
Trade, Trade Finance, and Global Liquidity in Asia; Markov-Switching FAVAR Approach
Author(s) -
Douglas H. Brooks,
Elvira Kurmanalieva,
Doo Yong Yang
Publication year - 2016
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.eaer.2016.20.3.313
Subject(s) - economics , trade finance , financial crisis , granger causality , market liquidity , causality (physics) , international economics , markov chain , recession , vector autoregression , international trade , monetary economics , macroeconomics , econometrics , physics , quantum mechanics , machine learning , public finance , computer science