A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy
Abstract Our study verified the implications of the spillover of geopolitical risk (GPR) shocks to the economic crisis in Ghana. Our analysis employed the VAR-based spillover models by Diebold and Yilmaz (Int J Forecast 28:57–66, 2012; J Econ 182:119–134, 2014) and the Time-Varying Parameter Vector...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2024-05-01
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| Series: | Future Business Journal |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s43093-024-00341-5 |
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