How Important are Global Factors for Understanding the Dynamics of International Capital Flows?
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KeywordsVolatility of capital flows; dynamic factor model; stochastic volatility; global co-movement; global real business cycle; global financial cycle;
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-OPM-2018-11-19 (Open Economy Macroeconomics)
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