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Relevant bibliographies by topics / Monetary policy modelling

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Academic literature on the topic 'Monetary policy modelling'

Author: Grafiati

Published: 4 June 2021

Last updated: 2 February 2022

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Journal articles on the topic "Monetary policy modelling"

1

Marzo, Massimiliano. "Critical Aspects in Modelling Monetary Policy." Economic Notes 32, no. 1 (February 2003): 107–21. http://dx.doi.org/10.1046/j.0391-5026.2003.00106.x.

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Martin, Christopher, and Costas Milas. "Modelling Monetary Policy: Inflation Targeting in Practice." Economica 71, no. 282 (May 2004): 209–21. http://dx.doi.org/10.1111/j.0013-0427.2004.00366.x.

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Moolman, E., and CB Du Toit. "Modelling price determination in South Africa." South African Journal of Economic and Management Sciences 7, no. 1 (July 23, 2004): 151–69. http://dx.doi.org/10.4102/sajems.v7i1.1434.

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South Africa has been faced with high inflation rates since the early 1970s. Despite continued monetary discipline the inflation target has not yet been met, highlighting South Africa’s price-vulnerability as a small open emerging economy and raising questions about the efficiency of monetary policy. The objectives of this paper are: (i) to analyse the influence of monetary policy on inflation in the small open emerging economy of South Africa, (ii) to highlight the channels other than monetary policy through which inflation can be influenced (iii) to analyse the influence of international prices and the exchange rate on inflation, (iv) to determine the role of the labour market on inflation, especially through wage-push dynamics and (v) to determine the role of demand-pull factors on inflation.

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Nikolaychuk, Sergiy, and Yurii Sholomytskyi. "Using Macroeconomic Models for Monetary Policy in Ukraine." Visnyk of the National Bank of Ukraine, no. 233 (September 29, 2015): 54–64. http://dx.doi.org/10.26531/vnbu2015.233.054.

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An important precondition for successful implementation of inflation targeting is the ability of the central bank to forecast inflation given the fact that the inflation forecast has become an intermediate target. Certainly, this means there should be clear understanding of the monetary policy transmission mechanism functioning within the bank, because it is precisely through transmission channels that a central bank has to ensure convergence of its inflation forecast to the target. And it is almost impossible to pursue inflation targeting without a set of macroeconomic models that describes the monetary policy transmission mechanism and helps to analyse the current state of the economy as well as forecast (simulate) short- and medium-term macroeconomic scenarios. This article provides a review of the current state of macroeconomic modelling at central banks and describes the history of development and actual stance of the National Bank of Ukraine’s system of macroeconomic models. The existing system provides quite reliable support for the current monetary policy decision-making process, but it has to be improved by implementing a more sophisticated model (such as a dynamic stochastic general equilibrium model) and enhancing the set of econometric models for shortterm forecast purposes in the future.

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Okyere, Francis, and Salifu Nanga. "Modelling the Pattern of Monetary Policy Rates of Ghana." IOSR Journal of Mathematics 10, no. 3 (2014): 45–52. http://dx.doi.org/10.9790/5728-10314552.

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Liu, Junxiao, and Kerry London. "MODELLING HOUSING SUPPLY AND MONETARY POLICY WITHIN THE CONTEXT OF GLOBAL ECONOMIC TURBULENCE." International Journal of Strategic Property Management 17, no. 1 (April 3, 2013): 1–20. http://dx.doi.org/10.3846/1648715x.2012.735273.

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Housing supply is an essential component of the property sector. Compared with an increasingly strong housing demand, the growth rates of total housing stock in Australia have exhibited a downward trend since the end of the 1990s. Over the same period, the significant adjustments in the Australian monetary policy were being implemented under a turbulent global economic climate. This research aims to identify the relationship between housing supply and monetary policy within the context of global economic turbulence by a vector error correction model with a dummy variable. The empirical evidence indicates that the monetary policy changes and global economic turmoil can significantly affect the supply side of the housing sector in Australia. The models developed in this study assist policy makers in estimating the political impacts in the global context.

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SETLHARE, LEKGATLHAMANG. "BANK OF BOTSWANA'S REACTION FUNCTION: MODELLING BOTSWANA'S MONETARY POLICY STRATEGY." South African Journal of Economics 72, no. 2 (July 6, 2005): 384–406. http://dx.doi.org/10.1111/j.1813-6982.2004.tb00118.x.

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Romaniuk, Katarzyna. "A new approach for modelling and understanding optimal monetary policy." Economics Letters 100, no. 1 (July 2008): 13–15. http://dx.doi.org/10.1016/j.econlet.2007.10.021.

