. We have estimated the features and duration of the effect using SVAR models and monthly data for the period from 2005 to 2013. We examine a wide range of proxies for the monetary conditions: the key interest rate, monetary aggregate M2, the refinancing rate and the interbank lending rate.

APA, Harvard, Vancouver, ISO, and other styles

10

Nikolaychuk, Sergiy, and Yurii Sholomytskyi. "Using Macroeconomic Models for Monetary Policy in Ukraine." Visnyk of the National Bank of Ukraine, no. 233 (September 29, 2015): 54–64. http://dx.doi.org/10.26531/vnbu2015.233.054.

Full text

Abstract:

An important precondition for successful implementation of inflation targeting is the ability of the central bank to forecast inflation given the fact that the inflation forecast has become an intermediate target. Certainly, this means there should be clear understanding of the monetary policy transmission mechanism functioning within the bank, because it is precisely through transmission channels that a central bank has to ensure convergence of its inflation forecast to the target. And it is almost impossible to pursue inflation targeting without a set of macroeconomic models that describes t

APA, Harvard, Vancouver, ISO, and other styles

11

Pažický, Martin. "The consequences of unconventional monetary policy in euro area in times of monetary easing." Oeconomia Copernicana 9, no. 4 (2018): 581–615. http://dx.doi.org/10.24136/oc.2018.029.

Full text

Abstract:

Research background: In this research paper, an attempt is made to evaluate the impacts of ECB’s unconventional monetary policy which has been applied after Global Financial Crisis. Because of the new economic and monetary conditions, the effectiveness of conventional monetary tools has been questioned. Purpose of the article: Designed models examine the consequences of unconventional monetary policy for macroeconomic variables, monetary variables and interest rates in the euro area. Particular attention is paid to the response of the price level, represented by HICP, to various monetary

APA, Harvard, Vancouver, ISO, and other styles

12

Vinokurov, Evgeny, Mikhail Demidenko, Dmitry Korshunov, and Mihaly Kovacs. "Customs unions, currency crises, and monetary policy coordination: The case of the Eurasian Economic Union." Russian Journal of Economics 3, no. (3) (2017): 280–95. https://doi.org/10.1016/j.ruje.2017.09.004.

Full text

Abstract:

After achieving substantial progress in establishing a common customs territory and regulations, customs unions face potential disruptions due to a lack of monetary policy coordination. These disruptions might appear in the form of currency shocks and the ensuing trade conflicts. We approach this issue by looking at the case of the Eurasian Economic Union (EAEU). The volatility of national currencies in 2014–2015 resulted in sizable shifts in competitiveness, culminating in a currency crisis in some member states. This raises the questions of how to gradually achieve a more coordinated monetar

APA, Harvard, Vancouver, ISO, and other styles

13

عيفة, بوزيان, مصطفى رديف, and رضوان عامري. "Economic Growth and its Relationship to Monetary Policy -An Econometric Analysis Using Panel Models for A Sample of MENA Countries During the Period (2000-2020)-." Finance and Business Economies Review 5, no. 4 (2021): 284–303. http://dx.doi.org/10.58205/fber.v5i4.730.

Full text

Abstract:

Our study aims to know the relationship between monetary policy and economic growth, and for this goal, a sample of MENA countries was selected during the period (2000-2020), by analyzing and interpreting the path of economic growth and the factors affecting it while studying monetary policy and its impact on some macro variables such as unemployment and GDP, to measure some monetary policy indicators on economic growth, Panel Data models were used. The study reached a number of results that there is a weak impact of monetary policy on achieving economic policy objectives considering most of t

APA, Harvard, Vancouver, ISO, and other styles

14

Igityan, Haykaz. "Asymmetric Effects of Monetary Policy on the Armenian Economy." Russian Journal of Money and Finance 80, no. 1 (2021): 46–103. http://dx.doi.org/10.31477/rjmf.202101.46.

Full text

Abstract:

Whether inflation and output respond symmetrically or asymmetrically to the same size of contractionary and expansionary monetary policy shock has important policy implications. This paper shows the presence of asymmetric responses in Armenian inflation and output to positive and negative monetary policy shocks of the same size by employing econometric models. Contractionary policy decreases inflation less than expansionary policy increases it. Output reacts in the opposite way. An estimated small open economy DSGE model with sticky wages and investment adjustment costs explains about half of

APA, Harvard, Vancouver, ISO, and other styles

15

Naeem Nawaz, Shahzada M., and Ather Maqsood Ahmed. "New Keynesian Macroeconomic Model and Monetary Policy in Pakistan." Pakistan Development Review 54, no. 1 (2015): 55–71. http://dx.doi.org/10.30541/v54i1pp.55-71.

