An SVAR approach to evaluation of monetary policy in India: solution to the exchange rate puzzles in an open economy

DOI10.1007/s11079-016-9403-2zbMath1412.91126OpenAlexW1431798584WikidataQ115146011 ScholiaQ115146011MaRDI QIDQ2416232

Taniya Ghosh, William A. Barnett, Soumya Suvra Bhadury

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: http://www2.ku.edu/~kuwpaper/2015Papers/201503.pdf

zbMATH Keywords

monetary policystructural VARdivisia monetary aggregatesmonetary aggregatesprice puzzleexchange rate overshootingexchange rate puzzleforward discount bias puzzleliquidity puzzle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

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• Economic monetary aggregates. An application of index number and aggregation theory
• Exact and superlative index numbers
• On the output effects of monetary variability
• Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks?
• Real-time nowcasting of nominal GDP with structural breaks

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