Small open economies and external shocks: an application of Bayesian global vector autoregression model

This study assesses the impact of external shocks on select small open economies (SOEs) using the Bayesian variant of the global vector autoregression model with time varying parameters and stochastic volatility. We account for the curse of dimensionality in the multi-country VAR system by implement...

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Detalles Bibliográficos
Autores principales: Onipede, Samuel F., Bashir, Nafiu A., Abubakar, Jamaladeen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Netherlands 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9174443/
https://www.ncbi.nlm.nih.gov/pubmed/35694114
http://dx.doi.org/10.1007/s11135-022-01423-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9174443/
https://www.ncbi.nlm.nih.gov/pubmed/35694114
http://dx.doi.org/10.1007/s11135-022-01423-8

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