Impacts of quantitative easing policy of United States of America on Thai economy by MS-SFABVAR

• Main Authors: Pathairat Pastpipatkul, Warawut Ruankham, Aree Wiboonpongse, Songsak Sriboonchitta
• 格式: Conference Proceeding
• 出版: 2018
• 主題: Agricultural and Biological Sciences
• 在線閱讀: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84958550399&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/44659

© Springer International Publishing Switzerland 2015. This paper provides new empirical evidences by combining the advantage of principal component analysis (PCA) with Markov-switching Bayesian VAR (MS-BVAR) to examine the durations and impacts of quantitative easing (QE) policy on the Thai economy....