Spillovers from Japan's Unconventional Monetary Policy: A global VAR Approach

C-Tier
Journal: Economic Modeling
Year: 2019
Volume: 77
Issue: C
Pages: 147-163

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

•Spillovers from Japan's QQE to Emerging Asia tended to be positive. .•QQE affected other countries through improvements in confidence and expectations. .•Movements in the shadow interest rate do not fully capture the spillover effects .

Technical Details

RePEc Handle
repec:eee:ecmode:v:77:y:2019:i:c:p:147-163
Journal Field
General
Author Count
2
Added to Database
2026-01-25