Guna Raj Bhatta

School of Business, Faculty of Business and Law, University of Wollongong

Northfields Avenue

Wollongong, New South Wales 2522

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

112

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Impossible trinity in a small open economy: A state-space model informed policy simulation

CAMA Working Paper No. 60/2021
Number of pages: 30 Posted: 12 Jul 2021
School of Business, Faculty of Business and Law, University of Wollongong, School of Accounting, Economics, and Finance, University of Wollongong, University of Wollongong - Department of Economics and University of Wollongong
Downloads 69 (451,002)

Abstract:

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Monetary Policy Independence, Impossible Trinity, State Space Model, Calibration, Policy Simulation

2.

Testing for Uncovered Interest Parity Conditions in a Small Open Economy: A State Space Modelling Approach

CAMA Working Paper No. 56/2021
Number of pages: 33 Posted: 08 Jul 2021
School of Business, Faculty of Business and Law, University of Wollongong, School of Accounting, Economics, and Finance, University of Wollongong, University of Wollongong and University of Wollongong - Department of Economics
Downloads 43 (557,824)
Citation 1

Abstract:

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uncovered interest parity, State Space Model, Kalman filter, risk premium