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The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model
The present paper examines the degree of comovement of gross capital inflows, which is a highly sensitive issue for policy makers. We estimate a dynamic hierarchical factor model that is able to decompose inflows in a sample of 47 economies into (i) a global factor common to all types of flows a...
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| Vydáno v: | MAGKS - Joint Discussion Paper Series in Economics (Band 21-2012) |
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| Hlavní autoři: | , , |
| Médium: | Arbeit |
| Jazyk: | angličtina |
| Vydáno: |
Philipps-Universität Marburg
2012
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| Témata: | |
| On-line přístup: | Plný text ve formátu PDF |
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