Potential contagion effects on OECD countries : a FAVAR model under bayesian framework
Olfa Kaabia
| Year of publication: |
2015
|
|---|---|
| Authors: | Kaabia, Olfa |
| Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 29.2015, 1, p. 73-94
|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010532624