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The contributions of economic and financial integration to international stock markets comovements are investigated by means of a large scale macroeconometric model, set in the factor vector autoregressive framework (F-VAR). The findings point to a relevant role of both economic and financial...
Persistent link: https://www.econbiz.de/10012754120
Persistent link: https://www.econbiz.de/10005612930
In this paper the long-run trend in RPI inflation (core inflation) for the UK over the 1961–1997 period is estimated within the framework of a multivariate common trends model which extends the bivariate VAR approach of Quah and Vahey (1995). In this context core inflation is directly linked...
Persistent link: https://www.econbiz.de/10005613034