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subject:"Impact assessment"
~isPartOf:"CAMA working paper series"
~person:"Diebold, Francis X."
~person:"Pesaran, M. Hashem"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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Impact assessment
Börsenkurs
Kapitaleinkommen
Zeitreihenanalyse
Estimation
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Globalisierung
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Globalization
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Schock
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Schätzung
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Shock
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VAR model
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Welt
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Threshold-augmented Global VAR (TGVAR)
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Volatility
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Volatilität
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Wirkungsanalyse
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Wirtschaftswachstum
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debt elasticity
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global volatility
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identification of global and country-specific shocks
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international businesscycle
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public debt and output growth
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threshold effects
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Diebold, Francis X.
Pesaran, M. Hashem
Chan, Joshua
9
Fry-McKibbin, Renée
4
Wong, Benjamin
4
Jacobs, Jan
3
Morley, James C.
3
Chang, Yoosoon
2
Cross, Jamie
2
Grant, Angelia L.
2
Kamber, Güneş
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Kapetanios, George
2
Nason, James Michael
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Osborn, Denise R.
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Price, Simon
2
Thoenissen, Christoph
2
Tian, Jing
2
Vespignani, Joaquin
2
Zhang, Bo
2
Zheng, Jasmine
2
Ahadzie, Richard Mawulawoea
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Ahmed, Ehsan
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Arin, Kerim Peren
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Bao Hoang Nguyen
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Bhattarai, Saroj
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Bjørnland, Hilde Christiane
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Braunfels, Elias
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Brückner, Markus
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Calonaci, Fabio
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Chatterjee, Arpita
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Choi, Sangyup
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Choi, Yongok
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Chudik, Alexander
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Cross, Jamie L.
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Daugaard, Daniel
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Doko Tchatoka, Firmin
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Doucet, Arnaud
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Dungey, Mardi H.
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Eisenstat, Eric
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CAMA working paper series
CESifo working papers
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Cambridge working papers in economics
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
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