世界银行：对全球风险的预测敏感性-BVAR分析（英文版）

Developing countries face uncertainties driven by global macroeconomic variables over which they have little to no control. Key exogenous factors faced by most developing countries include interest rates in high-income countries, commodity prices, global demand for exports, and remittance inflows. While these variables are sensitive to common global shocks, they also exhibit idiosyncratic fluctuations. This paper employs a Bayesian Vector Autoregression model to capture interdependencies