scholarly journals Investment and interest rate policy in the open economy

2011 ◽  
Vol 63 (4) ◽  
pp. 673-699 ◽  
Author(s):  
S. McKnight
Keyword(s):  
Interest Rate ◽  
Open Economy ◽  
Interest Rate Policy ◽  
Rate Policy

Analysis of the Bank of Russia information policy

2017 ◽  
pp. 88-110 ◽  
Author(s):  
S. Drobyshevsky ◽  
P. Trunin ◽  
A. Bozhechkova ◽  
E. Gorunov ◽  
D. Petrova
Keyword(s):  
Interest Rate ◽  
Nonparametric Tests ◽  
Information Policy ◽  
Var Models ◽  
New Approach ◽  
Interest Rate Policy ◽  
News Reports ◽  
Internet Users ◽  
Rate Policy ◽  
Exchange Markets

The article investigates the Bank of Russia information policy using a new approach to measuring information effects on Russian data, including the analysis of the tonality of news reports, as well as internet users’ queries on Google. The efficiency of regulator’s information signals is studied using EGARCH-, VAR- models, as well as nonparametric tests. The authors conclude that the regulator communicates effectively in terms of the predictability of interest rate policy, the degree to which information signals affect the money and foreign exchange markets.

The New Consensus and Post-Keynesian Interest Rate Policy

2007 ◽  
Vol 19 (3) ◽  
pp. 369-386 ◽  
Author(s):  
Claude Gnos ◽  
Louis-Philippe Rochon
Keyword(s):  
Interest Rate ◽  
Interest Rate Policy ◽  
Rate Policy
Sign in / Sign up

Export Citation Format

Share Document