Exploring international linkages using generalised connectedness measures : the case of Korea
Year of publication: |
July 2017
|
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Authors: | Park, Hail ; Shin, Yongcheol |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 50.2017, p. 49-64
|
Subject: | Small open economy of Korea | Global VAR | Forecast error variance decomposition | Generalised connectedness measures | Südkorea | South Korea | VAR-Modell | VAR model | Kleine offene Volkswirtschaft | Small open economy | Prognoseverfahren | Forecasting model | Messung | Measurement |
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