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Paponpat Taveeapiradeecharoen. Assessing Japanese monetary policy through structural Bayesian VAR with time-varying parameters. (). Mae Fah Luang University. Learning Resources and Educational Media Center. : , 2018.
Assessing Japanese monetary policy through structural Bayesian VAR with time-varying parameters
Address:
333 Moo1, Thasud, Muang, Chiang Rai 57100
Organization :
Mae Fah Luang University. Learning Resources and Educational Media Center
Email :
ask.library@mfu.ac.th
keyword:
Monetary Policy
LCSH:
Monetary policy
-- Japan
Abstract:
After Nakajima, Shiratsuka, Teranishi, et al. (2010); Nakajima, Kasuya, and Watanabe (2011); Nakajima (2011) and among others have studied about how time-varying parameter Bayesian VAR can capture the movement of zero bound interest rate and is able to model the behavior of monetary policies in Japan. In our study we aim to capture the shocks by setting both short-term and long-term interest rate to very close to zero. By treating this crucial monetary policy from Bank of Japan as unconventional monetary policy, we apply TVP-Structural BVAR with sign restriction in structural impulse response matrix. The results show that for industrial production growth rate, this variable is responsive to short-term interest rate relative to long-term (BOJs discount rates). Despite that by using structural historical shock decompositions we found that during the past decades, the shocks from BOJs discount rate has steadily affect to Japanese inflation
Mae Fah Luang University. Learning Resources and Educational Media Center
Address:
CHIANG RAI
Email:
library@mfu.ac.th
Created:
2018
Issued:
2562
Modified:
2019-07-25
Issued:
2019-07-25
บทความ/Article
application/pdf
OBELS OUTLOOK 2018
eng
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ใช้เวลา
0.023578 วินาที
Paponpat Taveeapiradeecharoen
| Title | Contributor | Type |
|---|---|---|
| Assessing Japanese monetary policy through structural Bayesian VAR with time-varying parameters
มหาวิทยาลัยแม่ฟ้าหลวง Paponpat Taveeapiradeecharoen | บทความ/Article | |
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| Measuring Inequality with Multiple Indexes: An Evidence from Empirical of Thai Household Survey
มหาวิทยาลัยแม่ฟ้าหลวง Paponpat Taveeapiradeecharoen | Mae Fah Luang University | งานวิจัย/Research report |