create a website

Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach. (2014). Munir, Kashif.
In: Empirical Economics.
RePEc:spr:empeco:v:46:y:2014:i:3:p:843-864.

Full description at Econpapers || Download paper

Cited: 10

Citations received by this document

Cites: 26

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Forward-Backward-Looking Monetary Policy Rules: Derivation and Empirics. (2021). Rashid, Abdul ; Waheed, Farah.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:1:p:71-92.

    Full description at Econpapers || Download paper

  2. The State of Pakistan’s Economy and the Ineffectiveness of Monetary Policy. (2021). Islam, Tanweer ; Gul, Zarro ; Abdullah, Muhammad ; Waseem, Faiza.
    In: MPRA Paper.
    RePEc:pra:mprapa:112678.

    Full description at Econpapers || Download paper

  3. Effectiveness of Monetary Policy on Money and Credit in Pakistan. (2020). Munir, Kashif.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:603.

    Full description at Econpapers || Download paper

  4. The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions. (2020). Uribe, Jorge ; Holguin, Juan S.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01759-5.

    Full description at Econpapers || Download paper

  5. Credit market conditions and impact of monetary policy in a developing economy context. (2020). Shaheen, Rozina.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-020-00461-7.

    Full description at Econpapers || Download paper

  6. Monetary Policy Transmission Mechanism of Pakistan: Evidence from Bank Lending and Asset Price Channels. (2019). Mukhtar, Tayyaba ; Younas, Muhammad Zeeshan.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2019:p:121-139.

    Full description at Econpapers || Download paper

  7. THE EFFECTIVENESS OF MONETARY POLICY TRANSFORMATION IN PAKISTAN: EXPLORING MONETARY NEUTRALITY PROPOSITION. (2019). Wang, Ying ; Rustam, Adeela.
    In: Review of Socio - Economic Perspectives.
    RePEc:aly:journl:201940.

    Full description at Econpapers || Download paper

  8. Do The Countries’ Monetary Policies Have Spatial Impact?. (2017). Yalcin, Yeliz ; Arikan, Cengiz.
    In: MPRA Paper.
    RePEc:pra:mprapa:83407.

    Full description at Econpapers || Download paper

  9. TCMB, FED ve ECB Para Politikalarının Türkiye Ekonomisi Üzerindeki Etkileri: 1994-2014 Dönemi Analizi. (2016). Altay, Nasuh Ouzhan ; Ayir, Mustafa ; Erer, Elif.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:160313.

    Full description at Econpapers || Download paper

  10. Farkli Belirsizlik Duzeylerinde Faiz Oraninin Makroekonomik Degiskenlere Etkileri : Turkiye Uzerine Etkilesimli Vektor Otoregresif Modeli Uygulamasi. (2015). SAHIN, Afsin ; Ülke, Volkan.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:15:y:2015:i:1:p:65-93.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agha AI, Ahmed N, Mubarik YA, Shah H (2005) Transmission mechanism of monetary policy in Pakistan. SBP-Res Bull 1:1–23.

  2. Bagliano FC, Favero CA (1998) Measuring monetary policy with VAR models: an evaluation. Eur Econ Rev 42:1069–1112.

  3. Bai J, Ng S (2002) Determining the number of factors in approximate factor models. Econometrica 70:191–221.

  4. Bernanke BS, Blinder AS (1992) The federal funds rate and the channels of monetary transmission. Am Econ Rev 82:901–921.

  5. Bernanke BS, Boivin J (2003) Monetary policy in a data-rich environment. J Monet Econ 50:525–546.

  6. Bernanke BS, Boivin J, Eliasz PS (2005) Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. Quart J Econ 120:387–422.

  7. Blaes B (2009) Money and monetary policy transmission in the Euro Area: evidence from FAVAR and VAR approaches. Dtsch Bundesbank Discuss Pap No 18.

  8. Breitung J, Eickmeier S (2005) Dynamic factor models. Dtsch Bundesbank Discuss Pap No 38.

  9. Carvalho MD, Junior JLR (2009) Identification of monetary policy shocks and its effects: FAVAR methodology for the Brazilian economy. Braz Rev Econom 29:285–313.
    Paper not yet in RePEc: Add citation now
  10. Christiano LJ, Eichenbaum M, Evans CL (1999) Monetary policy shocks: what have we learned and to what end? In: Taylor JB, Woodford M (eds) Handbook of macroeconomics. Elsevier, Amsterdam, pp 65–148.

  11. Hamilton JD (1994) Time series analysis. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  12. Hussain K (2009) Monetary policy channels of Pakistan and their impact on real GDP and inflation. Cent Int Dev Grad Stud Work Pap No 40.