Full text

Abstract:

The New Keynesian (NK) models have advantage over the Real Business Cycle (RBC) models as they allow rigidities in the structure of the model, hence provide built-in mechanism to incorporate the structural shocks. The estimation of the NK model for Pakistan’s economy remains a relatively unexplored area. This study attempts to estimate a closed economy version of the NK model using robust econometric technique. On the empirical side macroeconomic dynamics have been investigated in response to unanticipated monetary shock. The reaction of the monetary authority (the State Bank of Pakistan) in r

APA, Harvard, Vancouver, ISO, and other styles

16

DUBEY, AVINASH. "The Impact of Interest Rate Changes on Stock Market Volatility and Perception of youth on it." INTERNATIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 09, no. 06 (2025): 1–9. https://doi.org/10.55041/ijsrem50155.

Full text

Abstract:

Abstract This study investigates the relationship between central bank interest rate adjustments and stock market volatility, with a focus on India's financial markets a small scale study also shows how it is perceived by youth. Using econometric models (GARCH, VAR) and event study analysis, we examine how monetary policy decisions influence short-term and long- term market fluctuations. Key findings indicate that unexpected rate hikes significantly increase volatility, particularly in interest-sensitive sectors like banking and real estate. The study provides actionable insights for investors

APA, Harvard, Vancouver, ISO, and other styles

17

Nocoń, Aleksandra. "Sustainable Approach to the Normalization Process of the UK’s Monetary Policy." Sustainability 12, no. 21 (2020): 9229. http://dx.doi.org/10.3390/su12219229.

Full text

Abstract:

It has been more than a decade since central banks, in the face of the global financial crisis, implemented a set of unconventional initiatives that included a rapid and significant decrease in their main interest rates and an unprecedented balance sheet policy. Thus far, they still have not returned their monetary policy to the pre-crisis framework and have not implemented a normalization process. Currently, a trend of using econometric models in monetary policy for forecasting purposes has been observed. Among these models, Bayesian vector autoregression models (BVAR models) are increasingly

APA, Harvard, Vancouver, ISO, and other styles

18

Barrell, Ray, and Karen Dury. "Asymmetric Labour Markets in a Converging Europe: Do Differences Matter?" National Institute Economic Review 183 (January 2003): 56–65. http://dx.doi.org/10.1177/0027950103183001461.

Full text

Abstract:

In this paper we investigate whether differences we observe in European labour market transmission mechanisms matter for monetary policy design. We are particularly concerned with the robustness of the choice of rule by the European Central Bank (ECB) but we also comment on the choice of rules in the UK. Three different models of labour markets are constructed, one where the relationships are estimated separately, one where the most statistically acceptable commonalities across countries are imposed and one where common relationships are imposed across all countries. Panel estimation technique

APA, Harvard, Vancouver, ISO, and other styles

19

Creel, Jérôme, and Paul Hubert. "HAS INFLATION TARGETING CHANGED THE CONDUCT OF MONETARY POLICY?" Macroeconomic Dynamics 19, no. 1 (2013): 1–21. http://dx.doi.org/10.1017/s1365100513000199.

Full text

Abstract:

We aim at establishing whether the institutional adoption of inflation targeting has changed the conduct of monetary policy. To do so, we test the hypothesis of inflation targeting translating into a stronger response to inflation in a Taylor rule with three alternative econometric models: a structural break model, a time-varying parameter model with stochastic volatility, and a Markov-switching VAR model. We conclude that inflation targeting has not led to a stronger response to inflation in the reaction function of the monetary authority. This result suggests that inflation targeting being m

APA, Harvard, Vancouver, ISO, and other styles

20

Izbosarov, Boburjon. "CURRENT ISSUES OF THE PRACTICE OF REGULATING THE LIQUIDITY OF COMMERCIAL BANKS IN THE CONTEXT OF GLOBALIZATION." Economics and education 24, no. 1 (2023): 135–43. http://dx.doi.org/10.55439/eced/vol24_iss1/a19.

