Asymmetry in food price responses to monetary policy: a quantile regression approach

2021 ◽  
Vol 1 (3) ◽  
Author(s):  
Abdul-Aziz Iddrisu ◽  
Imhotep Paul Alagidede
Keyword(s):  
Monetary Policy ◽  
Quantile Regression ◽  
Food Price ◽  
Regression Approach

Quantitative goals for monetary policy: a quantile regression approach

2009 ◽  
Vol 41 (16) ◽  
pp. 2065-2071 ◽  
Author(s):  
Aaron L. Jackson ◽  
William Miles
Keyword(s):  
Monetary Policy ◽  
Quantile Regression ◽  
Regression Approach

scholarly journals Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach

2018 ◽  
Vol 54 (15) ◽  
pp. 3552-3565
Author(s):  
Christina Christou ◽  
Ruthira Naraidoo ◽  
Rangan Gupta ◽  
Won Joong Kim
Keyword(s):  
Monetary Policy ◽  
Quantile Regression ◽  
Reaction Functions ◽  
Regression Approach ◽  
Monetary Policy Reaction Functions

scholarly journals Determinants of foreign exchange reserves in Serbia and North Macedonia

2020 ◽  
Vol 65 (226) ◽  
pp. 103-120
Author(s):  
Mile Bosnjak ◽  
Vlatka Bilas ◽  
Gordana Kordic
Keyword(s):  
Monetary Policy ◽  
Quantile Regression ◽  
Foreign Exchange ◽  
Economic Fluctuations ◽  
Foreign Exchange Reserves ◽  
Quarterly Data ◽  
Regression Approach

This paper employs a quantile regression approach to explore the determinants and properties of international foreign exchange reserves in Serbia and North Macedonia, at various foreign exchange levels. The observed period covers quarterly data for 2005q1-2019q1. The results reveal quantile-dependent determinants of foreign exchange reserves and enable comparison between the two countries, showing co-movements between monetary policy and economic fluctuations. Following the estimates obtained in this research, the paper compares the role of foreign exchange reserves in Serbia and North Macedonia.

Sign in / Sign up

Export Citation Format

Share Document