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Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geopolitical risk shock after Russia’s invasion of Ukraine revealed …Unter Verwendung des Fallbeispiels Russland und eines globalen VAR-Modells als methodisches Instrument analysieren wir …
Persistent link: https://www.econbiz.de/10014466941
We examine the effects of increased international integration of both goods and financial markets on business cycle dynamics. To do so, we develop a new econometric framework for modelling cross-country spillovers in which the magnitude of these spillovers is an empirically determined function...
Persistent link: https://www.econbiz.de/10010414228
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries' trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10013455721
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries' trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10013440047
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries' trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10013440377
This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groupsindustrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose...
Persistent link: https://www.econbiz.de/10003794406
This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups: industrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose...
Persistent link: https://www.econbiz.de/10012991111
This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups - industrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose...
Persistent link: https://www.econbiz.de/10014219067
This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groups - industrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose...
Persistent link: https://www.econbiz.de/10013325261
shocks originating in the US, Russia and within the region itself, but their sensitivity to euro area shocks also increases …
Persistent link: https://www.econbiz.de/10012911853