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Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 Countries
Antonakakis, Nikolaos; Badinger, Harald - 2012
period 1958M2-2011M7, thereby paying particular attention to spillovers within and between countries. Using the VAR … volatility are highly intertwined, with spillovers taking place into all four directions; ii) the importance of spillovers has … point to moderate growth-growth spillovers and sizable volatility-volatility spillovers across countries, suggesting that …
Persistent link: https://www.econbiz.de/10011374341
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Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 countries
Antonakakis, Nikolaos; Badinger, Harald - 2012
Persistent link: https://www.econbiz.de/10009622257
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Business cycle dynamics in the Euro area : a factor-SVAR approach
Seymen, Atılım - 2009
global and euro area shocks as well as allows bilateral spillovers of country-specific shocks across the member economies …
Persistent link: https://www.econbiz.de/10011373506
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Aging effects on consumption risk-sharing channels in European countries
Song, Jeongseok; Ryu, Doojin - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 36 (2018) 2, pp. 585-617
Persistent link: https://www.econbiz.de/10012212718
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Estimating the Impact of External Shocks on the ECCU : Application to the COVID Shock
Parlak, Vivian; Salinas, Gonzalo; Vargas, Jose - 2022
We measure the impact of frequent exogeneous shocks on small ECCU economies, including changes to global economic activity, tourism flows, oil prices, passport sales, FDI, and natural disasters. Using Canonical-Correlation Analysis (CCA) and dynamic panel regression analysis we find significant...
Persistent link: https://www.econbiz.de/10013306756
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The diffusion of technological progress in ICT
Elstner, Steffen; Grimme, Christian; Kecht, Valentin; … - 2020
there have been positive and persistent technology spillovers to sectors intensively using ICT. Second, neglecting leasing …
Persistent link: https://www.econbiz.de/10012391362
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Producer price inflation connectedness and input-output networks
Bilgin, N. Melisa; Yılmaz, Kamil - 2018
We analyze the transmission of producer price in inflation shocks across the U.S. manufacturing industries from 1947 to 2018 using the Diebold-Yilmaz Connectedness Index framework, which fully utilizes the information in generalized variance decompositions from vector autoregressions. The...
Persistent link: https://www.econbiz.de/10011899774
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Economic policy uncertainty in the EuroaArea : cross-country spillovers and macroeconomic impact
Clausen, Volker; Schlösser, Alexander; Thiem, Christopher - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 5/6, pp. 957-983
Persistent link: https://www.econbiz.de/10012122242
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Propagation of Trade and Growth Shocks from Russia and Western European Countries to CEE-Baltic Countries : A Comparative Analysis
Khan, Nazmus S. - 2017
What is the relative importance of Russia and Western European countries on Central and East European and Baltic (CEE-Baltic) countries? This paper tries to address this geo-politically important question by quantifying and comparing the spillover effects of a growth and trade shocks coming out...
Persistent link: https://www.econbiz.de/10012954253
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The Transmission of International Shocks to CIS Economies : A Global VAR Approach
Faryna, Oleksandr - 2018
This paper employs a Global Vector Auto Regressive (GVAR) model to study the evolution of the response of the Commonwealth of Independent States (CIS) to foreign output and oil price shocks. During a two-decade observation period, cross-country trade and financial linkages experience no-table...
Persistent link: https://www.econbiz.de/10012911853