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Church, Keith B., Peter R. Mitchell, Joanne E. Sault, and Kenneth F. Wallis. "Comparative Properties of Models of the UK Economy." National Institute Economic Review 161 (July 1997): 91–110. http://dx.doi.org/10.1177/002795019716100107.

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This article analyses the properties of five leading macroeconometric models of the UK economy, in the light of the current discussion of monetary and fiscal policy-making. In simulation experiments, the interest rate and the basic rate of income tax are used to target the inflation rate and to ensure fiscal solvency. Our results show that monetary shocks soon affect the response of quantity variables, and fiscal shocks have monetary consequences, thus the operation of monetary and fiscal policy cannot be separated. Although the Bank of England's view is that it takes two years for monetary policy to have its maximum effect on inflation, our results show that this depends on the approach taken to the modelling of expectations.

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Visokavičienė, Birutė. "MONETARY POLICY IN ADVANCED ECONOMIES DURING THE GLOBAL FINANCIAL CRISIS: LESSONS FOR LITHUANIA." Ekonomika 93, no. 1 (January 1, 2014): 40–56. http://dx.doi.org/10.15388/ekon.2014.0.3023.

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Abstract. The main goal of the research is to develop monetary policy tools and measures enabling to achieve macroeconomic goals of integration into the euro area in the immediate future. It is noted that until the introduction of the euro Lithuania does not have a monetary policy and applies the currency board regime pegging the litas invariably to the euro (hard peg regime). Therefore, it is not only difficult but also risky to try to achieve financial and economic stability in accordance with the relevant Maastricht criteria through fiscal policy measures alone. Monetary policy instruments are necessary to achieve price stability and the overall financial stability. Currently, Lithuania should address the problem of balancing the currency board regime and the Maastricht criteria as a macroeconomic objective through monetary policy tools and measures.The analysis of monetary policies of advanced economies and, first of all, of the euro area reveals the main features of transmission of the monetary policy to a real economy, which can contribute to the successful integration into the euro area. A systemic analysis of the monetary policy is based on monetary and economic theories, laws and patterns, scientific literature and empirical studies. The method used is the logical analysis and systemising of academic literature and modelling of the monetary policy. Such a methodological position enables the justification of the influence of the euro and monetary policy on the future development of the national economy.Key words: monetary policy, euro, exchange rate, inflation, indicators

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Dissertations / Theses on the topic "Monetary policy modelling"

1

Meenagh, David. "Modelling monetary policy and financial markets." Thesis, Cardiff University, 2006. http://orca.cf.ac.uk/55154/.

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Simpson, A. K. "The instrument problem in monetary policy." Thesis, University of Oxford, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.305857.

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Bhanthumnavin, Kanyarat. "Macroeconomic modelling and monetary policy rule optimization for Thailand." Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416531.

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Mehari, Tesfamariam. "Modelling monetary and fiscal policy in Ethiopia : a macroeconometric approach." Thesis, Liverpool John Moores University, 1998. http://researchonline.ljmu.ac.uk/4911/.

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Beyer, Andreas H. "Monetary transmission mechanisms and central bank policy : essays in econometric modelling." Thesis, University of Southampton, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262907.

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Wan, Lai Shan. "Macroeconomic modelling and policy simulation for the Chinese economy." HKBU Institutional Repository, 2002. http://repository.hkbu.edu.hk/etd_ra/335.

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Shaheen, Rozina. "An empirical evaluation of monetary and fiscal policy in Pakistan." Thesis, Loughborough University, 2013. https://dspace.lboro.ac.uk/2134/12319.

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This thesis studies the relative roles of monetary and fiscal policies to achieve the basic macroeconomic objectives of stable prices with sustainable growth in Pakistan. Using data from December 1981 till June 2008, the changes in the monetary policy stance are shown to be capable of affecting the domestic price level and output growth. This thesis also tests the fiscal theory of price determination using quarterly data for the sample period 1977q1-2009q4, by investigating the relationship between the fiscal deficit, debt accumulation and inflation dynamics. The estimates reveal that there exists a fiscal dominant regime for most of the sample period since the fiscal authority is insensitive to monetary policy in the sense that neither taxes nor expenditure react (now or in the future) to the changes in the stock of outstanding government debt. It is also found that changes in the primary deficit exert an effect on aggregate demand which is also evidence of an active fiscal policy regime. This study also explores the indirect channels of fiscal regime by including a monetary, real sector, exchange rate and the consolidated budget deficit variables in three different specifications of vector error correction models and finds the monetary and fiscal variables as the key determinants of inflation in Pakistan. It also suggests a positive and significant relationship between the budget deficit and seigniorage revenues, confirming the monetisation of the fiscal deficit and indirect evidence of the fiscal dominance in the economy. In addition, this thesis employs a SVAR specification of exogenous fiscal policy shocks to observe the relative effectiveness of fiscal multipliers and finds their significant role to affect inflation and output in the economy. Finally this study develops and estimates a small macro-econometric model and then it is used to assess the relative performance of the monetary and fiscal policies in Pakistan. Policy simulations suggest that if Pakistan follows a rule based regime then macroeconomic stability can be improved in terms of the stability of output and inflation.

