A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade
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More about this item
Keywords
Dynamic factor model; time-varying parameters; stochastic volatility; uncertainty shocks; trade volatility;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F10 - International Economics - - Trade - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-INT-2020-04-06 (International Trade)
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