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External shocks and debt accumulation in a small open economy
Senhadji-Semlali, Abdel - In: Review of economic dynamics 6 (2003) 1, pp. 207-239
Persistent link: https://www.econbiz.de/10001743819
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Do macro shocks matter for equities?
Dison, Will; Theodoridis, Konstantinos - 2017
Persistent link: https://www.econbiz.de/10011912881
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A financial accelerator in the business sector of a macroeconometric model of a small open economy
Benedictow, Andreas; Hammersland, Roger - In: Economic systems 44 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012593327
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A new approach to modeling the impact of disruptive events
Oosterhaven, Jan; Bouwmeester, Maaike C. - In: Journal of regional science 56 (2016) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10011584755
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Monetary policy in a small open economy model : a DSGE-VAR approach for Switzerland
Bäurle, Gregor; Menz, Tobias - 2008
We study the transmission of monetary shocks and monetary policy with a behavioral model, corrected for potential misspecification using the DSGE-VAR framework elaborated by DelNegro and Schorfheide (2004). In particular, we investigate if the central bank should react to movements in the...
Persistent link: https://www.econbiz.de/10003882303
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Spillover dynamics across price inflation and selected agricultural commodity prices
Balcilar, Mehmet; Bekun, Festus Victor - In: Journal of economic structures : JES; the official … 9 (2020) 2, pp. 1-17
This article contributes to the existing empirical literature by examining the spillovers across price inflation and agricultural commodity prices for the case of Nigeria. To achieve this objective, we employ the Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) spillover index....
Persistent link: https://www.econbiz.de/10012256021
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Dynamic volatility behaviour in agricultural commodity markets : evidence from VIRF analysis and spillover index calculations
Bernhardt, Matthias - 2017
a shock, I calculated the volatility impulse response function based on a VAR(1) BEKK(1,1)-in-mean model. The result …
Persistent link: https://www.econbiz.de/10011761775
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Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha; Davidson, Sharada Nia; Koop, Gary; … - In: Journal of international money and finance 130 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
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Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
Urom, Christian; Mzoughi, Hela; Ndubuisi, Gideon Onyewuchi - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 326-341
Persistent link: https://www.econbiz.de/10013336297