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Monetary Policy Transmission in an Emerging Market Setting / Ila Patnaik, Ajay Shah, Rudrani Bhattacharya.

IMF eLibrary Available online

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Format:
Book
Government document
Author/Creator:
Patnaik, Ila.
Contributor:
Bhattacharya, Rudrani.
Shah, Ajay.
Series:
IMF Working Papers; Working Paper ; No. 2011/005
IMF Working Papers
Language:
English
Subjects (All):
Monetary policy.
Physical Description:
1 online resource (35 p.)
Place of Publication:
Washington, D.C. : International Monetary Fund, 2011.
Language Note:
English
Summary:
Some emerging economies have a relatively ineffective monetary policy transmission owing to weaknesses in the domestic financial system and the presence of a large and segmented informal sector. At the same time, small open economies can have a substantial monetary policy transmission through the exchange rate channel. In order to understand this setting, we explore a unified treatment of monetary policy transmission and exchangerate pass-through. The results for an emerging market, India, suggest that the most effective mechanism through which monetary policy impacts inflation runs through the exchange rate.
Contents:
Cover Page; Title Page; Copyright Page; Contents; 1 Introduction; 2 Estimation strategy; 3 The data; 4 Empirical results; 5 Robustness checks; 5.1 Alternative specifications; 5.2 Choice of price index; 6 Conclusions; 7 Appendix: Results of VECM analysis of the model with oil price; Footnotes
Notes:
Description based upon print version of record.
Includes bibliographical references.
Description based on online resource; title from PDF title page (ebrary, viewed September 24, 2014).
ISBN:
9786613870674
9781462324446
1462324444
9781455253890
1455253898
9781283558228
128355822X
9781455214884
1455214884

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