Analysis of shock transmissions to a small open emerging economy using a SVARMA model
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DOI: 10.1016/j.econmod.2018.09.004
Abstract: Using a parsimonious structural vector autoregressive moving average (SVARMA) model, we analyse the transmission of foreign and domestic shocks to a small open emerging economy under different policy regimes. Narrower confidence bands around the SVARMA… read more here.
Keywords: emerging economy; open emerging; economy; small open ... See more keywords