The international transmission of US shocks : evidence from Bayesian global vector autoregressions
Year of publication: |
January 2016
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Authors: | Feldkircher, Martin ; Huber, Florian |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 81.2016, p. 167-188
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Subject: | Transmission of external shocks | Trade and financial integration | Stochastic search variable selection | Sign restrictions | Model uncertainty | Schock | Shock | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Welt | World | Geldpolitische Transmission | Monetary transmission | Finanzkrise | Financial crisis | Schätzung | Estimation | Theorie | Theory |
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