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

© 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....

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Bibliographic Details
Main Authors: Pathairat Pastpipatkul, Warawut Ruankham, Aree Wiboonpongse, Songsak Sriboonchitta
Format: Conference Proceeding
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84958550399&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/54395
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Institution: Chiang Mai University