Full text

Abstract:

This article examines the role of the Central Bank in ensuring the liquidity of bank assets, the state of capital of commercial banks, and their impact on liquidity. At the same time, the impact of asset quality on its liquidity, as well as deposits and own funds, was analyzed using econometric methods. The article examines the effect of commercial banks' own funds on the liquidity of bank assets, the effect of economic normative indicators set by the Central Bank, and the effect of the Central Bank's monetary policy tools using econometric models

APA, Harvard, Vancouver, ISO, and other styles

21

Liu, Junxiao, and Kerry London. "MODELLING HOUSING SUPPLY AND MONETARY POLICY WITHIN THE CONTEXT OF GLOBAL ECONOMIC TURBULENCE." International Journal of Strategic Property Management 17, no. 1 (2013): 1–20. http://dx.doi.org/10.3846/1648715x.2012.735273.

Full text

Abstract:

Housing supply is an essential component of the property sector. Compared with an increasingly strong housing demand, the growth rates of total housing stock in Australia have exhibited a downward trend since the end of the 1990s. Over the same period, the significant adjustments in the Australian monetary policy were being implemented under a turbulent global economic climate. This research aims to identify the relationship between housing supply and monetary policy within the context of global economic turbulence by a vector error correction model with a dummy variable. The empirical evidenc

APA, Harvard, Vancouver, ISO, and other styles

22

Pilko, A. D., and V. R. Kramar. "The Impact of Monetary Policy on the Financial Stability of the Banking System: Setting a Modeling Problem." Business Inform 2, no. 517 (2021): 81–88. http://dx.doi.org/10.32983/2222-4459-2021-2-81-88.

Full text

Abstract:

The publication is concerned with highlighting the results of the carried out analysis of the existing practice of developing macroeconomic models directed towards determining the main parameters of monetary policy of central banks, as well as assessing their impact on the indicators of financial stability of the banking system. Given the low efficiency of the traditional approaches to the formation of the monetary rule both in countries with developed market economies and in countries with small open economies (in particular, Taylor rule), possible ways to solve this problem are proposed taki

APA, Harvard, Vancouver, ISO, and other styles

23

Ahmed, Ather Maqsood, Muhammad Rafiq, and M. Shahid Iqbal. "Dynamic Properties of an Aggregate Econometric Model of Pakistan's Economy." Pakistan Development Review 32, no. 4II (1993): 1031–41. http://dx.doi.org/10.30541/v32i4iipp.1031-1041.

Full text

Abstract:

The use of econometric models for policy planning and decision-making is wide-spread in many developed as well as developing countries. One of the most vexing problems of such an exercise is to construct a model that could adequately reproduce the dynamic behaviour of an economy. The recent experience in modelling has shown that policy objectives could be achieved only by recognising the complex relationship between real and monetary variables. Such an integrated framework .could be used not only to compute impact and dynamic multipliers and to determine the stability of the model, but also to

APA, Harvard, Vancouver, ISO, and other styles

24

Shuja, Syed Muhammad, Muhammad Naveed Jan, and Muhammad Asim Afridi. "Bank Lending Channel of Monetary Policy: Empirical Evidence from Bank Level Data of Selected Emerging Economies." Qlantic Journal of Social Sciences 5, no. 1 (2024): 277–89. http://dx.doi.org/10.55737/qjss.759004305.

Full text

Abstract:

Examining the effects of monetary policy on the bank lending channel is the main objective of this study on a sample of 18 emerging economies from 2006 to 2021 by using bank-level data. Research shows that the bank lending channel does operate and is functional in the banking sectors of the developing countries that were selected for the sample. The econometric models used in the study include sys-GMM, fixed effects, and instrumental variable regression. In particular, results suggest that monetary policy (or monetary tightening) negatively affects whereas economic growth positively influences

APA, Harvard, Vancouver, ISO, and other styles

25

Miró, Damià Rey, Pedro Piffaut, and Ricardo Palomo Zurdo. "Do Financial Markets Allow the Independence of Central Banks?" Journal of Central Banking Theory and Practice 13, no. 1 (2024): 5–26. http://dx.doi.org/10.2478/jcbtp-2024-0001.

