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Stress tests of UK banks using a VAR approach. (2005). Zicchino, Lea ; Sorensen, Steffen ; Hoggarth, Glenn.
In: Bank of England working papers.
RePEc:boe:boeewp:282.

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  1. .

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  4. Financial liability stress tests: an approach based on the use of a rating migration matrix. (2020). nehrebecka, natalia ; Natalia, Nehrebecka ; Klaudia, Kleszcz.
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    RePEc:kap:jfsres:v:55:y:2019:i:1:d:10.1007_s10693-017-0275-4.

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  12. Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Izzeldin, Marwan ; Kapetanios, George ; Baltas, Konstantinos N.
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  14. Rethinking Credit Risk under the Malinvestment Concept: The Case of Germany, Spain and Italy. (2016). Ekinci, Aykut .
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  15. Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections; An Application to Ecuador. (2016). Saldias, Martin ; Grigoli, Francesco ; Mansilla, Mario.
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  17. The Pre- and Post-Crisis Stress Testing in the Banking Sector — A Literature Review. (2015). Hsiao, Kuo-Wei ; Jiang, Zhengyi.
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  18. A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis. (2015). Liu, Chang ; Guo, Min ; Nassar, Raja .
    In: Journal of Forecasting.
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  19. The Spectral Stress VaR (SSVaR). (2015). Li, Kehan ; Hassani, Bertrand ; Guegan, Dominique.
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  20. Liquidity Shocks Transmission to Lending Activity in the Romanian Banking System. A VAR Approach. (2015). Lovin, Horaiu .
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  21. The Spectral Stress VaR (SSVaR). (2015). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand K.
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  23. A long-run survival analysis of corporate liquidations in Ireland. (2015). Stuart, Rebecca ; Kelly, Robert ; Brien, Eoin .
    In: Small Business Economics.
    RePEc:kap:sbusec:v:44:y:2015:i:3:p:671-683.

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  24. The Spectral Stress VaR (SSVaR). (2015). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand K.
    In: Post-Print.
    RePEc:hal:journl:halshs-01169537.

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  25. The Spectral Stress VaR (SSVaR). (2015). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand K..
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  26. Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George.
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    RePEc:erg:wpaper:798.

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  40. Bank Lending Procyclicality and Credit Quality during Financial Crises. (2013). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Lopez, Juan Sergio .
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  48. Credit Risk Stress Testing: An Exercise for Colombian Banks. (2012). Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
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  50. Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012. (2011). Solntsev, Oleg ; Pestova, Anna ; Mamonov, Mikhail ; Magomedova, Z..
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  51. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0031.

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    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:310-322.

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  54. Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework. (2011). Gray, Dale F. ; Bodie, Zvi ; Merton, Robert C..
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  55. Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences. (2011). Borio, Claudio ; Drehmann, Mathias.
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  56. The Irish Macroeconomic Response to an External Shock with an Application to Stress Testing. (2011). Conefrey, Thomas ; Birmingham, Colin .
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  57. Relación entre el riesgo sistémico del sistema financiero y el sector real. (2011). Melo-Velandia, Luis ; Mendoza, juan ; Gutiérrez Rueda, Javier ; Cabrera, Wilmar .
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  59. Droht in Deutschland eine Kreditklemme?. (2010). van Roye, Björn ; Groll, Dominik ; Dovern, Jonas ; Boysen-Hogrefe, Jens ; Scheide, Joachim .
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  65. The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case. (2010). Torricelli, Costanza ; Castellani, Simona ; Pederzoli, Chiara.
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  66. Un análisis de riesgo de crédito de las empresas del sector real y sus determinantes. (2010). Gutiérrez Rueda, Javier.
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  68. Macroeconomic uncertainty and banks lending decisions: the case of Italy. (2009). Quagliariello, Mario.
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  71. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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  75. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri.
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  81. Macroeconomic uncertainty and banks lending decisions: The case of Italy. (2007). Quagliariello, Mario.
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  20. Whitley, J, Windram, R and Cox, P (2004), `An empirical model of household arrears, Bank of England WorkingPaperno. 214.

  21. Zicchino, L (2005), `A model of bank capital, lending and the macroeconomy: Basel I versus Basel II, Bank of England Working Paper no. 270.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework. (2022). Eryilmaz, Unal ; Barnett, William A.
    In: MPRA Paper.
    RePEc:pra:mprapa:111567.

