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~person:"Pesaran, M. Hashem"
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VAR model
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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 business cycle
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public debt and output growth
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threshold effects
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Pesaran, M. Hashem
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Chudik, Alexander
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The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis
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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
; …
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2020
Persistent link: https://www.econbiz.de/10012298775
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Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
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2019
Persistent link: https://www.econbiz.de/10012024425
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