Napredna pretraga

Pregled bibliografske jedinice broj: 614145

Monetary determinants of deposit euroization in European post-transition countries


Tkalec, Marina
Monetary determinants of deposit euroization in European post-transition countries // Panoeconomicus, 60 (2013), 1; 89-101 doi:10.2298/PAN1301089T (podatak o recenziji nije dostupan, članak, znanstveni)


Naslov
Monetary determinants of deposit euroization in European post-transition countries

Autori
Tkalec, Marina

Izvornik
Panoeconomicus (1452-595X) 60 (2013), 1; 89-101

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Cointegration ; deposit euroization ; transition

Sažetak
This paper investigates the long-run and short-run relationship between deposit euroization in twelve European post-transition economies and two determinants of deposit euroization that are under the influence of monetary policy: the exchange rate and the interest rate differential. The link between deposit euroization, exchange rates and interest rate differentials is investigated using Johansen cointegration and error correction models for each country separately. The results suggest that changes in both monetary drivers have significant effects on deposit euroization and are therefore important for explaining and fighting deposit euroization. Differences between exchange rate regimes, fixed and managed vs. floating, seem to matter for deposit euroization.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekt / tema
002-0022469-2470 - Makroekonomska konvergencija Republike Hrvatske Europskoj uniji (Željko Lovrinčević, )

Ustanove
Ekonomski institut, Zagreb

Autor s matičnim brojem:
Marina Tkalec, (318005)

Časopis indeksira:


  • Web of Science Core Collection (WoSCC)
    • Social Science Citation Index (SSCI)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus
  • EconLit


Uključenost u ostale bibliografske baze podataka:


  • EconLit


Citati