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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Bibliographic Details
Main Author: Solmaz, Serhat
Other Authors: Taheri Sanjani, Marzie
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2015.
Series:IMF Working Papers; Working Paper ; No. 2015/269
Online Access:Full text available on IMF