The Role of Emotion Factor in the Monetary Policy Transmission Process-Structural Factor-Augmented VAR Approach
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 98 === This paper shows a question, how the market emotion affects on Taiwanese monetary policy and what kind of the role is the market emotion played in the monetary policy transmission process. Cecchetti et al. (2009) point out that the financial crisis leads bro...
Main Authors: | Chu-chi Lin, 林祝吉 |
---|---|
Other Authors: | Nai-fong Kuo |
Format: | Others |
Language: | zh-TW |
Published: |
2010
|
Online Access: | http://ndltd.ncl.edu.tw/handle/03977808294212174511 |
Similar Items
-
Measuring the Channels of Monetary Policy Transmission: A Factor-Augmented Vector Autoregressive (Favar) Approach
by: Senbet Dawit
Published: (2016-05-01) -
MONETARY POLICY TRANSMISSION MECHANISM AND TVP-VAR MODEL
by: Andreea ROŞOIU
Published: (2013-12-01) -
VAR ANALYSIS OF THE TRANSMISSION MECHANISM OF MONETARY POLICY IN ROMANIA
by: Zina CIORAN
Published: (2015-04-01) -
A VAR Analysis on the Monetary Policy Transmission Mechanism in Romania
by: Andrei BIRMAN
Published: (2012-06-01) -
Monetary policy transmission mechanism in Botswana: A time-varying parameter VAR approach
by: Ratsebe, Thobo
Published: (2021)