The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Year of publication: |
June 2016
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Authors: | Abbate, Angela ; Eickmeier, Sandra ; Lemke, Wolfgang ; Marcellino, Massimiliano |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 4, p. 573-601
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Subject: | international business and financial cycles | globalization | financial conditions index | global financial crisis | time-varying parameter FAVAR | Schock | Shock | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Schätzung | Estimation | Globalisierung | Globalization | Konjunkturzusammenhang | Business cycle synchronization | Welt | World | Spillover-Effekt | Spillover effect | Industrieländer | Industrialized countries | Internationaler Finanzmarkt | International financial market | Europa | Europe |
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