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Monetary policy model of Tajikistan: a structural vector autoregression approach

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Date

2005

Authors

Tashrifov, Mohammad-Yusuf

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Abstract

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 for assessing the dynamic impacts of monetary and exchange rate policies on country’s real sector variables.

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Keywords

inflation, monetary and exchange rate policies, Tajikistan, SVAR, structural vector autoregression, output

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http://hdl.handle.net/1885/43052
 http://digitalcollections.anu.edu.au/handle/1885/43052

Collections

ANU Research Publications

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Working/Technical Paper

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Restricted until

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IDEC05-9.pdf (577.62 KB)

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