Jiménez-Rodríguez, Rebeca; Morales-Zumaquero, Amalia; … - In: Journal of Policy Modeling 32 (2010) 4, pp. 461-477
This paper investigates the impact of international shocks - interest rate, commodity price and industrial production shocks - on key macroeconomic variables in ten Central and Eastern European (CEE) countries by using near-VAR models and monthly data from the early 1990s to 2009. In contrast to...