Kaabia, Olfa; Abid, Ilyes; Guesmi, Khaled - In: Economic Modelling 31 (2013) C, pp. 423-432
We study the contagion effects of a U.S. housing shock on OECD countries over the period of the subprime crisis. Considering a large database containing national macroeconomic, financial, and trade dynamic variables for 17 OECD countries, we evaluate forecasting accuracy, and perform a...
