The Spillover Effects of US Unconventional Monetary Policy on Inflation and Non-Inflation Targeting Emerging Markets

This study employs the panel vector autoregressive (PVAR) model to examine the spillover effect of US unconventional monetary policy on inflation and non-inflation targeting emerging markets post credit crunch and during COVID-19 from 2000Q1 to 2020Q4. Unlike other analyses, this paper adds to the e...

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Bibliographic Details
Main Authors: Lwazi Senzo Ntshangase, Sheunesu Zhou, Irrshad Kaseeram
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Economies
Subjects:
Online Access:https://www.mdpi.com/2227-7099/11/5/138