Full text

Abstract:

Abstract The research work presented below addresses the possible concern of central bank independence through the development and application of econometric models. The complexity of the modelling has allowed a step further in corroborating that financial independence is not only linked to the appointments and pressures of the states regarding their economic policy but also the role that financial markets play by acting as a force that dictates and contaminates decisions of central banks. In this sense, the paper proposes a theoretical basis for recommendations on the application of the new m

APA, Harvard, Vancouver, ISO, and other styles

26

Voskanyan, Mariam A., and Hripsime K. Gabrielyan. "Assessment of the Impact of Monetary Policy on Economic Growth in Armenia." Research Result. Economic Research 10, no. 4 (2024): 5–22. https://doi.org/10.18413/2409-1634-2024-10-4-0-1.

Full text

Abstract:

Relevance. In today's global economy, effective macroeconomic regulation is more important than ever. It can help the economy recover from crises and grow in the long term. This is especially important for developing economies, which are most vulnerable in a turbulent global economy. Purpose of the study. The objective of the study was to evaluate the influence of monetary policy on economic growth in Armenia, encompassing both the indirect and direct impact of specific monetary instruments on economic activity. The study's methodological foundation was a comprehensive examination of theoretic

APA, Harvard, Vancouver, ISO, and other styles

27

Hasan, M. Aynul. "A Rational Expectations Macro-econometric Model of Pakistan's Monetary Policy since 1970s." Pakistan Development Review 26, no. 4 (1987): 513–27. http://dx.doi.org/10.30541/v26i4pp.513-527.

Full text

Abstract:

Since April 1985 the operations of the entire financial sector in Pakistan have been transformed into a system which is expected to conform to the laws of 1slamic society. Under this system all banks and other financial institutions are supposed to conduct their borrowing and lending according to an interest free Islamic financial system, except for past commitments which may have been carried over in accordance with original commitments! With this rapid transition towards the interest free banking system in Pakistan, the present decade has witnessed the emergence of the State Bank of Pakistan

APA, Harvard, Vancouver, ISO, and other styles

28

Sebasore, BAHATI, Clément BULA Basuayi, Redempteur Ntawiratsa, GAKURU SEMACUMU Jean-Baptiste, and Paul Senzira Ntahayo. "Prudential Measures and Monetary Policy Impact Agricultural Loans in the Great Lakes Region of Africa." International Journal of Economics, Business and Management Research 09, no. 04 (2025): 270–83. https://doi.org/10.51505/ijebmr.2025.9417.

Full text

Abstract:

This research sheds light on the intricate relationship between monetary policies, prudential measures, and agricultural portfolios in the low-income countries of the Economic Community of the Great Lakes Region of Africa (CEPGL). Through a meticulous methodology blending quantitative analysis and econometric models, it discerns various factors influencing agricultural loans. The study reveals a negative correlation between agricultural credit and certain variables like monetary policy, total bank assets, and political stability. Conversely, indicators such as economic stability and the presen

APA, Harvard, Vancouver, ISO, and other styles

29

Sumithra, R. "Monetary Policy Goals for Economic Stability in India." Shanlax International Journal of Economics 8, no. 2 (2020): 5–11. http://dx.doi.org/10.34293/economics.v8i2.2155.

Full text

Abstract:

This paper focused on the goals of monetary policy on how to take action to reduce the inflation rate and achieve economic stability in India. The monetary policy the arm of public policy the usual goals of monetary policy are to achieve full employment, to achieve high rate of economic growth, and to stabilize prices and wages, to maintain equilibrium the balance of payment, influencing the cost and availability of credit and increasing the repo rate by central bank and Government of India. Every country needs to achieve price stability in economic development. The inflation rate below close

APA, Harvard, Vancouver, ISO, and other styles

30

Tan, Chai-Thing, Azali Mohamed, Muzafar Shah Habibullah, and Lee Chin. "The Impacts of Monetary and Fiscal Policies on Economic Growth in Malaysia, Singapore and Thailand." South Asian Journal of Macroeconomics and Public Finance 9, no. 1 (2020): 114–30. http://dx.doi.org/10.1177/2277978720906066.

