How External Factors Affect Domestic Economy : Nowcasting an Emerging Market

Nowcasting an Emerging Market

How External Factors Affect Domestic Economy : Nowcasting an Emerging Market
External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial shocks on domestic economies in parsimonious way. Our model is a Bayesian VAR consisting of two blocks representing home and foreign... READ MORE...

Publication date: December 2015
ISBN 9781513598987
$18.00

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