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...
| Main Authors: | , , |
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| 格式: | 文件 |
| 语言: | English |
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Elsevier
2023-03-01
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| 丛编: | Scientific African |
| 主题: | |
| 在线阅读: | http://www.sciencedirect.com/science/article/pii/S2468227622004288 |