Browsing by Author "Lastrapes, W. D."
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Emerging market economies and the world interest rate
Bahadır, Berrak; Lastrapes, W. D. (Elsevier, 2015-11)We use a Factor Augmented VAR model to estimate the dynamic responses of interest rates in emerging market economies to the ‘world’ interest rate, which we extract from a dynamic factor model of yields in industrialized ...
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