Investigating the Transmission Mechanism of Monetary Policy in Egypt

Language: English

Published by LAP LAMBERT Academic Publishing Mai 2017, 2017

3659249114 / 9783659249112

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This item is printed on demand - Print on Demand Titel. Neuware -This book investigates the transmission mechanism from monetary policy to macroeconomy in Egypt between the War of 1973 and the Revolution of 2011. To achieve this, five empirical studies are included in this book, the first and second were consumer's expenditure and investment expenditure under uncertainty. Furthermore, the results of these two chapters paved the way to the next chapters, interest rate channel, bank lending channel, and exchange rate channel under the regime shift. Additionally, Chapter 2 provides all the required discussion about the economic policies and developments in the Egyptian economy for the purpose of this study. The results of empirical part shows that the interest rate affects real GDP through consumption channel, while both bank lending and exchange rate affect real income through investment channel. Different econometric techniques are used to confirm these results, like: Engle-Ganger two-step model, Pesaran bounds tests, GARCH, VAR, Granger-causality, IRF, variance decomposition, Johansen's cointegration, and VECM.OmniScriptum SRL, Str. Armeneasca 28/1, office 1, 2012 Chisinau 276 pp. Englisch.…

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Title
Investigating the Transmission Mechanism of Monetary Policy in Egypt
Author
Hossam E. M. Abdelkader
Publisher
LAP LAMBERT Academic Publishing Mai 2017
Publication year
2017
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659249114
ISBN 13
9783659249112
Item weight
429 grams
Dimensions
220x150x18 mm

buchversandmimpf2000

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