Chính sách tiền tệ và quy tắc Taylor: Nghiên cứu thực nghiệm tại một số quốc gia Đông Nam Á

Các tác giả

  • Nguyễn Hà Thạch Đại học Kinh tế Thành phố Hồ Chí Minh Tác giả

DOI:

https://doi.org/10.24311/jabes/2018.29.6.2

Từ khóa:

Chính sách tiền tệ, Quy tắc Taylor, Phi tuyến, Đông Nam Á

Tóm tắt

Bài viết nghiên cứu hành vi điều hành chính sách tiền tệ của Ngân hàng Trung ương tại một số quốc gia đang phát triển khu vực Đông Nam Á theo quy tắc Taylor phiên bản hướng tới tương lai. Kết quả cho thấy quy tắc Taylor tuyến tính phù hợp trong việc giải thích chính sách tiền tệ tại Indonesia, Malaysia, Philippines, Thái Lan, và Việt Nam. Bên cạnh đó, bằng việc sử dụng mô hình hồi quy chuyển tiếp trơn với biến ngưỡng lạm phát kỳ vọng để kiểm định quy tắc Taylor phi tuyến, kết quả cho thấy có tính bất cân xứng trong điều hành chính sách tiền tệ của Ngân hàng Trung ương Indonesia, Maylaysia và Philippines trong khi không tìm thấy bằng chứng phi tuyến trong điều hành chính sách tiền tệ tại Việt Nam và Thái Lan.

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Tải xuống

Đã Xuất bản

2018-08-13

Số

Chuyên mục

Bài nghiên cứu

Cách trích dẫn

Nguyễn Hà , T. (2018). Chính sách tiền tệ và quy tắc Taylor: Nghiên cứu thực nghiệm tại một số quốc gia Đông Nam Á. Tạp Chí Nghiên cứu Kinh Tế Và Kinh Doanh Châu Á, 29(6), 45–70. https://doi.org/10.24311/jabes/2018.29.6.2

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