The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries
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DOI: 10.1016/j.najef.2017.07.001
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More about this item
Keywords
International business cycles; International transmission channels; Dynamic factor models; Sign restrictions; Non-stationarity;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
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