Monetary policy transmission: the case of Lithuania
We study the effect of a (standard) monetary policy shock in the euro area on the Lithuanian economy. We employ a structural vector autoregressive model incorporating variables from both the euro area and Lithuania. The model exhibits a block exogenous structure to account for the fact that Lithuani...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2017-01-01
|
| Series: | Baltic Journal of Economics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/1406099X.2016.1242330 |