Spillover index for European business cycle
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DOI: 10.6084/m9.figshare.13621658
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More about this item
Keywords
Covid-19; contagion index; business cycle; European Union; VAR; dendogram;All these keywords.
JEL classification:
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- 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
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