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  2. Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework. (2022). Barnett, William ; Eryilmaz, Unal.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202203.

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  3. Política monetaria de economías abiertas: el rol del tipo de cambio en México. (2020). Prez-Laurrabaquio, Oscar.
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:35:y:2020:i:1:p:27-53.

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  4. The New Drivers of Fear of Floating: Evidence from Latin America. (2019). Malagón, Jonathan ; Camila, Orbegozo ; Jonathan, Malagon.
    In: Journal of Globalization and Development.
    RePEc:bpj:globdv:v:10:y:2019:i:1:p:17:n:1.

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  5. THE MODIFIED TAYLOR RULE FOR BANK OF UZBEKISTAN ON THE BASIS OF MODE SWITCHING. (2018). Sadykov, Sardor.
    In: Economics and Management.
    RePEc:neo:journl:v:14:y:2018:i:2:p:100-110.

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  6. Monetary Policy Response to Exchange Rates: An Empirical Investigation. (2016). Yagmur, Mete.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-04-14.

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  7. Terms of Trade Shocks and Inflation Targeting in Emerging Market Economies. (2016). Touna Mama, Albert ; Tchana Tchana, Fulbert ; Hove, Seedwell .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:1:p:81-108.

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  8. Monetary Development and Transmission in the Eurosystem. (2015). Anton, Roman.
    In: MPRA Paper.
    RePEc:pra:mprapa:67323.

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  9. Monetary Development and Transmission in the Eurosystem. (2015). Anton, Roman .
    In: MPRA Paper.
    RePEc:pra:mprapa:67187.

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  10. Financial integration in the euro area: Pro-cyclical effects and economic convergence. (2015). de Vries-van Ewijk, Saskia ; Arnold, Ivo ; Arnold, Ivo J. M., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:335-342.

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  11. Is CPI a suitable tool for inflation targeting? A critical view. (2015). Sahbaz, Ahmet ; Kar, Muhsin ; Kayhan, Selim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxii:y:2015:i:3(604):p:21-38.

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  12. Is CPI a suitable tool for inflation targeting? A critical view. (2015). Ahbaz, Ahmet ; Kar, Muhsin ; Kayhan, Selim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(604):y:2015:i:3(604):p:21-38.

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  13. Terms-of-Trade Volatility and Inflation in Pakistan. (2014). Fida, Bashir A. ; Zakaria, Muhammad ; Ijaz, Kiran .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:19:y:2014:i:1:p:111-132.

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  14. Monetary Policy Rules in Some Transition Economies. (2014). Mukhamediyev, Bulat ; El-Hodiri, Mohamed .
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:2:y:2014:i:3:p:26-44.

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  15. A New Keynesian IS curve for Australia: is it forward looking or backward looking?. (2013). Paradiso, Antonio ; kumar, saten ; Rao, Bhaskara B..
    In: Applied Economics.
    RePEc:taf:applec:v:45:y:2013:i:26:p:3691-3700.

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  16. El modelo de objetivos de inflación y el efecto pass-through en América Latina. (2013). Muoz, Ivan Mendieta .
    In: Revista de Economía Crítica.
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  17. Taylor rules and equilibrium determinacy in a two-country model with non-traded goods. (2013). Fujisaki, Seiya .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:597-603.

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  18. The Welfare Effects of Inflation Volatility and Institutions. (2012). Emara, Noha.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:4:y:2012:i:1:p:5-27.

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  19. ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?. (2012). Egberto Alexander Riveros Saavedra, .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
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  20. ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?. (2012). Riveros, Edgberto Alexander .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:30:y:2012:i:69:p:150-194.

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  21. Optimal monetary policy in the monetary union: effects on business cycles. (2011). Pedram, Mehdi.
    In: OPEC Energy Review.
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  22. Crédibilité des autorités monétaires et transparence – Quelle complémentarité dans le cas de la Tunisie? Une contribution au débat. (2008). Miniaoui, Hela ; Smida, Mounir.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:84:y:2008:i:2:p:205-234.

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  23. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-21.

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  24. La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias. (2006). Hernández Monsalve, Mauricio ; Mauricio Alberto Hernandez Monsalve, ; Mesa, Ramon Javier .
    In: Lecturas de Economía.
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  25. A magyar monetáris politikai reakciófüggvény becslése. (2006). Hidi, Janos .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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  26. La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias. (2006). Mesa Callejas, Ramón ; Hernandez Monsalve, Mauricio A., .
    In: REVISTA LECTURAS DE ECONOMÍA.
    RePEc:col:000174:005533.

