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This study provides a detailed investigation of the time-frequency and frequency-domain analysis of the interconnectedness of country-level macroeconomic variables. Hence, the wavelet techniques-vector wavelet and wavelet multiple-employed with TVP-VAR are utilised as a robustness check. The...
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devise a general framework which distinguishes a positive shock from a negative one and nests either as its special case. The …
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The economic vulnerability of small-island developing states (SIDS) to macroeconomic shocks has long been recognized. One significant factor is the perception that their economic health is dominated by external factors over which their local governments have no control. The SIDS government...
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: Selected channels of transmission -- Chapter 3. UK policy uncertainty shock and South African economy: Inferences from the … exchange rate, exports and inflation channels.- Chapter 4. Foreign GDP growth uncertainties shock and South African economy …, foreign demand and domestic policy uncertainty shock effects on economic sectors.- Chapter 8. The transmission channels of the …
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