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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009011917
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Global banks, financial shocks and international business cycles : evidence from an estimated model
Kollmann, Robert - 2012
Persistent link: https://www.econbiz.de/10009559674
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The post-crisis slump in the Euro Area and the US : evidence from an estimated three-region DSGE model
Kollmann, Robert; Pataracchina, Beatrice; Raciborski, Rafal - 2016
Persistent link: https://www.econbiz.de/10011447934
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Leverage as a predictor for real activity and volatility
Kollmann, Robert; Zeugner, Stefan - 2011
Persistent link: https://www.econbiz.de/10009012056
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Euro area and U.S. external adjustment: the role of commodity prices and emerging market shocks
Giovannini, Massimo; Hohberger, Stefan; Kollmann, Robert; … - 2018
Persistent link: https://www.econbiz.de/10011982172
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How do credit supply shocks propagate internationally? : a GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
Persistent link: https://www.econbiz.de/10009486222
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009745589
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Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009012118