An analysis of East Asian currency area: Bayesian dynamic factor model approach
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References listed on IDEAS
- James H. Stock & Mark W. Watson, 2005. "Implications of Dynamic Factor Models for VAR Analysis," NBER Working Papers 11467, National Bureau of Economic Research, Inc.
- Junichi Goto, 2002. "Economic Preconditions for Monetary Integration in East Asia," Discussion Paper Series 132, Research Institute for Economics & Business Administration, Kobe University.
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- de Truchis, Gilles & Keddad, Benjamin, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 26(C), pages 394-412.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Gilles Truchis & Benjamin Keddad, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Post-Print hal-01498261, HAL.
- Gilles De Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, Marseille, France, revised 05 Nov 2012.
- Shahriar Kabir & Ruhul Salim, 2016. "Can A Common Currency Induce Intra-Regional Trade? The Southeast Asian Perspective," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(3), pages 218-234, November.
- Shafighi, Najla & Gharleghi, Behrooz, 2016. "Feasibility of a currency union in East Asia using the five-variable structural vector autoregressive model," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 45-54.
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KeywordsEast Asia; Currency Area; Bayesian; dynamic factor model; Gibbs sampling;
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