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Economic knock-on effects of Russia's geopolitical risk on advanced economies : a global VAR approach
Blagov, Boris; Dirks, Maximilian W.; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geopolitical risk shock after Russia’s invasion of Ukraine revealed …Unter Verwendung des Fallbeispiels Russland und eines globalen VAR-Modells als methodisches Instrument analysieren wir …
Persistent link: https://www.econbiz.de/10014466941
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Economic Knock-On Effects of Russia's Geopolitical Risk on Advanced Economies: A Global VAR Approach
Blagov, Boris; Dirks, Maximilian; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geo-political risk shock after Russia's invasion of Ukraine revealed …
Persistent link: https://www.econbiz.de/10014469800
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Economic knock-on effects of Russia's geopolitical risk on advanced economies: A global VAR approach
Blagov, Boris; Dirks, Maximilian; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical … response functions in response to the skyrocketing Russian geopolitical risk shock after Russia's invasion of Ukraine revealed …Unter Verwendung des Fallbeispiels Russland und eines globalen VAR-Modells als methodisches Instrument analysieren wir …
Persistent link: https://www.econbiz.de/10014470148
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Globalization and international business cycle dynamics : a conditional GVAR approach
Binder, Michael; Offermanns, Christian J. - 2014
We examine the effects of increased international integration of both goods and financial markets on business cycle dynamics. To do so, we develop a new econometric framework for modelling cross-country spillovers in which the magnitude of these spillovers is an empirically determined function...
Persistent link: https://www.econbiz.de/10010414228
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Do China and Russia undermine US sanctions? : evidence from DiD and event study estimation
Gutmann, Jerg; Neuenkirch, Matthias; Neumeier, Florian - 2022
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries' trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10013455721
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Do China and Russia undermine US sanctions? : evidence from DiD and event study estimation
Gutmann, Jerg; Neuenkirch, Matthias; Neumeier, Florian - 2022 - This Version: November 13, 2022
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries' trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10013440047
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Do China and Russia undermine US sanctions? : evidence from DiD and event study estimation
Gutmann, Jerg; Neuenkirch, Matthias; Neumeier, Florian - 2022 - This Version: November 13, 2022
panel difference-in-differences estimations and an event study design. Motivated by the claim that China and Russia … purposefully undermine US sanction efforts, we test whether target countries' trade with China and Russia increases under US trade … sanctions. We find no evidence for systematic sanction busting. Russia does not change its trade patterns with sanctioned …
Persistent link: https://www.econbiz.de/10013440377
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Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries
Bayoumi, Tamim; Swiston, Andrew J. - 2008
VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of smaller countries, which proxies for global shocks. U.S. and global shocks generate significant spillovers, while those from the euro area and Japan are small. This paper also...
Persistent link: https://www.econbiz.de/10014218609
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Geopolitical Risk and Household Stock Market Participation
Lee, Kiryoung - 2022
I find that the index of geopolitical risk (GPR) is significantly associated with both the extensive and intensive margins of stock market participation decisions. The GPR index subsumes the significance of economic policy uncertainty for stock market participation decisions and has long-lasting...
Persistent link: https://www.econbiz.de/10013403880
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Global business cycles: convergence or decoupling?
Kose, M. Ayhan (contributor);  … - 2008
This paper analyzes the evolution of the degree of global cyclical interdependence over the period 1960-2005. We categorize the 106 countries in our sample into three groupsindustrial countries, emerging markets, and other developing economies. Using a dynamic factor model, we then decompose...
Persistent link: https://www.econbiz.de/10003794406