The financial US uncertainty spillover multiplier : evidence from a GVAR model
Year of publication: |
2022
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Authors: | Salisu, Afees A. ; Gupta, Rangan ; Demirer, Rıza |
Published in: |
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance. - Oxford : Wiley-Blackwell, ISSN 1468-2362, ZDB-ID 2024919-6. - Vol. 25.2022, 3, p. 313-340
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Subject: | global financial cycle | global vector autoregressive model | real GDP | uncertainty shocks | VAR-Modell | VAR model | Schock | Shock | Risiko | Risk | Finanzkrise | Financial crisis | Welt | World | Spillover-Effekt | Spillover effect | Nationaleinkommen | National income | Internationaler Finanzmarkt | International financial market | Bruttoinlandsprodukt | Gross domestic product | Multiplikator | Multiplier | Konjunktur | Business cycle | Schätzung | Estimation |
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