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