Monetary Policy Transmission Under Global Versus Local Geopolitical Risk: Exploring Time-Varying Granger Causality, Frequency Domain, and Nonlinear Territory in Tunisia
Using time-varying Granger causality, Neural Networks Nonlinear VAR, and Wavelet Coherence analysis, we evidence the unstable effect of the money market rate on industrial production and consumer price index in Tunisia. The effect is asymmetric and depends on geopolitical risk (low versus high). We...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
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| Series: | Economies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7099/13/7/185 |
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