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Macroeconomic effects of sectoral shocks in US, UK, and Germany : a VAR-GARCH-M approach

Pelloni, Gianluigi (contributor); … - 2000 - Rev. Mar 7/05

Persistent link: https://www.econbiz.de/10003734502

Macroeconomic effects of reallocation shocks : a generalised impulse response function analysis for three European countries

Panagiōtidēs, Theodōros (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002160824

Macroeconomic effects of reallocation shocks : a generalised impulse response function analysis for three European countries

Panagiōtidēs, Theodōros; Pelloni, Gianluigi; … - In: Journal of economic integration 18 (2003) 4, pp. 794-816

Persistent link: https://www.econbiz.de/10001849589

Macroeconomic effects of reallocation shocks : a generalised impulse response function analysis for three European countries

Panagiotidos, Theodore (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001877414

Macroeconomic effects of sectoral shocks in US, UK and Germany : a BVAR-GARCH-M approach

Pelloni, Gianluigi; Polasek, Wolfgang - 2000

Persistent link: https://www.econbiz.de/10001476844

A Bayesian VAR-GARCH analysis of sectoral labour reallocation

Pelloni, Gianluigi; Polasek, Wolfgang - 2000

Persistent link: https://www.econbiz.de/10001476848

Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries

Panagiotidis, Theodore; Pelloni, Gianluigi; Polasek, … - 2003

We develop a generalised impulse response function (GIRF) approach to explore the different impacts of aggregate and sectoral shocks within a VAR-GARCH-M model. Using the output of our GIRF analysis, we explore the behaviour of three European countries (Germany, Spain and the UK). We analyse the...

Persistent link: https://www.econbiz.de/10011651399

Macroeconomic effects of reallocation shocks : a generalised impulse response function analysis for three European countries

Panagiotidis, Theodore (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001768437