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Monetary policy model of Tajikistan: a structural vector autoregression approach

Tashrifov, Mohammad-Yusuf

Description

Using the Structural Vector Autoregression (SVAR) method this paper analyses the effects of monetary policy on Tajikistan’s economy for the period 1996 to 2003. A number of restrictions are imposed and the contemporaneous and long-run restrictions model are used to identify the dynamic response of inflation and output to the monetary and exchange rate innovations. As a result these shocks are used to generate the structural impulse response and forecast error variance decomposition functions...[Show more]

CollectionsANU Research Publications
Date published: 2005
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/43052
http://digitalcollections.anu.edu.au/handle/1885/43052

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