Full text

Abstract:

This article analyses the impact of monetary and fiscal policies on economic growth in Malaysia, Singapore and Thailand from 1980:Q1 to 2017:Q1. Autoregressive distributed lag (ARDL) approach is employed to determine the long-run relationship. Further, a range of econometric models, such as fully modified least squares method (FMOLS), canonical cointegration regression (CCR) and dynamic ordinary least squares method (DOLS), are applied to check the robustness. The results are stable and robust as all the models yield consistency result. The main findings in this study demonstrate that: (a) int

APA, Harvard, Vancouver, ISO, and other styles

31

Pujeh, Yusuf, Haja Isata Fofanah, Robert Dauda Korsu, and Mohamed Syed Fofanah. "Determinants of Money Demand in Sierra Leone." Journal of Banking and Financial Dynamics 9, no. 3 (2025): 16–21. https://doi.org/10.55220/25766821.v9.451.

Full text

Abstract:

This study provides a comprehensive analysis of the determinants of money demand in Sierra Leone, focusing on macroeconomic factors such as income, interest rates, inflation, and exchange rates. Money demand is a crucial element in shaping monetary policy, influencing financial stability, and ensuring sustainable economic growth. The research integrates classical, Keynesian, and modern monetary theories to explore the multifaceted interactions that drive money demand in a developing economy like Sierra Leone. Utilizing secondary data spanning from 2010 to 2023, obtained from institutions such

APA, Harvard, Vancouver, ISO, and other styles

32

DROBYSHEVSKAYA, Larisa N., and Nikita A. DANKOV. "Short-term forecasting of inflation, output of goods and services using machine learning." Finance and Credit 31, no. 1 (2025): 91–112. https://doi.org/10.24891/fc.31.1.91.

Full text

Abstract:

Subject. The article addresses short-term forecasts of key economic indicators obtained using machine learning models that can be used as prerequisites in medium-term models used for stress testing, scenario analysis, and development of recommendations on monetary policy. Objectives. The study aims at improving the accuracy of short-term forecasting of inflation, output of goods and services, based on the use of various models, including machine learning, and determining the most optimal one. Methods. The study rests on systems approach, methods of statistical analysis, mathematical modeling,

APA, Harvard, Vancouver, ISO, and other styles

33

Finnegan, Marie, and Lucía Morales. "A methodological framework for exploring SME finance with SAFE data." PLOS ONE 19, no. 8 (2024): e0307361. http://dx.doi.org/10.1371/journal.pone.0307361.

Full text

Abstract:

Research on small and medium-sized enterprises (SMEs) access to bank finance is vital for the euro area economy. SMEs heavily represent the European business sector, employing around 100 million people and accounting for more than half of the Gross Domestic Product. Research studies in the field often rely on the ECB/EC Survey on the Access to Finance of Enterprises (SAFE). Many studies employ probit or logit models with categorical dependent variables derived from SAFE. The research findings show that hardly any study employs the simpler linear probability model (LPM), with a dominant lack of

APA, Harvard, Vancouver, ISO, and other styles

34

Prucnal, Anna. "Inflation Management In The Eu: Does The Eurozone Outperform Non-Euro States?" International Journal of Business & Management Studies 06, no. 01 (2025): 64–85. https://doi.org/10.56734/ijbms.v6n1a7.

Full text

Abstract:

This study examines the effectiveness of the monetary policy of the European Central Bank (ECB) in managing inflation in the Euro Area compared to the independent monetary policy of seven European Union Member States outside the Economic and Monetary Union (EMU). It highlights the complexity of applying a centralized one size fits all approach to diverse economies, highlighting the differences between core and peripheral EMU countries and the unique challenges faced by non-Eurozone countries. In addition, the study includes an analysis of the stress indicator, defined as the difference between

APA, Harvard, Vancouver, ISO, and other styles

35

Cho, Yu Yiu. "Wage Rigid: The Relationship between Real Output and Wage with or without Monetary Policy." BCP Business & Management 38 (March 2, 2023): 2985–94. http://dx.doi.org/10.54691/bcpbm.v38i.4223.

Full text

Abstract:

The relationship between real wage and output is a major area of interest within field of both macroeconomic and microeconomic. Labour market has intimate relationship with wage determination, and the wage level, representing individual’s earning and in turn affect level of poverty and living standard to some extent. This paper uses a series of regression econometric models to examine the relationship between real wage and real output level. This paper also assesses impact of different monetary policy on this relationship, either under interest target or free interest rate. Additionally, resul

APA, Harvard, Vancouver, ISO, and other styles

36

Abuselidze, George. "The Impact of Banking Competition on Economic Growth and Financial Stability: An Empirical Investigation." European Journal of Sustainable Development 10, no. 1 (2021): 203. http://dx.doi.org/10.14207/ejsd.2021.v10n1p203.

