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Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

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Nội dung chi tiết: Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

https://khothu vien .comUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROG

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ GRAMME FOR M.A IN DEVELOPMENT ECONOMICSTHE ROLE OF CREDIT AND MONETARY TRANSMISSION IN VIETNAM: A VAR APPROACHA thesis submitted in partial fulfilment

of the requirements for the degree of MASTER OF ARTS IN DEVELOPMENT ECONOMICSByNGUYẾN LÊ THẢO NGUYÊNAcademic Supervisor: Dr. NGUYÊN VÀN NGẲỈHO CHI MI Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

NH CITY, May 20122ACKNOWLEDGEMENTI have deeply grateful to many people who support and advise me during the writing this thesis. The thesis will not b

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

e complete without their assistance and encouragement. My first thanks to my supervisor- Dr. Nguyen Van Ngai, who gave me valuable ideas, comments, su

https://khothu vien .comUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROG

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ mplete this study.I sincerely thank Tutor- Mr. Phung Thanh Binh who provided me materials, also economic techniques relevant to my thesis. I am gratef

ul to all lecturers and tutors of Vietnam-Netherlands Master Program in Development Economic, who have made invaluable contributions.I wish my express Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

my special thanks to my friends Nguyen Van Dung, Le Anh Khang, Vo Thi Ngoc Trinh. They have spent a lot of time and effort in helping me during my wr

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

iting.Last but not least, I thankful to my lover, parents and brother who were always beside me and gave me spiritual support.3ABSTRACTAmong different

https://khothu vien .comUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROG

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ s mechanism. In this study, I investigate the role of credit channel in monetary' transmission mechanism in the case of Vietnam. Two different specifi

cations of loan markets arc conducted: classical market (without domestic credit) and augmented market (with domestic credit) to look tor the evidence Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

s of the role of credit. Vector autoregression model which focuses on the reduced form will be employed as main econometric techniques in this thesis.

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

The empirical results support that credit channel plays important role in monetary transmission in Vietnam case. The correlation between lending chan

https://khothu vien .comUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROG

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ y.*Key words: domestic credit, credit channel, monetary policy transmission, VARmodel4LIST OF TABLESTabic 2.1: One decade and Vietnam’s creditTable 3.

1: The data sourcesTable 4.1: Description of variablesTable 4.2: Augment Dickey-Fuller testTable 4.3: Philips- Perron testTable 4.4: optimal lap-Class Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

ical marketTable 4.5: Optimal lap- Augmented marketfable 4.6: VAR Regression Statistic- Classical marketTable 4.7: VAR Regression Statistic- Augmented

Luận văn thạc sĩ the role of credit and monetary transmission in vietnam, a var approach , luận văn thạc sĩ

marketTable 4.8: Variance Decompositions for vector autoregression for Classical and Augmented Market

https://khothu vien .comUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROG

https://khothu vien .comUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROG

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