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Intra-regional spillovers from Nigeria and South Africa to the rest of Africa : new evidence from a FAVAR model
Omoshoro-Jones, Oyenyinka Sunday; Bonga-Bonga, Lumengo - In: The world economy : the leading journal on … 45 (2022) 1, pp. 251-275
Persistent link: https://www.econbiz.de/10012818933
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Economic growth in the era of unconventional monetary instruments : a FAVAR approach
Fiorelli, Cristiana; Meliciani, Valentina - In: Journal of macroeconomics 62 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012243438
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Spillover effects of debt and growth in the euro area : evidence from a GVAR model
Kempa, Bernd; Khan, Nazmus Sadat - In: International review of economics & finance : IREF 49 (2017), pp. 102-111
Persistent link: https://www.econbiz.de/10011748372
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International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
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Equal size, equal role?: Interest rate interdependence between the euro area and the United States
Ehrmann, Michael; Fratzscher, Marcel - In: The economic journal : the journal of the Royal … 115 (2005) 506, pp. 928-948
Persistent link: https://www.econbiz.de/10003180902
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Equal size, equal role? : Interest rate interdependence between the euro area and the United States
Ehrmann, Michael; Fratzscher, Marcel - 2004
Persistent link: https://www.econbiz.de/10002074241
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Equal size, equal role? : Interest rate interdependence between the euro area and the United States
Ehrmann, Michael (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001981673
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Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States
Ehrmann, Michael; Fratzscher, Marcel - 2021
This paper investigates whether the degree of interdependence between the United States and the euro area economies has changed with the advent of EMU. It addresses this issue from the perspective of financial markets by analysing the effects of monetary policy and macroeconomic news on daily...
Persistent link: https://www.econbiz.de/10013319350