  13. Javid M, Munir K (2011) The price puzzle and monetary policy transmission mechanism in Pakistan: structural vector autoregressive approach. Pak Dev Rev 49:449–460.

  14. Kabundi A, Ngwenya N (2011) Assessing monetary policy in South Africa in a data-rich environment. S Afr J Econ 79:91–107.

  15. Khan MH (2008) Short run effects of an unanticipated change in monetary policy: interpreting macroeconomic dynamics in Pakistan. SBP-Res Bull 4:1–30.

  16. Lagana G, Mountford A (2005) Measuring monetary policy in the UK: a factor-augmented vector autoregression model approach. Manch Sch 73:77–98.

  17. Lutkepohl H (2005) New introduction to multiple time series analysis. Springer, Berlin.

  18. Miyao R (2002) The effects of monetary policy in Japan. J Money Credit Bank 34:376–392. Pakistan Bureau of Statistics. Monthly Bulletin of Statistics. Government of Pakistan (various issues).

  19. Peersman G, Smets F (2001) The monetary transmission mechanism in the Euro Area: more evidence from VAR analysis. Eur Cent Bank Work Pap No 91.

  20. Senbet D (2008) Measuring the impact and international transmission of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. Eur J Econ Financ Adm Sci 13:121–143.
    Paper not yet in RePEc: Add citation now
  21. Shibamoto M (2007) An analysis of monetary policy shocks in Japan: a factor augmented vector autoregressive approach. Jpn Econ Rev 58:484–503.

  22. Sims CA (1980) Macroeconomics and reality. Econometrica 48:1–48.

  23. Sims CA (1992) Interpreting the macroeconomic time series facts: the effects of monetary policy. Eur Econ Rev 36:975–1000.

  24. Soares R (2011) Assessing monetary policy in the Euro area: a factor-augmented VAR approach. Banco Port Work Pap No 11. State Bank of Pakistan. Monthly Statistical Bulletin. State Bank of Pakistan (various issues).

  25. Stock JH, Watson MW (2002) Macroeconomic forecasting using diffusion indexes. J Bus Econ Stat 20: 147–162.

  26. Walsh CE (2010) Monetary theory and policy. MIT Press, Cambridge, MA.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Impact of Remittances on Monetary Transmission Mechanisms during the Pre and Post-Conflict Eras in Sri Lanka. (2021). Holmes, Mark ; Hassan, Gazi ; Raheem, Jahan Abdul.
    In: Working Papers in Economics.
    RePEc:wai:econwp:21/10.

    Full description at Econpapers || Download paper

  2. Forward-Backward-Looking Monetary Policy Rules: Derivation and Empirics. (2021). Rashid, Abdul ; Waheed, Farah.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:1:p:71-92.

    Full description at Econpapers || Download paper

  3. The Significance of Monetary Policy Transmission Mechanism in the Sustainable Development of the SAARC Economic Community. (2021). Lee, Won Seok ; Ul, Muhammad Zia ; Zahid, Muhammad ; Ramzan, Muhammad ; Hwang, Jinsoo ; Shim, Jimin.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:23:p:13171-:d:689967.

    Full description at Econpapers || Download paper

  4. Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies. (2021). Bergeijk, Peter ; Lan, Thi Mai ; Papyrakis, Elissaios.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:567-583.

    Full description at Econpapers || Download paper

  5. Credit market conditions and impact of monetary policy in a developing economy context. (2020). Shaheen, Rozina.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-020-00461-7.

    Full description at Econpapers || Download paper

  6. Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs). (2019). Alam, Shaista ; Abbas, Zia ; Iftikhar, Syed Faizan.
    In: International Journal of Financial Engineering (IJFE).
    RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500191.

    Full description at Econpapers || Download paper

  7. Monetary Policy Transmission Mechanism of Pakistan: Evidence from Bank Lending and Asset Price Channels. (2019). Mukhtar, Tayyaba ; Younas, Muhammad Zeeshan.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2019:p:121-139.

    Full description at Econpapers || Download paper

  8. THE EFFECTIVENESS OF MONETARY POLICY TRANSFORMATION IN PAKISTAN: EXPLORING MONETARY NEUTRALITY PROPOSITION. (2019). Wang, Ying ; Rustam, Adeela.
    In: Review of Socio - Economic Perspectives.
    RePEc:aly:journl:201940.

    Full description at Econpapers || Download paper

  9. Output Composition of Monetary Policy Transmission in Pakistan. (2017). Kamal, Asmma.
    In: MPRA Paper.
    RePEc:pra:mprapa:78655.

