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Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015
Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
Persistent link: https://www.econbiz.de/10011335013
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009786985
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Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica - 2013
more timely information on the aggregate recession than Netherlands and France …
Persistent link: https://www.econbiz.de/10013073106
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Interconnections between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Mode
Billio, Monica - 2015
Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
Persistent link: https://www.econbiz.de/10013015437
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Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica - 2013
more timely information on the aggregate recession than Netherlands and France …
Persistent link: https://www.econbiz.de/10013076662
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Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica - 2014
allowing for modeling of the interactions between cycles. An endogenous common eurozone cycle is derived by aggregating country …, provide more timely information on the aggregate recession than Netherlands and France …
Persistent link: https://www.econbiz.de/10013062905
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10010191237
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Interactions between eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10011629417
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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
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The New Area-Wide Model II : an extended version of the ECB's micro-founded model for forecasting and policy analysis with a financial sector
Coenen, Günter; Karadi, Peter; Schmidt, Sebastian; … - 2018
This paper provides a detailed description of an extended version of the ECB's New Area-Wide Model (NAWM) of the euro area (cf. Christoffel, Coenen, and Warne 2008). The extended model - called NAWM II - incorporates a rich financial sector with the threefold aim of (i) accounting for a genuine...
Persistent link: https://www.econbiz.de/10011928964