financial (or output) gaps within EU countries. We apply panel techniques, including a Bayesian panel VAR, to 27 EU members over …

In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries … throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing … the panel into two subgroups that involve manufacturing-exporting and commodity-exporting economies, we observe a …

overcome several pitfalls of the previous contributions. We use a quarterly panel of 40 EU and OECD countries for the period … literature and our own considerations. For each potential indicator we determine the optimal lead employing panel vector … important domestic source of risk. -- Early warning indicators ; Bayesian model averaging ; panel VAR ; dynamic panel ; macro …

sustainability approach á la Lane and Milesi-Ferretti (LM) versus the structural current accounts literature (SCA) based on panel … a medium term horizon. -- Current account ; capital flows ; financial integration ; central and eastern Europe ; panel …

the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …