Impacts Of External Shocks On Asian Economies: Panel Vector Autoregressive Regression With Latent Dynamic Components Approach
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DOI: 10.1142/S0217590813500264
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References listed on IDEAS
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- Baharudin, Azfar Hilmi, 2018. "A Bayesian Vector Autoregressive Analysis of Price and Industrial Shocks on the Malaysian Economy," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(3), pages 191-204.
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More about this item
Keywords
External shocks; panel vector autoregressive model with latent components; F30; C23;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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