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Chevapatrakul, Thanaset. "Modelling and forecasting the performance of monetary policy rules for the United Kingdom." Thesis, University of Nottingham, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416408.

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Anwar, Muslimin. "Modelling exchange rates and monetary policy in emerging Asian economies : non-linear econometric approach." Thesis, Brunel University, 2007. http://bura.brunel.ac.uk/handle/2438/4865.

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In this thesis we examine exchange rates and monetary policy of four emerging Asian countries, namely Indonesia, Malaysia, the Philippines and South Korea. We model equilibrium exchange rates using a general behavioural specification consistent with a variety of theoretical approaches; and short-run dynamics using a general non-linear adjustment model. We find in all countries examined, equilibrium nominal and real exchange rates are a function of permanent relative output and one or more variables from domestic and foreign price levels, nominal and real interest rate differentials, the level of and changes in net foreign assets, and a time trend. These results imply that individual countries present significant elements of idiosyncratic behaviour, casting doubt on empirical models using panel-data techniques. We also obtain evidence of non-linear exchange rate dynamics, with the speed of adjustment to equilibrium being in all cases a function of the size, and in two cases, the sign of the misalignment term. With respect to monetary policy, we examined these countries' monetary policy reaction function based on an open economy augmented Taylor rule including the exchange rate and the foreign interest rate. Using a formal testing approach, our tests reject linearity, suggesting that monetary authorities in these four emerging economies are subject to nonlinear inflation effects and that they respond more vigorously to inflation when it is further from the target. Our results also lead us to speculate that policymakers in three countries may have been attempting to keep inflation within the range, while those in the other country may have been pursuing a point inflation target. Finally, we also find monetary policy is asymmetric as policy makers respond differently to upward and downward deviations of inflation away from the target.

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Smart, Graham. "An ethnographic study of knowledge-making in a central bank : the interplay of writing and economic modelling." Thesis, McGill University, 1997. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=35619.

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A major contribution of research in workplace literacy has been to explore the part that writing plays in the knowledge-making practices of various professional groups. While such enquiry has revealed that writing is essential to the creation and use of specialized knowledge in the professions, it also points to the need to see writing as part of a larger network of symbolic activity. Researchers have shown that practitioners in certain professions---for example, engineering and architecture---do not produce knowledge solely through the social negotiations of language; rather, acts of writing and reading merge with other symbol-based practices in larger processes of knowledge-making.
A promising area for further research in this regard is the field of economics, where knowledge is constituted through a discourse combining language, mathematics, and visual forms such as graphs. The study reported here examines a particular site of such knowledge-making: the Ottawa head office of the Bank of Canada. Employing an ethnographic methodology that included interviews, informal conversations, on-site observations, reading protocols, tape-recorded meetings, and text analysis, the study examines an ongoing, writing-intensive activity known in the Bank as the "monetary policy process," in which the institution's economists generate knowledge about Present and probable future conditions in the Canadian economy and use this knowledge in formulating and implementing policy.
The central question guiding the study is this: what is the nature of the intellectual collaboration that enables the Bank's economists to transform large amounts of statistical data into focused written knowledge about the Canadian economy and then use this knowledge in making decisions about monetary policy? The study shows that the "monetary policy process" can be viewed as a communal activity in which the economists employ a set of written genres in combination with mathematical models---most importantly, the computer-run Quarterly Projection Model---to carry out their work. The joint, intermeshed use of writing and modelling gives rise to a distinctive pattern of social interaction and a style of collective thinking that allow the economists to produce specialized knowledge about the economy and apply this knowledge to decision-making.

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Books on the topic "Monetary policy modelling"

1

Westaway, Peter. Modelling the transition to EMU. London: HMSO, 1993.

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Treasury, Great Britain, ed. Modelling the transition to EMU. London: HM Treasury, 2003.

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Chadha, Jagjit. Developments in macro-finance yield curve modelling. Cambridge: Cambridge University Press, 2014.

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4

Westaway, Peter. Modelling shocks and adjustment mechanisms in EMU. London: HM Treasury, 2003.

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Westaway, Peter. Modelling shocks and adjustment mechanisms in EMU. London: HMSO, 1993.

