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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
, Switzerland turns out to be the most affected non-Euro area European country. We also find a high degree of synchronization among …
Persistent link: https://www.econbiz.de/10011691548
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
, Switzerland turns out to be the most affected non-Euro area European country. We also find a high degree of synchronization among …
Persistent link: https://www.econbiz.de/10012110907
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
, Switzerland turns out to be the most affected non-Euro area European country. We also find a high degree of synchronization among … Hinsicht vergleichen wir die Auswirkungen eines Unsicherheitsschocks in den USA und der Eurozone. Unseren Ergebnissen zufolge … Auswirkungen. In dieser Hinsicht erweist sich die Schweiz als das am stärksten betroffene Land in Europa außerhalb der Eurozone …
Persistent link: https://www.econbiz.de/10011640939
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Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele; Gefang, Deborah; Koop, Gary - In: Journal of applied econometrics 29 (2014) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
1971-2009. Financial shocks are defined as unexpected changes of a financial conditions index (FCI), recently developed by Hatzius et al. (2010), for the US. We use a time-varying factor-augmented VAR to model the FCI jointly with a large set of macroeconomic, financial and trade variables for...
Persistent link: https://www.econbiz.de/10008937395
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The Changing International Transmission of Financial Shocks : Evidence from a Classical Time-Varying FAVAR
Eickmeier, Sandra - 2016
1971-2009. Financial shocks are defined as unexpected changes of a financial conditions index (FCI), recently developed by Hatzius et al. (2010), for the US. We use a time-varying factor-augmented VAR to model the FCI jointly with a large set of macroeconomic, financial and trade variables for...
Persistent link: https://www.econbiz.de/10012991047
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009011917
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Abbate, Angela; Eickmeier, Sandra; Lemke, Wolfgang; … - In: Journal of money, credit and banking : JMCB 48 (2016) 4, pp. 573-601
Persistent link: https://www.econbiz.de/10011615515
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Business Cycles Fluctuations in Europe (1960-1998)
Gallegati, Marco - 2000
The goal of the paper consists in investigating if comovements in some selected time series are common to various countries and periods of time. To do so, we use 18 economic time series (GDP and demand components, employment and wages, money and prices, interest rates and stock prices) between...
Persistent link: https://www.econbiz.de/10014155345
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Do the ECB's monetary policies benefit emerging market economies? : a GVAR analysis on the crisis and post-crisis period
Colabella, Andrea - 2019
Persistent link: https://www.econbiz.de/10012017913