期刊名称:Finante - provocarile viitorului (Finance - Challenges of the Future)
印刷版ISSN:1583-3712
出版年度:2010
卷号:1
期号:11
页码:128-140
出版社:University of Craiova, Faculty of Economics and Business Administration
摘要:The present study aims at an econometric investigation oriented toward the estimation of the monetary policy dynamics in Romania, using a model based on the Autoregressive Structural Vector, imposing some restrictions on short term for knowing the response functions of the main macroeconomic variables at various economic shocks. Section I contains an argumentation of using the SVAR model. Sections 2 and 3 present the elaboration conditions of the SVAR model for the economy of Romania and the obtained results, and the last section comprises the conclusions.
关键词:monetary policy dynamics; Romanian SVAR model; econometric investigation