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Title | Development and application of the monetary rule for the base interest rate of the National Bank of Ukraine |
Other Titles |
Розробка та застосування монетарного правила для основної процентної ставки Національного банку України |
Authors |
Kozmenko, S.
Savchenko, Taras Hryhorovych ![]() Piontkovska, Ya. |
ORCID |
http://orcid.org/0000-0003-4793-054X |
Keywords |
monetary policy rule spread-adjusted Taylor rule central bank monetary market inflation targeting |
Type | Article |
Date of Issue | 2014 |
URI | http://essuir.sumdu.edu.ua/handle/123456789/50817 |
Publisher | |
License | |
Citation | Kozmenko, S. Development and application of the monetary rule for the base interest rate of the National Bank of Ukraine / S. Kozmenko, T. Savchenko, Y. Piontkovska // Banks and Bank Systems – V. 9, Issue 3 – 2014 – pp. 50-58. |
Abstract |
The paper studies methodological approaches to the formation of monetary policy rules for the base interest rate of the National Bank of Ukraine demonstrating the expediency of their development on the basis of the spread-adjusted Tay- lor rule. It carries out the assessment of equilibrium values for the rule’s parameters by using a modified Hodrick- Prescott filter as well as the identification of the possible parameters of the monetary rule and the estimation of their coefficients through the development of multivariate regression models. |
Appears in Collections: |
Наукові видання (ННІ БТ) |
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File | Size | Format | Downloads |
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Kozmenko_Savchenko_Piontkovska.pdf | 474,75 kB | Adobe PDF | 339663812 |
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