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Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis

  • Published:2015-04 Issue: Volume:46 Page:11-26
  • ISSN:0264-9993
  • Container-title:Economic Modelling
  • language:en
  • Short-container-title:Economic Modelling

Author:

Mahdi Barakchian S.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference80 articles.

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2. The M1 vector-error-correction model: some extensions and applications;Adam,2000

3. A vector error-correction forecasting model of the US economy;Anderson;J. Macroecon.,2002

4. A distant early warning model of inflation based on M1 disequilibria;Armour,1996

5. A VECX* model of the Swiss economy;Assenmacher-Wesche,2009

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1. International transmission of quantitative easing policies: Evidence from Canada;Journal of Economic Dynamics and Control;2024-05

2. The role of asymmetry in the interplay between internal and external factors: Empirical evidence from the US, Brazil, Canada and Mexico;Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business;2019-06-28

3. The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market;The North American Journal of Economics and Finance;2018-11

4. The international spillover of china’s monetary policy: a case study of a developing country;China Economic Journal;2018-09-11

5. Global financial conditions and asset markets: Evidence from fragile emerging economies;Economic Modelling;2016-09
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