Dreger, Christian; Zhang, Yanqun - In: Economic Modelling 38 (2014) C, pp. 184-189
inferred from multivariate time series and structural econometric methods. In particular, the GVAR and the NiGEM are employed … to examine the interdependencies between the business cycles in China and industrial countries, including the US, the … euro area and Japan. Evidence is based on the responses to a Chinese GDP shock, which is traced to the recent fiscal …