Empirical Essays on Monetary Policy and Transmission
This thesis presents four self-contained empirical research papers on monetary policy and monetary transmission using vector autoregression (VAR), structural VAR (SVAR), and Bayesian time-varying parameter VAR (TVP-VAR) models. The first two papers compare aspects of monetary policy and transmission in selected developed countries: Australia, the US, and the Euro area (Chapter 3); and Australia, the US, UK, and Canada (Chapter 4). The last two papers (Chapters...[Show more]
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