Macroeconomic linkages and international shock transmissions in East-Asia: a global vector autoregressive approach

• Main Authors: Hassan, Ibrahim Bakari, Mohamed, Azali, Lee, Chin, Wan Ngah, Wan Azman Saini
• Format: Article
• Language: English
• Published: Taylor and Francis 2017
• Online Access: http://psasir.upm.edu.my/id/eprint/62324/1/Macroeconomic%20linkages%20and%20international%20shock%20transmissions%20in%20East-Asia.pdf; http://psasir.upm.edu.my/id/eprint/62324/; https://www.tandfonline.com/doi/full/10.1080/23322039.2017.1370772

The growing interdependency among East Asian countries means that there is concern not only on the way their macroeconomic variables are linked across borders, but also on the way shocks are transmitted as a consequence. This paper investigates the effect of macroeconomic linkages on international s...