- New releases
- Statistical data
- IMF research
- How to order
- Contact us
- Useful links
Monetary Policy and Risk-Premium Shocks in Hungary : Results from a Large Bayesian VAR
Author/Editor: Adina Popescu, Alina Carare.
Release Date: November, 2011Price: $18.00
We document the transmission of monetary policy and risk-premium shocks in Hungary, by applying recent advances in the Bayesian estimation of large VAR models. The method allows extracting more...