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How do US credit supply shocks propagate internationally? : a GVAR approach
Eickmeier, Sandra; Ng, Tim - In: European economic review : EER 74 (2015), pp. 128-145
Persistent link: https://www.econbiz.de/10011522592
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Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate - 2019
Persistent link: https://www.econbiz.de/10012224630
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An analysis of international shock transmission : a multi-level factor augmented TVP GVAR approach
Sungurtekİn Hallam, Bahar - 2020
Persistent link: https://www.econbiz.de/10013041209
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The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
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Country-specific and global shocks in the business cycle
Gross, Daniel - 2001
Persistent link: https://www.econbiz.de/10001659923
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The effect of monetary policy on household consumption expenditures in Portugal : a decomposition of the transmission channel
Duarte, João; Pereira, Nuno - In: Portuguese economic journal 22 (2023) 2, pp. 149-172
Persistent link: https://www.econbiz.de/10014328856
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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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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero …
Persistent link: https://www.econbiz.de/10010373684
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Firms' entry, monetary policy and the international business cycle
Cavallari, Lilia - In: Journal of international economics 91 (2013) 2, pp. 263-274
Persistent link: https://www.econbiz.de/10010359654
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Monetary policies for open economics
Pierluigi, Beatrice - 2000
Persistent link: https://www.econbiz.de/10001619964