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Transmission of the debt crisis : from EU15 to USA or vice versa? ; a GVAR approach

Konstantakis, Konstantinos N.; Michaelides, Panayotis G. - In: Journal of economics & business 76 (2014), pp. 115-132

Persistent link: https://www.econbiz.de/10010506025

System estimation of GVAR with two dominants and network theory : evidence for BRICs

Konstantakis, Konstantinos N.; Michaēlidēs, … - In: Economic modelling 51 (2015), pp. 604-616

Persistent link: https://www.econbiz.de/10011476190

Debt dynamics in Europe : a Network General Equilibrium GVAR approach

Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of economic dynamics & control 93 (2018), pp. 175-202

Persistent link: https://www.econbiz.de/10011974489

Introducing the GVAR-GARCH model : evidence from financial markets

Prelorentzos, Arsenios-Georgios N.; Konstantakis, … - In: Journal of international financial markets, … 91 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014494797

Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach

Konstantakis, Konstantinos N.; Michaelides, Panayotis G. - In: Journal of Economics and Business 76 (2014) C, pp. 115-132

In this paper, we estimate a GVAR model in order to study the transmission of shocks between the EU15 and the USA economies, respectively, on a quarterly basis in the 2000 (Q1)–2011 (Q4) time span. Our work is based on the global variables of trade and credit which act as the transmission...

Persistent link: https://www.econbiz.de/10011118215