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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2022
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| Materias: | |
| 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 |