Full text

Abstract:

The paper examines the level of competition in banking market using different econometric models and analyzes the impact of efficiency of the banking system on the economic growth of the country. The research discusses to ensure banking competition as a function of the Central Bank. Also, the paper includes some recommendations developed to improve banking competition. Our hypothesis is that the existence of high levels of banking competition and low concentration in the banking market balances the speed of money supply in the economic sector. As a result, the Central Bank's monetary policy wi

APA, Harvard, Vancouver, ISO, and other styles

37

Derkach, T., and H. Alekseievska. "THE INFLUENCE OF DEVELOPED COUNTRIES CENTRAL BANKS' UNCONVENTIONAL MONETARY POLICY ON THE ECONOMY OF UKRAINE." Actual Problems of International Relations, no. 142 (2020): 99–108. http://dx.doi.org/10.17721/apmv.2020.142.1.99-108.

Full text

Abstract:

In the period of globalization, the economic shocks that occurred in one country quickly spread to other countries. So the actions of the developed countries’ Central banks have a significant impact on other countries, in particular emerging markets countries. The paper considers an example of the impact of the European Central Bank, the Federal Reserve and the Bank of Japan's unconventional monetary policy on the Ukrainian economy. The purpose of the study is to assess the impact of the ECB, the Fed and the Bank of Japan's unconventional monetary policy on the financial indicators of Ukraine.

APA, Harvard, Vancouver, ISO, and other styles

38

Dr. Osama Ali, Dr. Surayya Jamal, Fakhra Aslam, Salman Malik, Muhammad Abdul Rehman, and Muhammad Ali. "Empirical Dynamics in Econometrics: Analyzing Behavioral Patterns, Predictive Modeling, and Policy Implications in Economic Data." Critical Review of Social Sciences Studies 3, no. 2 (2025): 753–73. https://doi.org/10.59075/wcde7a13.

Full text

Abstract:

This paper aims to contribute to the uses of time series econometrics, combining them with some contemporary machine learning techniques for data understanding to enhance the analysis of behaviour patterns, the improvement of the forecasting capability of the models, and the facilitation of policy assessment. The quantitative analysis works through econometric models including ARIMA, VAR, and TVP-SVAR for the selected macroeconomic indicators like GDP, Inflation rate; and machine learning models including LSTM, Random Forest and Gradient Boosting. The data collected was retrieved from differen

APA, Harvard, Vancouver, ISO, and other styles

39

Dr. Osama Ali, Dr. Surayya Jamal, Fakhra Aslam, Salman Malik, Muhammad Abdul Rehman, and Muhammad Ali. "Empirical Dynamics in Econometrics: Analyzing Behavioral Patterns, Predictive Modeling, and Policy Implications in Economic Data." Critical Review of Social Sciences Studies 3, no. 2 (2025): 753–73. https://doi.org/10.59075/dqyche92.

Full text

Abstract:

This paper aims to contribute to the uses of time series econometrics, combining them with some contemporary machine learning techniques for data understanding to enhance the analysis of behaviour patterns, the improvement of the forecasting capability of the models, and the facilitation of policy assessment. The quantitative analysis works through econometric models including ARIMA, VAR, and TVP-SVAR for the selected macroeconomic indicators like GDP, Inflation rate; and machine learning models including LSTM, Random Forest and Gradient Boosting. The data collected was retrieved from differen

APA, Harvard, Vancouver, ISO, and other styles

40

Kartaev, P. S., and O. S. Sazonov. "The Impact of Inflation Targeting on Inflation." Finance: Theory and Practice 29, no. 1 (2025): 45–52. https://doi.org/10.26794/2587-5671-2025-29-1-45-52.