    Full description at Econpapers || Download paper

  10. Exchange Rate Channel and Economic Growth: Empirical Investigation in a Developing Country’s Setup. (2016). Xiaoqin, Wang ; Shah, Salman Ali ; Yu, Mao ; He, Chen.
    In: International Journal of World Policy and Development Studies.
    RePEc:arp:ijwpds:2016:p:69-74.

    Full description at Econpapers || Download paper

  11. Evaluating the Performance of Inflation Forecasting Models of Pakistan. (2015). Malik, Muhammad Jahanzeb ; Hanif, Muhammad.
    In: SBP Research Bulletin.
    RePEc:sbp:journl:66.

    Full description at Econpapers || Download paper

  12. A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan. (2015). Pasha, Farooq ; Ahmad, Shahzad ; Hanif, Muhammad Nadim ; Malik, Muhammad Jahanzeb.
    In: SBP Research Bulletin.
    RePEc:sbp:journl:65.

    Full description at Econpapers || Download paper

  13. Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan. (2015). Scholtens, Bert ; Omar, Muhammed ; de Hann, Jakob .
    In: Working Papers.
    RePEc:ess:wpaper:id:6915.

    Full description at Econpapers || Download paper

  14. Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach. (2014). Munir, Kashif.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:843-864.

    Full description at Econpapers || Download paper

  15. Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:70.

    Full description at Econpapers || Download paper

  16. The Influence of Industry Financial Composition on the Exports from Pakistan. (2014). Nakhoda, Aadil.
    In: SBP Research Bulletin.
    RePEc:sbp:journl:64.

    Full description at Econpapers || Download paper

  17. Monetary Policy Experience of Pakistan. (2014). Hanif, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:60855.

    Full description at Econpapers || Download paper

  18. Monetary Policy and Bank Hetrogeneity: Effectiveness of Bank Lending Channel in Pakistan. (2014). Ahmed, Jameel ; Rifat, Rizwana ; Hussain, Fayyaz ; Ali, Asif ; Rahooja, Sabbah .
    In: MPRA Paper.
    RePEc:pra:mprapa:60473.

    Full description at Econpapers || Download paper

  19. Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk.
    In: MPRA Paper.
    RePEc:pra:mprapa:59444.

    Full description at Econpapers || Download paper

  20. Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/190.

    Full description at Econpapers || Download paper

  21. Bank Lending and Monetary Shocks: an Empirical Investigation. (2012). Gabriel, Vasco ; Choudhary, Ali ; Ali, Amjad ; Hussain, Shah.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0212.

    Full description at Econpapers || Download paper

  22. Bank Lending and Monetary Shocks: Evidence from a Developing Economy. (2012). Gabriel, Vasco ; Choudhary, Ali ; Ali, Amjad ; Hussain, Shah.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:45.

    Full description at Econpapers || Download paper

  23. The Place of Financial Markets in the Development Process: Evidence from Nigeria. (2012). Kizito, Ehigiamusoe Uyi.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:4:y:2012:i:11:p:649-659.

    Full description at Econpapers || Download paper

  24. Role of Demand and Supply Shocks in Driving Inflation: A Case Study of Pakistan. (2012). Khan, Mahmood ul Hasan ; Hanif, Muhammad ; Khan, Mahmood ul Hassan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:48884.

    Full description at Econpapers || Download paper

  25. Pass-Through of SBP Policy Rate to Market Interest Rates: An Empirical Investigation. (2012). Khan, Mahmood ul Hasan ; Hanif, Muhammad ; Khan, Mahmood ul Hassan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:39587.

    Full description at Econpapers || Download paper

  26. How Effective is Monetary Transmission in Low-Income Countries? A Survey of the Empirical Evidence. (2012). Montiel, Peter ; Mishra, Prachi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/143.

    Full description at Econpapers || Download paper

  27. Bank Lending and Monetary Shocks: Evidence from a Developing Economy. (2012). Gabriel, Vasco ; Choudhary, Ali ; Ali, Amjad ; Hussain, Shah.
    In: Working Papers.
    RePEc:ess:wpaper:id:4771.

    Full description at Econpapers || Download paper

  28. A structural VAR (SVAR) approach to cost channel of monetary policy. (2011). Malik, Wasim ; Wasim, shahid malik ; Ur, Rehman Faiz.
    In: MPRA Paper.
    RePEc:pra:mprapa:32349.

    Full description at Econpapers || Download paper

  29. The price puzzle and monetary policy transmission mechanism in Pakistan: Structural vector autoregressive approach. (2011). Munir, Kashif ; Javid, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:30670.

