Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5089718 | Journal of Banking & Finance | 2012 | 11 Pages |
Abstract
⺠We assess decoupling in emerging market economies with a Bayesian dynamic common factor model. ⺠The model is applied to real exchange rate appreciation and reserve growth. ⺠We do not find evidence of emerging market decoupling.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Guillermo Felices, Tomasz Wieladek,