Full text

Abstract:

The purpose of the paper is to assess the impact of the transition to the inflation targeting regime on inflation in modern conditions. To achieve this goal, we carry out econometric modeling of the impact of this monetary policy regime on the dynamics of the overall price level. As an empirical strategy, we use the estimation of models with fixed effects on cross-country panel data containing information up to and including 2022. In addition, to clarify the long-term effects of changing the monetary policy regime, we use the difference of differences estimator with the inclusion of additional

APA, Harvard, Vancouver, ISO, and other styles

41

Xin, Xin. "An Empirical Study on the Dynamic Impact of Monetary and Fiscal Policies on the Herding Behavior among Manufacturing Companies." Journal of Digitainability, Realism & Mastery (DREAM) 3, no. 02 (2024): 49–59. http://dx.doi.org/10.56982/dream.v3i02.209.

Full text

Abstract:

This paper investigates the dynamic interplay between monetary and fiscal policies and their influence on herding behavior among manufacturing companies in China. Herding behavior, characterized by the tendency of firms to mimic the actions of others rather than making independent decisions, can significantly affect market stability and efficiency. The study employs a comprehensive dataset spanning a period that encompasses various monetary and fiscal policy interventions, alongside fluctuations in market conditions. Using advanced econometric techniques, including Vector Autoregression (VAR)

APA, Harvard, Vancouver, ISO, and other styles

42

Karpenko, Elena, and Kristina Shestakova. "Management of industrial development of the country: theoretical aspects and tools." University Economic Bulletin, no. 49 (May 22, 2021): 81–87. http://dx.doi.org/10.31470/2306-546x-2021-49-81-87.

Full text

Abstract:

The relevance of the research topic is substantiated by the revival of the world community's interest in industry as a driver of economic development. The problem is that industrial development has a number of limitations as a result of imbalances between the resource potential of the economic system, its institutional structure and the dominant technical and economic paradigm, which require the development of special management tools. An analysis of recent publications shows the presence of scientific interest in the search for the relationship between the content of industrial policy, which

APA, Harvard, Vancouver, ISO, and other styles

43

Saqib, Najam Us, and Attiya Yasmin. "Some Econometric Evidence on the Relative Importance of Monetary and Fiscal Policy in Pakistan." Pakistan Development Review 26, no. 4 (1987): 541–51. http://dx.doi.org/10.30541/v26i4pp.541-551.

Full text

Abstract:

Economists agree that both monetary and fiscal policies can influence the pace of aggregate economic activity. However, their relative importance still remains a widely debated and complicated issue. Given the mushroom growth of different types of economic models, it seems almost impossible to decide their relative importance, at a purely theoretical level. So in this paper, we have tried to deal with this issue empirically in the context of Pakistan. In surveying the literature, we can find a number of empirical studies on this issue, but most of them are for the developed countries. Similar

APA, Harvard, Vancouver, ISO, and other styles

44

Arifin, Samsul. "Monetary Policy and Trade: An Engine for Economic Growth." Economics Development Analysis Journal 12, no. 2 (2023): 157–67. http://dx.doi.org/10.15294/edaj.v12i2.65288.

Full text

Abstract:

Amidst on the debate of the trade openness (TO) importance in influencing an economic growth (EG) and the central bank policy rate (CBPR), it is necessary to analyze the long-term relationship by using ARDL. This paper aims to analyze the CBPR and TO influence on EG in ASEAN -3. This study examines the EG model which focuses on the effect of CBPR and the ratio of exports in which plus imports divided by GDP as a measure of TO in ASEAN-3. The Data was collected from IFS for Indonesia, Philippines and Thailand for the period 2007q1-2022q2. The ARDL test method is used to determine the long-term

APA, Harvard, Vancouver, ISO, and other styles

45

Berdiyorov, Bekzod, and Sarvar Masharipov. "THE IMPACT OF INFLATION TARGETING MONETARY POLICY ON MACROECONOMIC PERFORMANCE OF TURKEY DURING 2002-2022." Iqtisodiy taraqqiyot va tahlil 2, no. 9 (2024): 57–68. http://dx.doi.org/10.60078/2992-877x-2024-vol2-iss9-pp57-68.

Full text

Abstract:

The main aim of the study is to investigate the impact of inflation targeting (IT) strategy in Turkey during 2002-2022, which was adopted in a three-year period of 2002-2004, on macroeconomic performance (actual inflation, exchange and interest rates) and economic growth of Turkey (in terms of the real GDP). The econometric and empirical investigation of this research focusing on the impact of inflation targeting on the selected macroeconomic variables were carried out by the linear squares method (LSM) regression taking the data of the period after implementation of the monetary policy. At th

APA, Harvard, Vancouver, ISO, and other styles

46

Vika, Blerina, Denada Xhaja, and Ilir Vika. "Does Money Matter for Predicting Overall Prices in Albania? An Analysis with Recurrent Neural Network." WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 22 (November 8, 2024): 70–81. https://doi.org/10.37394/23207.2025.22.7.