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  27. Monetary Policy and the Taylor Principle in Open Economies. (2006). Schabert, Andreas ; Linnemann, Ludger.
    In: International Finance.
    RePEc:bla:intfin:v:9:y:2006:i:3:p:343-367.

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  28. Asymmetric Monetary Policy in Australia. (2005). Sheen, Jeffrey ; Leu, Shawn.
    In: Working Papers.
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  29. Cross-country asymmetries in monetary policy transmission: evidence from EMU members. (2005). Altavilla, Carlo ; Landolfo, Luigi .
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:19:y:2005:i:1:p:87-106.

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  30. Monetary policy rules for Russia. (2005). Vinhas de Souza, Lucio ; Merkl, Christian ; Esanov, Akram .
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:33:y:2005:i:3:p:484-499.

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  31. A preliminary evaluation of monetary policy rules for Russia. (2004). Vinhas de Souza, Lucio ; Merkl, Christian ; Esanov, Akram .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1201.

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  32. Systematická složka měnové politiky ČNB v režimu cílování inflace. (2004). Navratil, David ; NAVRTIL, David .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2004:y:2004:i:5:id:479:p:623-636.

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  33. Growth, competitiveness and employment in Peru, 1990-2003. (2004). Garcia, Norberto E.
    In: Revista CEPAL.
    RePEc:ecr:col070:11024.

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  34. Monetary policy rules for Russia. (2004). Vinhas de Souza, Lucio ; Merkl, Christian ; Esanov, Akram .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2004_011.

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  35. Efficient Policy Rule for Inflation Targeting in Colombia. (2004). Martha Lopez P., .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:22:y:2004:i:45:p:80-115.

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  36. Optimal monetary rules: the case of Brazil. (2003). Tabak, Benjamin ; De Almeida, Charles Lima.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:5:p:299-302.

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  37. Optimum Currency Areas Under Inflation Targeting. (2003). Torvik, Ragnar ; Røisland, Øistein ; Risland, istein .
    In: Open Economies Review.
    RePEc:kap:openec:v:14:y:2003:i:2:p:99-118.

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  38. Monetary Policy, Real Exchange Rate, and the Current Account in a Small Open Economy. (2003). Soto, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:253.

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  39. An Evaluation of Monetary Regime Options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo.
    In: Working Papers.
    RePEc:onb:oenbwp:67.

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  40. Asset Prices and the Conduct of Monetary Policy. (2002). Hofmann, Boris ; Goodhart, Charles.
    In: Royal Economic Society Annual Conference 2002.
    RePEc:ecj:ac2002:88.

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  41. ARE POLICY RULES BETTER THAN THE DISCRETIONARY SYSTEM IN TAIWAN?. (2002). Hueng, C. ; Cover, James ; Yau, Ruey .
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:20:y:2002:i:1:p:60-71.

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  42. Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry. (2000). Khalaf, Lynda ; Kichian, Maral.
    In: Staff Working Papers.
    RePEc:bca:bocawp:00-8.

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  43. Implementing inflation targeting regimes: The case of Poland. (1999). Moore, David ; Gottschalk, Jan.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:956.

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  44. Inflation Targeting and Output Stabilisation. (1999). Debelle, Guy.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp1999-08.

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  45. SDS-FPS: a small demand-side version of the Forecasting and Policy System core model. (1999). Hargreaves, David.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1999/10.

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  46. The Science of Monetary Policy: A New Keynesian Perspective. (1999). Gertler, Mark ; Gali, Jordi ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7147.

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  47. Switzerland; Selected Issues and Statistical Appendix. (1999). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:1999/030.

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  48. Inflation targeting strategies in small open economies. (1999). Leitemo, Kai.
    In: Memorandum.
    RePEc:hhs:osloec:1999_021.

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  49. Does talk matter after all? Inflation targeting and central bank behavior. (1999). Posen, Adam ; Kuttner, Kenneth.
    In: Staff Reports.
    RePEc:fip:fednsr:88.

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  50. Inflation Targeting in a Small Open Economy. (1998). Kent, Christopher ; Bharucha, Nargis .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9807.

    Full description at Econpapers || Download paper

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