Blagov, Boris; Dirks, Maximilian; Funke, Michael - 2024
the Russian geopolitical risk shock. We also document a strong component of the Russian geopolitical risk shock that is …Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … risk shocks propagate across advanced economies and quantify the economic effects of these events. The global VAR impulse …