Antonakakis, Nikolaos; Badinger, Harald - 2012
This paper considers the linkages between output growth and output volatility for the sample of G7 countries over the …-based spillover index approach by Diebold and Yilmaz (2012), we identify several empirical regularities: i) output growth and … been the largest transmitter of output and volatility shocks to other countries. Generalized impulse response analyses …