Output and price volatility spillovers among ECOWAS members: The role of global and regional uncertainties

This paper examines the role of global and regional uncertainties on output and price dynamics connectedness between members of the Economic Community of West African States (ECOWAS) over the period of 1990 to 2020. The paper employs the Time-Varying Parameter Vector Autoregression connectedness fra...

詳細記述

書誌詳細
主要な著者: Matthew A. Dada, Oluwatomisin J. Oyewole, Ismail O. Fasanya
フォーマット: 論文
言語:English
出版事項: Elsevier 2023-03-01
シリーズ:Scientific African
主題:
オンライン・アクセス:http://www.sciencedirect.com/science/article/pii/S2468227622004288