Monetary Policy and the Real Economy: A Structural VAR Approach for Kazakhstan

Loading...
Thumbnail Image

Date

2020

Journal Title

Journal ISSN

Volume Title

Publisher

2020 International Young Scholars

Abstract

Abstract This paper shows monetary policy indicator which better explains Kazakhstani transmission mechanism. The study also discusses how foreign monetary policy or oil prices affect domestic macroeconomic variables. We use a seven variable by utilizing quarterly time series data from Kazakhstan covering the period from January 2005 to December 2017. They are: interest rate, exchange rate, output, reserve money, consumer price index, then, World oil price index and Federal Funds rate.

Description

Keywords

Impulse responses, Monetary Policy, Structural VAR Models, 2020 International Young Scholars, №9

Citation

Zinauova N , Tautanova Z , Saydaliev H.B / Monetary Policy and the Real Economy: A Structural VAR Approach for Kazakhstan / 2020 International Young Scholars