Journal Screenshot

International Journal of Academic Research in Business and Social Sciences

Open Access Journal

ISSN: 2222-6990

Optimal Rules for Monetary Policy: The Case of Romania

Mircea BAHNA, Cosmin-Octavian CEPOI, Ramona RADU

http://dx.doi.org/10.6007/IJARBSS/v5-i12/1929

Open access

In this paper we estimated the reaction function of the Central Bank of Romania during the last ten years. Using targeting rules of the type proposed by Clarida, Gali, Gertler (1998a, 1998b) we model the evolution of interest rate in this period. Using Generalized Method of Moments estimation we found out a strong relationship between interest rate, output-gap and inflation rate.

N/A

N/A