Thesis (Selection of subject)Thesis (Selection of subject)(version: 368)
Thesis details
   Login via CAS
The Impact of the U.S. and Mexican Monetary Policy on Mexican GDP and Prices
Thesis title in Czech:
Thesis title in English: The Impact of the U.S. and Mexican Monetary Policy on Mexican GDP and Prices
English key words: NAFTA, monetary policy, impulse responses, vector auto-regression, variance decomposition
Academic year of topic announcement: 2013/2014
Thesis type: diploma thesis
Thesis language: angličtina
Department: Institute of Economic Studies (23-IES)
Supervisor: prof. Roman Horváth, Ph.D.
Author: hidden - assigned by the advisor
Date of registration: 16.06.2014
Date of assignment: 16.06.2014
Date and time of defence: 23.09.2015 00:00
Venue of defence: IES
Date of electronic submission:30.07.2015
Date of proceeded defence: 23.09.2015
Opponents: doc. Petr Janský, M.Sc., Ph.D.
 
 
 
URKUND check:
References
Canadainternational.gc.ca, (2015). Canada-Mexico Relations. [online] Available at: http://www.canadainternational.gc.ca/mexico-mexique/canmex.aspx?lang=eng [Accessed 14 Jul. 2015].
Canova, F. (2005). The transmission of US shocks to Latin America. J. Appl. Econ., 20(2), pp.229-251.
Carstens, A. and Werner, A. (1999). Mexico's Monetary Policy Framework Under a Floating Exchange Rate Regime. Banco de México, Research Paper No. 9905.
Chiquiar, D. and Ramos-Francia, M. (2005). Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries. The North American Journal of Economics and Finance, 16(2), pp.187-216.
Cia.gov, (2015). The World Factbook. [online] Available at: https://www.cia.gov/library/publications/the-world-factbook/geos/mx.html [Accessed 21 Jul. 2015].
Clarida, R., Galı́, J. and Gertler, M. (1998). Monetary policy rules in practice. European Economic Review, 42(6), pp.1033-1067.
Cushman, D. and Zha, T. (1997). Identifying monetary policy in a small open economy under flexible exchange rates. Journal of Monetary Economics, 39(3), pp.433-448.
Data.oecd.org, (2015). Energy - Crude oil production - OECD Data. [online] Available at: https://data.oecd.org/energy/crude-oil-production.htm [Accessed 18 Jul. 2015].
Federalreserve.gov, (2015). FRB: Federal Open Market Committee. [online] Available at: http://www.federalreserve.gov/monetarypolicy/fomc.htm [Accessed 21 Jul. 2015].
Galí, J. and Gertler, M. (2007). Macroeconomic Modeling for Monetary Policy Evaluation. Journal of Economic Perspectives, 21(4), pp.25-45.
Giordani, P. (2004). Evaluating New-Keynesian Models of a Small Open Economy*. Oxford Bulletin of Economics and Statistics, 66(s1), pp.713-733.
Horvath, R. and Rusnak, M. (2009). How Important Are Foreign Shocks in a Small Open Economy? The Case of Slovakia. Global Economy Journal, 9(1).
Kim, S. (2001). International transmission of U.S. monetary policy shocks: Evidence from VAR's.Journal of Monetary Economics, 48(2), pp.339-372.
Kose, M., Towe, C. and Meredith, G. (2004). How Has Nafta Affected the Mexican Economy? Review and Evidence. IMF Working Papers, 04(59), p.1.
Laffont, J. (2006). How Much of the Macroeconomic Variation in Eastern Europe is Attributable to External Shocks?. Comp Econ Stud, 48(3), pp.523-544.
Maćkowiak, B. (2006). What does the Bank of Japan do to East Asia?. Journal of International Economics, 70(1), pp.253-270.
Maćkowiak, B. (2007). External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets. Journal of Monetary Economics, 54(8), pp.2512-2520.
Mojon, B. and Peersman, G. (2001). A VAR Description of the Effects of the Monetary Policy in the Individual Countries of the Euro Area. European Central Bank, Working Paper No. 92.
Negro, M. and Obiols-Homs, F. (2001). Has Monetary Policy Been So Bad That It Is Better to Get Rid of It? The Case of Mexico. Journal of Money, Credit and Banking, 33(2), p.404.
Orphanides, A. (2007). Taylor Rules. Board of Governors of the Federal Reserve System.
Parrado, E. (2001). The Effects of Foreign and Domestic Monetary Policy in a Small Open Economy. The case of Chile. Central Bank of Chile, Working Paper No. 108.
Sims, C., Stock, J. and Watson, M. (1990). Inference in Linear Time Series Models with some Unit Roots. Econometrica, 58(1), p.113.
Sosa, S. (2008). External Shocks and Business Cycle Fluctuations in Mexico: How Important Are U.S. Factors?. IMF Working Papers, 08(100), p.1.
Svensson, L. (2000). Open-economy inflation targeting. Journal of International Economics, 50(1), pp.155-183.
Torres Garcia, A. (2001). Estabilidad en variables nominales y el ciclo económico: el caso de México.Centro de Estudios Monetarios de Latinoamérica, Volúmen XXIV(1).
Torres, A. and Vela, O. (2003). Trade integration and synchronization between the business cycles of Mexico and the United States. The North American Journal of Economics and Finance, 14(3), pp.319-342.
Zha, T. (1999). Block recursion and structural vector autoregressions. Journal of Econometrics, 90(2), pp.291-316.
 
Charles University | Information system of Charles University | http://www.cuni.cz/UKEN-329.html