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6

Jordan, Kate. Fiji: An econometric modelling of selective monetary policy issues. [s.l.]: typescript, 1996.

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Foundation, African Capacity Building, ed. Macroeconometric modelling and policy analysis. Ibadan: NCEMA / National Centre for Economic Management and Administration, 2004.

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Alfred, Greiner, and Zhang Wenlang, eds. Monetary and fiscal policies in the euro-area: Macro modelling, learning, and empirics. Boston: Elsevier, 2005.

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9

Poser, Jan A. Modelling barter and demonetisation in FSU economies. Munich: Ifo Institute for Economic Research, Dept. for Developement and Transformation Studies, 1997.

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10

Kawasaki, Kenichi. Modelling wages and prices for the smaller OECD countries. [Paris]: OECD, 1990.

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Book chapters on the topic "Monetary policy modelling"

1

Jędrzychowska, Anna, and Jan Gogola. "Modelling the Life Expectancy of Elderly People for Life Insurance and Pension Systems." In Financial and Monetary Policy Studies, 127–45. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-49655-5_9.

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2

Kremer, Arnold. "The Monetary Policy of the Deutsche Bundesbank and the German Money Market." In Mathematical Modelling in Economics, 650–64. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-642-78508-5_62.

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Debrun, Xavier, Paul Masson, and Catherine Pattillo. "Modelling Policy Options for Nigeria: Fiscal Responsibility, Monetary Credibility, and Regional Integration." In Economic Policy Options for a Prosperous Nigeria, 93–120. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/9780230583191_5.

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Morales, Juan Antonio, and Paul Reding. "Modelling Monetary Policy." In Monetary Policy in Low Financial Development Countries, 293–316. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780198854715.003.0007.

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This last chapter deals with the toolbox that central banks use to design and implement their monetary policy strategy. Central banks develop various types of model, both for forecasting and for policy analysis. The chapter discusses the main characteristics of the models used, their strengths and limitations. It assesses how dynamic stochastic general equilibrium (DSGE) models are used for monetary policy analysis. Examples are provided on how they contribute to explore fundamental, long-term policy issues specific to LFDCs. The chapter also discusses the contribution of small semi-structural models which, though less strongly theory grounded than DSGE models, can be brought closer to the available data and are therefore possibly better suited to the context of LFDCs. Attention is also drawn to the key role of judgement as the indispensable complement, in monetary policy decision-making, to model-based policy analysis.

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Westaway, Peter. "Modelling the transmission mechanism of monetary policy." In Monetary Transmission in Diverse Economies, 156–66. Cambridge University Press, 2002. http://dx.doi.org/10.1017/cbo9780511492488.009.

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Sutherland, A. J. "HYSTERESIS, MONETARY POLICY AND TARGET ZONES." In Dynamic Modelling and Control of National Economies 1989, 465–71. Elsevier, 1990. http://dx.doi.org/10.1016/b978-0-08-037538-0.50074-5.

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Bagliano, Fabio C., Roberto Golinelli, and Claudio Morana. "Inflation modelling in the euro area." In Monetary Policy, Fiscal Policies and Labour Markets, 59–88. Cambridge University Press, 2004. http://dx.doi.org/10.1017/cbo9780511492389.005.

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Carraro, C. "STRATEGIC SEQUENTIAL INTERACTION BETWEEN MONETARY AND FISCAL POLICY." In Dynamic Modelling and Control of National Economies 1989, 19–26. Elsevier, 1990. http://dx.doi.org/10.1016/b978-0-08-037538-0.50009-5.

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"Summary of AIC and BIC tests for suggested lag length in VARs modelling monetary policy transmission in Central European countries." In Monetary Policy in Central Europe, 207. Routledge, 2007. http://dx.doi.org/10.4324/9780203964231.axiii.

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Cole, Harold L. "The Great Depression through the Lens of Our Model." In Monetary and Fiscal Policy through a DSGE Lens, 108–15. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190076030.003.0012.

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This chapter discusses the Great Depression. It examines the ability of the New Keynesian model to account for the data and also alternative research based around modelling the impact of New Deal policies.

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Conference papers on the topic "Monetary policy modelling"

1

"Forecast combination for discrete choice models: predicting FOMC monetary policy decisions." In 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d13.pauwels.

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Chu, Jenq Fei, and Siok Kun Sek. "Inflationary effect of oil price and non-oil price on monetary policy reaction: Symmetric versus asymmetric cointegration modelling." In PROCEEDING OF THE 25TH NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM25): Mathematical Sciences as the Core of Intellectual Excellence. Author(s), 2018. http://dx.doi.org/10.1063/1.5041576.

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