International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach
This study empirically investigates the international transmission of China’s uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate heterogeneous international linkage across co...
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| Format: | Article |
| Language: | English |
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Korea Institute for International Economic Policy
2024-03-01
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| Series: | East Asian Economic Review |
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| Online Access: | https://dx.doi.org/10.11644/KIEP.EAER.2024.28.1.432 |