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https://elib.bsu.by/handle/123456789/94045| Title: | Modelling and Analysis of the Belarusian Interbank Market’s Rate |
| Authors: | Miksjuk, A. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | A theoretical model of interbank market in national currency is developed. Basing on it, an empirical error correction model of the interbank market’s rate is estimated. It is shown that the model does not only reflect the dynamics of the rate in the past, but may also be used for economic policy analysis given that the National bank does not change its auction operations strategy. |
| URI: | http://elib.bsu.by/handle/123456789/94045 |
| Appears in Collections: | Section 6. ECONOMETRIC ANALYSIS AND MODELING |
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