Potential contagion effects on OECD countries : a FAVAR model under bayesian framework
Year of publication: |
2015
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Authors: | Kaabia, Olfa |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 29.2015, 1, p. 73-94
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Subject: | Transmission channels | contagion | Bayesian estimation | FAVAR models | OECD-Staaten | OECD countries | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | VAR-Modell | VAR model | Ansteckungseffekt | Contagion effect | Schock | Shock | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Geldpolitische Transmission | Monetary transmission |
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