Pregled bibliografske jedinice broj: 614145
Monetary determinants of deposit euroization in European post-transition countries
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)
CROSBI ID: 614145 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
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
Projekti:
002-0022469-2470 - Makroekonomska konvergencija Republike Hrvatske Europskoj uniji (Lovrinčević, Željko, MZOS ) ( CroRIS)
Ustanove:
Ekonomski institut, Zagreb
Profili:
Marina Tkalec
(autor)
Citiraj ovu publikaciju:
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