Transmission mechanism of monetary policy in Russia: VAR analysis
Автор: Klovina A.D.
Журнал: Экономика и бизнес: теория и практика @economyandbusiness
Статья в выпуске: 5-2 (51), 2019 года.
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Empirical analysis of the transmission mechanism of monetary policy in Russia was carried out by applying a vector autoregression model based on monthly data for 2008-2017. The results of the study confirm the presence of statistically significant impact of oil price shocks and REPO rates on the level of consumer inflation in Russia.
Oil prices, repo rate, inflation, elasticity, transmission mechanism, monetary policy
Короткий адрес: https://sciup.org/170181737
IDR: 170181737 | DOI: 10.24411/2411-0450-2019-10625
Список литературы Transmission mechanism of monetary policy in Russia: VAR analysis
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