-based spillover index approach by Diebold and Yilmaz (2012), we identify several empirical regularities: i) output growth and … international spillover effects and the associated repercussions. …

-based spillover index approach by Diebold and Yilmaz (2012), we identify several empirical regularities: i) output growth and … international spillover effects and the associated repercussions. …

-based spillover index approach by Diebold and Yilmaz (2012), we identify several empirical regularities: i) output growth and … international spillover effects and the associated repercussions. …

We apply Diebold-Yilmaz spillover index methodology to monthly industrial production indices to study business cycle … interdependence among G-6 industrialized countries since 1958. The business cycle spillover index fluctuates substantially over time …, increasing especially after the 1973-75, 1981-82 and 2001 U.S. recessions. The band within which the spillover index fluctuates …

We apply Diebold-Yilmaz spillover index methodology to monthly industrial production indices to study business cycle … interdependence among G-6 industrialized countries since 1958. The business cycle spillover index fluctuates substantially over time …, increasing especially after the 1973-75, 1981-82 and 2001 U.S. recessions. The band within which the spillover index fluctuates …

This paper studies business cycle interdependence among the industrialized countries since 1958. Using the spillover … spillover index fluctuates over time, increasing substantially following the post-1973 U.S. recessions. Secondly, the band … within which the spillover index fluctuates follows an upward trend since the start of the globalization process in the early …