Pham Thi Tuyet Trinh; Nhan, Le P. A. - In: Global business and finance review 28 (2023) 4, pp. 90-103
Purpose: This study investigates the comovements of inflation across ASEAN countries and identifies the global factors driving the common inflation dynamics of the region. Design/methodology/approach: The study uses a two-step approach. The dynamic latent factor model is first employed to...
