How External Factors Affect Domestic Economy : Nowcasting an Emerging Market /
External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial shocks on domestic economies in parsimonious way. Our model is a Bayesian VAR consisting...
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Format: | Journal |
Language: | English |
Published: |
Washington, D.C. :
International Monetary Fund,
2015.
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Series: | IMF Working Papers; Working Paper ;
No. 2015/269 |
Online Access: | Full text available on IMF |