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Demiris, Nikolao; Kypraios, Theodore; Smith, L. Vanessa - 2012

Persistent link: https://www.econbiz.de/10009757621

Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions

Smith, L. Vanessa; Tarui, Nori; Yamagatax, Takashi - 2020

, conditional on GDP growth scenarios based on alternative IMF World Economic Outlook forecasts that were made before and after the …

Persistent link: https://www.econbiz.de/10012241006

Exploring the international linkages of the euro area : a global VAR analysis

Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - 2005

This paper presents a global model linking individual country vector error-correcting models in which the domestic variables are related to the country-specific variables as an approximate solution to a global common factor model. This global VAR is estimated for 26 countries, the euro area...

Persistent link: https://www.econbiz.de/10002746106

Exploring the international linkages of the euro area : a global VAR analysis ; presented at CESifo Area Conference on Macro, Money and International Finance, February 2005

Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem - 2005

Persistent link: https://www.econbiz.de/10002754808

Identification of New Keynesian Phillips curves from a global perspective

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - In: Journal of money, credit and banking : JMCB 41 (2009) 7, pp. 1481-1502

Persistent link: https://www.econbiz.de/10003887194

Supply, demand and monetary policy shocks in a multi-country New Keynesian model

Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2010

-specific foreign output variable to capture direct inter-country linkages. In accord with the theory all variables are measured as … restrictions implied by the NK theory. The multi-country DSGE NK model is then solved to provide estimates of identified supply …

Persistent link: https://www.econbiz.de/10003974674

Comment on "Forecasting economic and financial variables with global VARs"

Allen, P. G. - In: International journal of forecasting 25 (2009) 4, pp. 676-679

Persistent link: https://www.econbiz.de/10003921254

Comments on "Forecasting economic and financial variables with global VARs"

Clements, Michael P. - In: International journal of forecasting 25 (2009) 4, pp. 680-683

Persistent link: https://www.econbiz.de/10003921259

Comments on "Forecasting economic and financial variables with global VARs"

Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686

Persistent link: https://www.econbiz.de/10003921271

Comments on "Forecasting economic and financial variables with global VARs"

Granger, C. W. J. - In: International journal of forecasting 25 (2009) 4, pp. 687-688

Persistent link: https://www.econbiz.de/10003921277