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http://arks.princeton.edu/ark:/88435/dsp01xg94hp70j| Title: | Structural Difference in Monetary Shock Transmission A Panel VAR Approach |
| Authors: | Ban, Whi Min Ban |
| Advisors: | Fernandez-Villaverde, Jesus |
| Department: | Economics |
| Class Year: | 2014 |
| Abstract: | Recent literature shows that financial development and economic growth are closely related. In this paper, I argue that the levels of monetary shock transmission for the two financial structures are different. Using Panel Vector Autoregression(PVAR) on a panel set of data, I find some evidence that levels of transmission of monetary shock to inflation rate and interest rate are different in the two financial structures. |
| Extent: | 51 pages |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01xg94hp70j |
| Type of Material: | Princeton University Senior Theses |
| Language: | en_US |
| Appears in Collections: | Economics, 1927-2023 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Ban_Whi Min.pdf | 1.95 MB | Adobe PDF | Request a copy |
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