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Monetary Policy Transmission in Mauritius Using a VAR Analysis

Monetary Policy Transmission in Mauritius Using a VAR Analysis »

Volume/Issue: 2010/36

Series: IMF Working Papers

Author(s): Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

DOI: http://dx.doi.org/10.5089/9781451962789.001

ISBN: 9781451962789

Keywords: VAR, inflation, money supply, money stock, monetary transmission, Economywide Country Studies: Africa,

Applying commonly used vector autoregression (VAR) techniques, this paper investigates the transmission mechanism of monetary policy on output and prices for Mauritius, using data for 1999-2009. The results show th...

Monetary Policy Transmission in Mauritius Using a VAR Analysis†

Monetary Policy Transmission in Mauritius Using a VAR Analysis† »

Source: Monetary Policy Transmission in Mauritius Using a VAR Analysis

Volume/Issue: 2010/36

Series: IMF Working Papers

Author(s): Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451962789

Keywords: VAR, inflation, money supply, money stock, monetary transmission, Economywide Country Studies: Africa,

Applying commonly used vector autoregression (VAR) techniques, this paper investigates the transmission mechanism of monetary policy on output and prices for Mauritius, using data for 1999-2009. The results show th...