Are the effects of financial market disruptions big or small?
Year of publication: |
2022
|
---|---|
Authors: | Barnichon, Regis ; Matthes, Christian ; Ziegenbein, Alexander |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 104.2022, 3, p. 557-570
|
Subject: | Finanzkrise | Financial crisis | Schock | Shock | Bruttoinlandsprodukt | Gross domestic product | Strukturgleichungsmodell | Structural equation model | Zeitreihenanalyse | Time series analysis | USA | United States | 1973-2014 |
-
Is it one break or ongoing permanent shocks that explains US real GDP?
Luo, Sui, (2014)
-
Hartman, Harrison C., (2024)
-
Money and income : a changing relationship
Monadjemi, Mehdi S., (1998)
- More ...
-
Theory ahead of measurement? : assessing the nonlinear effects of financial market disruptions
Barnichon, Regis, (2016)
-
Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions
Barnichon, Regis, (2016)
-
Assessing the non-linear effects of credit market shocks
Barnichon, RĂ©gis, (2016)
- More ...