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Economic Knock-On Effects of Russia's Geopolitical Risk on Advanced Economies: A Global VAR Approach
Blagov, Boris; Dirks, Maximilian; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geo-political risk shock after Russia's invasion of Ukraine revealed …
Persistent link: https://www.econbiz.de/10014469800
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Economic knock-on effects of Russia's geopolitical risk on advanced economies: A global VAR approach
Blagov, Boris; Dirks, Maximilian; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geopolitical risk shock after Russia's invasion of Ukraine revealed …
Persistent link: https://www.econbiz.de/10014470148
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Foreign direct investment and economic growth : empirical evidence from Russian regions
Ledyaeva, Svetlana (contributor); Funke, Michael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003396780
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Economic knock-on effects of Russia's geopolitical risk on advanced economies : a global VAR approach
Blagov, Boris; Dirks, Maximilian W.; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geo-political risk shock after Russia's invasion of Ukraine revealed …
Persistent link: https://www.econbiz.de/10014452016
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Economic knock-on effects of Russia's geopolitical risk on advanced economies : a global VAR approach
Blagov, Boris; Dirks, Maximilian W.; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geopolitical risk shock after Russia’s invasion of Ukraine revealed …
Persistent link: https://www.econbiz.de/10014466941
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Taking the Temperature - Forecasting GDP Growth for Mainland China
Curran, Declan; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2006
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005823523
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Economic Growth across Space and Time: subprovincial Evidence from Mainland China
Curran, Declan; Funke, Michael; Wang, Jue - Institut für Makroökonomie und Wirtschaftspolitik, … - 2007
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005823531
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Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10005823534
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The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going?
Gronwald, Marc; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008
On 21 July 2005 China adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual … transition of the renminbi/U.S. dollar (RMB/USD) exchange rate using the family of time-varying autoregressive (TV-AR) models …. Specifically, the nonlinear models allow for a smooth transition from one optimal level to another. Our estimation results imply …
Persistent link: https://www.econbiz.de/10005823536
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Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2006
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10005419581