Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10009572542
This paper examines and evaluates macroeconomic forecasts for the original ASEAN-5 members in the context of a global vector autoregressive (GVAR) model covering 20 countries, grouped into nine countries/regions. After estimating the GVAR model, we generate 12 one-quarter-ahead forecasts for the...
Persistent link: https://www.econbiz.de/10011283412
Persistent link: https://www.econbiz.de/10011566014
This paper seeks to uncover the main drivers of credit growth in emerging Asia using a multi-country structural vector autoregressive (SVAR) model. Taking a novel approach, we developed a two-block SVAR whereby shocks within blocks are identified using sign restrictions, whereas shocks across...
Persistent link: https://www.econbiz.de/10014396947
This paper seeks to uncover the main drivers of credit growth in emerging Asia using a multi-country structural vector autoregressive (SVAR) model. Taking a novel approach, we developed a two-block SVAR whereby shocks within blocks are identified using sign restrictions, whereas shocks across...
Persistent link: https://www.econbiz.de/10013110096