Full text

Abstract:

The purpose of this article is to assess the information content of monetary aggregates in predicting overall prices in Albania. The relevance of money is evaluated by comparing forecasts derived from no-money versus money-based models. Rather than employing traditional econometric models, an important innovation in our analysis is to use the Long Short-Term Memory (LSTM) technique of recurrent neural networks. These powerful tools allow higher flexibility than conventional functional forms for achieving the desired degree of forecast accuracy. After estimating the neural network parameters on

APA, Harvard, Vancouver, ISO, and other styles

47

Красильникова, Елена Вадимовна (Krasilnikova Elena Vadimovna). "Финансовые факторы экономического роста (Financial factors of economic growth)". Финансовая экономика 1, № 2 (2019): 198–201. https://doi.org/10.5281/zenodo.3473516.

Full text

Abstract:

В статье исследованы факторы, влияющие на экономический рост.  Изучена цикличность проведения первичных размещений акций и экономической активности, роста ВВП. Построены  эконометрические модели, которые определили влияние макроэкономических параметров на фондовый индекс NASDAQ, а также - связи поведения домашних хозяйств: инвестирования и потребления с индикаторами кредитно-денежной политики.  The article studies the factors affecting economic growth.  The cyclical nature of the initial public offerings and economic activity, GDP growth was explored. Econome

APA, Harvard, Vancouver, ISO, and other styles

48

Provotorova, Maryana. "Formation of the Money Supply in the Russian Economy." Ideas and Ideals 16, no. 4-2 (2024): 309–27. https://doi.org/10.17212/2075-0862-2024-16.4.2-309-327.

Full text

Abstract:

The question of optimal monetary policy is one of the most controversial among economists in different countries of the world. The answer to this is largely determined by the way money is formed in the economy. According to modern macroeconomic concepts, money supply can be influenced by factors other than monetary policy. This article discusses the main theoretical approaches to determining the mechanisms of formation of the money supply. The main attention is paid to the post-Keynesian theory of endogenous money supply, within which the accommodation and structuralist approaches dominate. Bo

APA, Harvard, Vancouver, ISO, and other styles

49

Van der Geest, Willem. "Peter J. Montiel, Pierre-Richer Agenor, and Nadeem ul Haque. Informal Financial Markets in Developing Countries: A Macroeconomic Analysis. Published in the "Advances in Theoretical and Applied Economics" series edited by Homa Motamen-Scobie. Oxford: Blackwell. 1992. i-xi + 212 pp., including appendices. Hardbound. £40.00." Pakistan Development Review 32, no. 3 (1993): 332–35. http://dx.doi.org/10.30541/v32i3pp.332-335.

Full text

Abstract:

This volume reviews the nature and scope of informal financial markets in developing countries and elaborates on the theoretical and conceptual models which analyse 'financial repression' and other aspects of government intervention in financial markets. It also focuses on the consequences which the prevalence of informal financial markets in developing countries may have for monetary and exchange rate policy. In particular, it attempts to capture the functioning of informal, unregulated markets into macroeconomic models, working towards a general eqUilibrium model with informal financial mark

APA, Harvard, Vancouver, ISO, and other styles

50

Abu Asab, Noura. "Evidence of customer sophistication behaviour in deposit markets: the case of Qatar." Journal of Economic Studies 47, no. 5 (2020): 1181–96. http://dx.doi.org/10.1108/jes-08-2019-0371.

Full text

Abstract:

PurposeThe paper investigates the interest rate policy transmission mechanism and the role of market structure of the banking industry in Qatar.Design/methodology/approachCompetitiveness indexes are used to measure the degree of market power in the banking industry in Qatar. The momentum threshold autoregressive model is applied over the monthly period from January 2005 to June 2018 to examine the magnitude of intermediation and adjustment to disequilibria in the deposit market. In addition, to model interest rate volatility and overcome the problem of heteroscedastic errors in the error corre

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!