The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
Year of publication: |
2011-04
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Authors: | Eickmeier, Sandra ; Lemke, Wolfgang ; Marcellino, Massimiliano |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | financial conditions index | financial markets | global financial crisis | globalization | International business cycles | international transmission channels | time-varying FAVAR |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 8341 |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling ; F1 - Trade ; F15 - Economic Integration ; F4 - Macroeconomic Aspects of International Trade and Finance |
Source: |
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Eickmeier, Sandra, (2011)
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Eickmeier, Sandra, (2011)
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Kazi, Irfan Akbar, (2012)
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Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
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Classical time-varying FAVAR models - estimation, forecasting and structural analysis
Eickmeier, Sandra, (2011)
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