- Abstract:
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VAR methods suggest that the monetary transmission mechanism may be weak and unreliable in low-income countries (LICs). But are structural VARs identified via shortrun restrictions capable of detecting a transmission mechanism when one exists, under research conditions typical of these countries? Using small DSGEs as data-generating processes, we assess the impact on VAR-based inference of short data samples, measurement error, high-frequency supply shocks, and other features of the LIC envir...
Expand abstract - Publication status:
- Published
- Peer review status:
- Reviewed (other)
- Version:
- Accepted manuscript
- Files:
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(pdf, 903.0KB)
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- Publisher:
- International Monetary Fund Publisher's website
- Journal:
- IMF Working Papers Journal website
- Chapter number:
- 16/90
- Publication date:
- 2016-04-11
- Acceptance date:
- 2016-04-01
- ISSN:
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1018-5941
- Pubs id:
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pubs:653380
- URN:
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uri:9e51e691-0fcf-4864-831a-c10705a043ac
- UUID:
-
uuid:9e51e691-0fcf-4864-831a-c10705a043ac
- Local pid:
- pubs:653380
- ISBN:
- 9781484324752
- Copyright holder:
- International Monetary Fund
- Copyright date:
- 2016
- Notes:
- © International Monetary Fund. Available online at [http://www.imf.org/external/pubs/cat/longres.aspx?sk=43864.0]
Journal article
VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries
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