U.S. monetary policy and the predictability of global economic synchronization patterns
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DOI: 10.1007/s12197-022-09577-9
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- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers 202145, University of Pretoria, Department of Economics.
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More about this item
Keywords
Output gap; Business cycles; Quantile causality; Predictability;All these keywords.
JEL classification:
- F15 - International Economics - - Trade - - - Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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