International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach

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...

Full description

Bibliographic Details
Main Author:	Wongi Kim
Format:	Article
Language:	English
Published:	Korea Institute for International Economic Policy 2024-03-01
Series:	East Asian Economic Review
Subjects:	uncertainty international transmission time-varying parameter bayesian global var china
Online Access:	https://dx.doi.org/10.11644/KIEP.EAER.2024.28.1.432

Similar Items

Macroeconomic implications of uncertainty in South Africa
by: Theshne Kisten
Published: (2020-02-01)

A Time-Varying Bayesian Compressed Vector Autoregression for Macroeconomic Forecasting
by: Nattapol Aunsri, et al.
Published: (2020-01-01)

Economic uncertainty and its impact on the Croatian economy
by: Petar Soric, et al.
Published: (2017-12-01)

The Effect of Political and Economic Uncertainty on the Instability of the Banking Sector in Tehran Stock Exchange (time-varying parameter approach)
by: Davoud Hasani, et al.
Published: (2024-03-01)

Exploring time-varying impact of world pandemic uncertainty on China's commodity prices using TVP-SVAR-SV model
by: Qiang Cao, et al.
Published: (2022-08-01)

Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions
by: Rilind Kabashi, et al.
Published: (2016-06-01)

Bayesian analysis of time-varying interactions between stock returns and foreign equity flows
by: Boubekeur Baba, et al.
Published: (2021-06-01)

The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties
by: Hedi Ben Haddad, et al.
Published: (2021-06-01)

Uncertainty and demand for business loans: A study of selected countries in the euro area
by: Dajčman Silvo
Published: (2023-01-01)

Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
by: Graziano Moramarco
Published: (2022-12-01)

Dynamic Spillovers of Economic Policy Uncertainty: A TVP-VAR Analysis of Latin American and Global EPU Indices
by: Nini Johana Marín-Rodríguez, et al.
Published: (2025-01-01)

A Bayesian model calibration framework for stochastic compartmental models with both time-varying and time-invariant parameters
by: Brandon Robinson, et al.
Published: (2024-12-01)

Global Exponential Stability of Impulsive Delayed Neural Networks with Parameter Uncertainties and Reaction–Diffusion Terms
by: Fei Luo, et al.
Published: (2024-07-01)

Bayesian LPV-FIR Identification of Wheelchair Dynamics and Its Application to Feedforward Control
by: Yusuke Fujimoto, et al.
Published: (2020-07-01)

The effect of oil price and macroeconomic factors on inflation rate in Azerbaijan: The application of time-varying coefficient VAR model and time-varying Granger causality analysis
by: Eldayag Mustafayev, et al.
Published: (2024-01-01)

Productioon uncertainties modelling by Bayesian inference using Gibbs sampling
by: Azizi, Amir, et al.
Published: (2015-11-01)

Exchange rate uncertainty and economic fluctuations in typical emerging economies
by: Nguyen Ba Trung
Published: (2024-02-01)

“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices
by: Matteo Foglia, et al.
Published: (2022-02-01)

Insurance penetration and economic growth in Africa: Dynamic effects analysis using Bayesian TVP-VAR approach
by: D.O. Olayungbo, et al.
Published: (2016-12-01)

Describing Uncertainty in Salmonella Thermal Inactivation Using Bayesian Statistical Modeling
by: Kento Koyama, et al.
Published: (2019-09-01)

The Evolving Transmission of Uncertainty Shocks in the United Kingdom
by: Haroon Mumtaz
Published: (2016-03-01)

MACROECONOMIC FORECASTING USING BAYESIAN VECTOR AUTOREGRESSIVE APPROACH
by: D. Tutberidze, et al.
Published: (2017-04-01)

Modeling the Balance Sheet Channel of Monetary Transmission in Russia
by: Mariya A. Shchepeleva
Published: (2020-04-01)

Macroeconomic impacts of fiscal shocks on the Moroccan economy: a disaggregated SVAR analysis
by: Youssef Alami, et al.
Published: (2022-10-01)

Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues
by: Antonio Pacifico
Published: (2021-05-01)

Which Uncertainty Measure is Most Informative? A Time-varying Connectedness Perspective
by: Karol Szafranek, et al.
Published: (2024-01-01)

Robust Stability of Complex-Valued Stochastic Neural Networks with Time-Varying Delays and Parameter Uncertainties
by: Pharunyou Chanthorn, et al.
Published: (2020-05-01)

Financial Integration and Consumption Smoothing in Nigeria and Egypt: Do Global Uncertainties Matter?
by: Emeka Okoro Akpa, et al.
Published: (2024-04-01)

Improved Uncertainty Quantification for Neural Networks With Bayesian Last Layer
by: Felix Fiedler, et al.
Published: (2023-01-01)

Prediction uncertainty assessment of a systems biology model requires a sample of the full probability distribution of its parameters
by: Simon van Mourik, et al.
Published: (2014-06-01)

Time-Varying Wind-Resistance Global Reliability Analysis of In-Service Transmission Tower Using High-Order Moments-Based Improved Maximum Entropy Method
by: Cheng Liu, et al.
Published: (2023-03-01)

Can Migration Fear and Policy Uncertainty Be the Source of Macroeconomic Fluctuations?
by: Fatih Ceylan, et al.
Published: (2024-01-01)

The Time-Varying Effect of Interest Rates on Housing Prices
by: Cheonjae Lee, et al.
Published: (2022-12-01)

The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy
by: George ANTON
Published: (2022-06-01)

Bayesian analysis and uncertainty in economic theory /
by: Cyert, Richard Michael, 1921-, et al.
Published: (1987)

The dynamic influence of the global financial cycle: synchronization and impact on South Africa’s financial cycle
by: Khwazi Magubane, et al.
Published: (2025-12-01)

Sparsifying priors for Bayesian uncertainty quantification in model discovery
by: Seth M. Hirsh, et al.
Published: (2022-02-01)

Dynamics of Macroeconomic Uncertainty on Economic Growth in the Presence of Fiscal Consolidation in South Africa from 1994 to 2022
by: Eugene Msizi Buthelezi
Published: (2023-04-01)

Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity
by: Junrong Liu, et al.
Published: (2017-07-01)

Uncertainty Quantification and Bayesian Inference of Cloud Parameterization in the NCAR Single Column Community Atmosphere Model (SCAM6)
by: Raju Pathak, et al.
Published: (2021-06-01)