A VAR Analysis of Kenya's Monetary Policy Transmission Mechanism: How Does the Central Bank's REPO Rate Affect the Economy?

Author:

Cheng Kevin C.,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference11 articles.

1. “A Structural Vector Autoregression Model of Monetary Policy in Australia;Brischetto;Reserve Bank of Australia,1999

2. “Exchange Rate Anomalies in the Industrial Countries: A Solution with a Structural VAR Approach,”;Kim;Journal of Monetary Economics,”,2000

3. “Interest rate effects on output: evidence from a GDP forecasting model for South Africa.”;Aron;IMF Staff Papers,2002

4. “Macroeconomics and Reality,”;Sims;Econometrica,1980

5. “Does Monetary Policy Generate Recessions?;Sims;Federal Reserve Bank of Atlanta Working Paper 98-12,1998

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