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~institution:"Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics"
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Global VAR
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Korean macroeconomic international linkages
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forecast error variance decomposition
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impulse response analysis
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International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
Greenwood-Nimmo, Matthew
;
Nguyen, Viet Hoang
;
Shin, …
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Melbourne Institute of Applied Economic and Social …
-
2012
forecast
error
variance
decompositions, we uncover a number of interesting phenomena. Among our most important results are the …
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