default author photo

Bahar Sungurtekin Hallam

Central Bank of Turkey

Ankara

Turkey

SCHOLARLY PAPERS

1

DOWNLOADS

309

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

An Analysis of International Shock Transmission: A Multi-Level Factor Augmented TVP GVAR Approach

Number of pages: 44 Posted: 14 Jun 2019 Last Revised: 04 Jan 2021
Bahar Sungurtekin Hallam
Central Bank of Turkey
Downloads 309 (247,802)

Abstract:

Loading...

Time-varying parameter GVAR model, Factor analysis, Dual Kalman Filter, Transmission channels of external shocks