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Reconsidering consumption risk sharing among OECD countries : some evidence based on panel cointegration
Leibrecht, Markus; Scharler, Johann - In: Open economies review 19 (2008) 4, pp. 493-505
Persistent link: https://www.econbiz.de/10003750954
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The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?
Antonakakis, Nikolaos; Scharler, Johann - 2010
Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rather heterogeneous patterns of international synchronization exist during U.S. recessions. During the...
Persistent link: https://www.econbiz.de/10011345452
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The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?
Antonakakis, Nikolaos; Scharler, Johann - 2010
Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rathe heterogeneous patterns of international synchronization exist during U.S. recessions. During the...
Persistent link: https://www.econbiz.de/10010294906
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The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?
Antonakakis, Nikolaos; Scharler, Johann - FIW - 2010
Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rather heterogeneous patterns of international synchronization exist during U.S. recessions. During the...
Persistent link: https://www.econbiz.de/10008560024
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The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?
Antonakakis, Nikolaos; Scharler, Johann - Institut für Volkswirtschaftslehre, … - 2010
Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rathe heterogeneous patterns of international synchronization exist during U.S. recessions. During the...
Persistent link: https://www.econbiz.de/10008561013
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The synchronization of GDP Growth in the G7 during U.S. recessions : is this time different?
Antonakakis, Nikolaos; Scharler, Johann - 2010
Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rather heterogeneous patterns of international synchronization exist during U.S. recessions. During the...
Persistent link: https://www.econbiz.de/10011373496
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Labour market rigidities and international risk sharing across OECD countries
Fidrmuc, Jarko; Foster-McGregor, Neil; Scharler, Johann - In: Journal of international money and finance 30 (2011) 4, pp. 660-677
Persistent link: https://www.econbiz.de/10009268788
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Has globalization improved international risk sharing?
Antonakakis, Nikolaos; Scharler, Johann - In: International finance 15 (2012) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10009745985
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How strongly are business cycles and financial cycles linked in the G7 countries?
Antonakakis, Nikolaos; Breitenlechner, Max; Scharler, Johann - 2014
In this study we examine the dynamic interactions between credit growth and output growth using the spillover index approach of Diebold and Yilmaz (2012). Based on quarterly data on credit growth and GDP growth over the period 1957Q1-2012Q4 for the G7 countries we find that: i) spillovers...
Persistent link: https://www.econbiz.de/10010253456
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The synchronization of GDP growth in the G7 during US recessions : is this time different?
Antonakakis, Nikolaos; Scharler, Johann - 2010
Using the dynamic conditional correlation (DCC) model due to Engle (2002), we estimate time varying correlations of quarterly real GDP growth among the G7 countries. In general, we find that rathe heterogeneous patterns of international synchronization exist during U.S. recessions. During the...
Persistent link: https://www.econbiz.de/10009241001