    Full description at Econpapers || Download paper

  30. A macroeconometric framework for monetary policy evaluation: A case study of Pakistan. (2011). Mirza, Muhammad Shahzad ; Hassan, Rubina ; Shahzad, Mirza Muhammad .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:118-137.

    Full description at Econpapers || Download paper

  31. Monetary policy rules for a developing country: Evidence from Pakistan. (2011). Lahiani, Amine ; ALEEM, ABDUL.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:22:y:2011:i:6:p:483-494.

    Full description at Econpapers || Download paper

  32. How Effective Is Monetary Transmission in Developing Countries? A Survey of the Empirical Evidence. (2011). Spilimbergo, Antonio ; Montiel, Peter ; Mishra, Prachi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8577.

    Full description at Econpapers || Download paper

  33. Monetary transmission in low income countries. (2010). Spilimbergo, Antonio ; Montiel, Peter ; Mishra, Prachi.
    In: Center for Development Economics.
    RePEc:wil:wilcde:2010-06.

    Full description at Econpapers || Download paper

  34. The Price Puzzle and Monetary Policy Transmission Mechanism in Pakistan: Structural Vector Autoregressive Approach. (2010). Munir, Kashif ; Javid, Muhammad.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:49:y:2010:i:4:p:449-460.

    Full description at Econpapers || Download paper

  35. Monetary Transmission in Low Income Countries. (2010). Spilimbergo, Antonio ; Montiel, Peter ; Mishra, Prachi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/223.

    Full description at Econpapers || Download paper

  36. Transmission mechanism of monetary policy in India. (2010). ALEEM, ABDUL.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:2:p:186-197.

    Full description at Econpapers || Download paper

  37. Monetary transmission in low income countries. (2010). Spilimbergo, Antonio ; Montiel, Peter ; Mishra, Prachi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7951.

    Full description at Econpapers || Download paper

  38. Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan. (2009). Hussain, Karrar.
    In: MPRA Paper.
    RePEc:pra:mprapa:16486.

    Full description at Econpapers || Download paper

  39. The Design and Conduct of Monetary Policy: Lessons for Pakistan (The Quaid-i-Azam Lecture). (2009). Khan, Mohsin.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:48:y:2009:i:4:p:337-356.

    Full description at Econpapers || Download paper

  40. Central Banking and Monetary Policy in the Asia-Pacific. (2009). Hossain, Akhand Akhtar.
    In: Books.
    RePEc:elg:eebook:12777.

    Full description at Econpapers || Download paper

  41. Monetary Policy Channels of Pakistan and Their Impact on Real GDP and Inflation. (2009). Hussain, Karrar.
    In: CID Working Papers.
    RePEc:cid:wpfacu:41.

    Full description at Econpapers || Download paper

  42. Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan. (2009). Hussain, Karrar.
    In: CID Working Papers.
    RePEc:cid:wpfacu:39.

    Full description at Econpapers || Download paper

  43. Monetary Policy Transparency in Pakistan: An Independent Analysis. (2008). Malik, Wasim ; Din, Musleh-ud.
    In: PIDE-Working Papers.
    RePEc:pid:wpaper:2008:44.

    Full description at Econpapers || Download paper

  44. Monetary Policy Transparency in Pakistan : An Independent Analysis. (2008). Malik, Wasim ; Din, Musleh-ud.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22214.

    Full description at Econpapers || Download paper

  45. Choice of Monetary Policy Regime: Should SBP Adopt Inflation Targeting. (2007). , Moinuddin.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:19.

    Full description at Econpapers || Download paper

  46. The monetary transmission mechanism in Pakistan: a sectoral analysis. (2007). Waheed, Muhammad ; alam, shamsul.
    In: MPRA Paper.
    RePEc:pra:mprapa:2719.

    Full description at Econpapers || Download paper

  47. Impact of Supply of Money on Food and General Price Indices: A Case of Pakistan. (2007). Khan, Rana ; Khan, Rana Ejaz Ali, ; Gill, Abid Rashid.
    In: MPRA Paper.
    RePEc:pra:mprapa:16293.

    Full description at Econpapers || Download paper

  48. Monetary Policy Objectives in Pakistan : An Empirical Investigation. (2007). Malik, Wasim.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:22212.

    Full description at Econpapers || Download paper

  49. Money, Output, and Inflation: Evidence from Pakistan. (2006). Malik, Wasim.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:45:y:2006:i:4:p:1277-1286.

    Full description at Econpapers || Download paper

  50. Sectoral Effects of Monetary Policy: Evidence from Pakistan. (2006). Waheed, Muhammad ; Alam, Tasneem.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:45:y:2006:i:4:p:1103-1115.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 22:08:11 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.