Monetary policy spillovers between the US and African Central Banks: A time- and frequency-varying connectedness study
This study investigates time and frequency connectedness between monetary policy in the US and 7 African countries to determine the extent to which US monetary policy influences policy conduct amongst African Central Banks. We use a time-varying parameter vector autoregressive (TVP-VAR) framework wi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-06-01
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| Series: | Central Bank Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1303070124000131 |