Estimating uncertainty spillover effects across Euro area using a regime dependent VAR model
Year of publication: |
2024
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Authors: | Angelini, Giovanni ; Costantini, Mauro ; Easaw, Joshy Z. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 1, p. 39-59
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Subject: | Euro area | real economic activity | spillover effects | uncertainty | Eurozone | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Risiko | Risk | Schock | Shock |
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