On the transmission mechanism of country-specific and international economic uncertainty spillovers : evidence from a TVP-VAR connectedness decomposition approach
David Gabauer, Rangan Gupta
| Year of publication: |
2018
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|---|---|
| Authors: | Gabauer, David ; Gupta, Rangan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 63-71
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| Subject: | Dynamic connectedness | Spillover decomposition | TVP-VAR | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021853