International transmission of financial stress: Evidence from a GVAR
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Uhlig, Harald, 2005.
"What are the effects of monetary policy on output? Results from an agnostic identification procedure,"
Journal of Monetary Economics, Elsevier, vol. 52(2), pages 381-419, March.
- Uhlig, H.F.H.V.S., 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," Discussion Paper 1999-28, Tilburg University, Center for Economic Research.
- Uhlig, Harald, 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers 2137, C.E.P.R. Discussion Papers.
- Mittnik, Stefan & Semmler, Willi, 2013.
"The real consequences of financial stress,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
- Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jörg Breitung & Sandra Eickmeier, 2006.
"Dynamic Factor Models,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 3, pages 25-40,
Springer.
- Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 27-42, March.
- Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank.
- repec:zbw:bofitp:2011_002 is not listed on IDEAS
- Chinn, Menzie D. & Ito, Hiro, 2006.
"What matters for financial development? Capital controls, institutions, and interactions,"
Journal of Development Economics, Elsevier, vol. 81(1), pages 163-192, October.
- Chinn,M.D. & Ito,H., 2005. "What matters for financial development? : capital controls, institutions, and interactions," Working papers 4, Wisconsin Madison - Social Systems.
- Chinn, Menzie David & Ito, Hiro, 2005. "What Matters for Financial Development? Capital Controls, Institutions, and Interactions," Santa Cruz Center for International Economics, Working Paper Series qt5pv1j341, Center for International Economics, UC Santa Cruz.
- Menzie D. Chinn & Hiro Ito, 2005. "What Matters for Financial Development? Capital Controls, Institutions, and Interactions," NBER Working Papers 11370, National Bureau of Economic Research, Inc.
- Chinn, Menzie David & Ito, Hiro, 2005. "What Matters for Financial Development? Capital Controls, Institutions, and Interactions," Santa Cruz Department of Economics, Working Paper Series qt5pv1j341, Department of Economics, UC Santa Cruz.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco E., 2012.
"How do business and financial cycles interact?,"
Journal of International Economics, Elsevier, vol. 87(1), pages 178-190.
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Stijn Claessens, 2011. "How Do Business and Financial Cycles Interact?," IMF Working Papers 2011/088, International Monetary Fund.
- Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011. "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers 8396, C.E.P.R. Discussion Papers.
- Cesa-Bianchi, Ambrogio, 2013.
"Housing cycles and macroeconomic fluctuations: A global perspective,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
- Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
- Cesa-Bianchi, Ambrogio, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," IDB Publications (Working Papers) 4085, Inter-American Development Bank.
- Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008. "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute of Labor Economics (IZA).
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo.
- Lombardi, Marco J. & Galesi, Alessandro, 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
- Aboura, Sofiane & van Roye, Björn, 2013.
"Financial stress and economic dynamics: An application to France,"
Kiel Working Papers
1834, Kiel Institute for the World Economy (IfW Kiel).
- Sofiane Aboura & Björn van Roye, 2017. "Financial stress and economic dynamics: An application to France," Working Papers hal-01526393, HAL.
- repec:ecb:ecbwps:20111426 is not listed on IDEAS
- Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, vol. 55(3), pages 325-339, April.
- Eickmeier, Sandra & Ng, Tim, 2015.
"How do US credit supply shocks propagate internationally? A GVAR approach,"
European Economic Review, Elsevier, vol. 74(C), pages 128-145.
- Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
- Eickmeier, Sandra & Ng, Tim, 2011. "How do credit supply shocks propagate internationally? A GVAR approach," Discussion Paper Series 1: Economic Studies 2011,27, Deutsche Bundesbank.
- Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014.
"The differential effects of oil demand and supply shocks on the global economy,"
Energy Economics, Elsevier, vol. 44(C), pages 113-134.
- Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi & Maziar Raissi, 2012. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," IMF Working Papers 2012/253, International Monetary Fund.
- Paul Cashin & Kamiar Mohaddes & Maziar Raissi & Mehdi Raissi, 2013. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Working Papers 757, Economic Research Forum, revised Jun 2013.
- Cashin, P. & Mohaddes, K. & Raissi, M. & Raissi, M., 2012. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Cambridge Working Papers in Economics 1249, Faculty of Economics, University of Cambridge.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"Generalized impulse response analysis in linear multivariate models,"
Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
- Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
- Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001. "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data.
- PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010. "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003 330700121, EcoMod.
- Cesa-Bianchi, Ambrogio, 2013.
"Housing cycles and macroeconomic fluctuations: A global perspective,"
Journal of International Money and Finance,
Elsevier, vol. 37(C), pages 215-238.
- Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
- Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," IDB Publications (Working Papers) 77379, Inter-American Development Bank.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2010. "Supply, demand and monetary policy shocks in a multi-country New Keynesian Model," Working Paper Series 1239, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010. "Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model," CESifo Working Paper Series 3081, CESifo.
- Mr. Stephan Danninger & Ms. Irina Tytell & Mr. Ravi Balakrishnan & Mr. Selim A Elekdag, 2009. "The Transmission of Financial Stress from Advanced to Emerging Economies," IMF Working Papers 2009/133, International Monetary Fund.
- Marco Lo Duca & Tuomas Peltonen, 2011. "Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 82-88, Bank for International Settlements.
- Peltonen, Tuomas A. & Lo Duca, Marco, 2011. "Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events," Working Paper Series 1311, European Central Bank.
- Craig S. Hakkio & William R. Keeton, 2009. "Financial stress: what is it, how can it be measured, and why does it matter?," Economic Review, Federal Reserve Bank of Kansas City, vol. 94(Q II), pages 5-50.
- Marta Bańbura & Michele Modugno, 2014. "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 133-160, January.
- Bańbura, Marta & Modugno, Michele, 2010. "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series 1189, European Central Bank.
- Björn Roye, 2014. "Financial stress and economic activity in Germany," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 101-126, February.
- Nils Jannsen, 2010. "National and International Business Cycle Effects of Housing Crises," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(2), pages 175-206.
- Jannsen, Nils, 2009. "National and international business cycle effects of housing crises," Kiel Working Papers 1510, Kiel Institute for the World Economy (IfW Kiel).
- Cardarelli, Roberto & Elekdag, Selim & Lall, Subir, 2011. "Financial stress and economic contractions," Journal of Financial Stability, Elsevier, vol. 7(2), pages 78-97, June.
- Miroslav Misina & Greg Tkacz, 2009. "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 95-122, December.
- Fratzscher, Marcel & Chudik, Alexander, 2010. "Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model," CEPR Discussion Papers 8093, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Chudik, Alexander, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series 1285, European Central Bank.
- Kevin L. Kliesen & Douglas C. Smith, 2010. "Measuring financial market stress," Economic Synopses, Federal Reserve Bank of St. Louis.
- Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2013. "Measuring financial stress in transition economies," Journal of Financial Stability, Elsevier, vol. 9(4), pages 597-611.
- Stock, James H & Watson, Mark W, 2002. "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 147-162, April. Full references (including those not matched with items on IDEAS)
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Artha Hoxha, 2018. "Explaining the impact of the global financial crisis on European transition countries: a GVAR approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2-18, pages 81-97.
- Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017.
"China's slowdown and global financial market volatility: Is world growth losing out?,"
Emerging Markets Review, Elsevier, vol. 31(C), pages 164-175.
- Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s slowdown and global financial market volatility: is world growth losing out?," Globalization Institute Working Papers 270, Federal Reserve Bank of Dallas.
- Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," Cambridge Working Papers in Economics 1618, Faculty of Economics, University of Cambridge.
- Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2016. "China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," IMF Working Papers 2016/063, International Monetary Fund.
- Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s slowdown and global financial market volatility: Is world growth losing out?," CAMA Working Papers 2016-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
- Park, Cyn-Young & Mercado, Rogelio V., 2014.
"Determinants of financial stress in emerging market economies,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 199-224.
- Park, Cyn-Young & Mercado, Jr., Rogelio V., 2013. "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series 356, Asian Development Bank.
- Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
- Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim & Groll, Dominik & Kooths, Stefan, 2013. "Weltkonjunktur und deutsche Konjunktur im Sommer 2013," Kiel Discussion Papers 524/525, Kiel Institute for the World Economy (IfW Kiel).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020.
"A financial stress index for a highly dollarized developing country : The case of Lebanon,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2019. "A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon," MPRA Paper 116083, University Library of Munich, Germany.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
- Cesa-Bianchi, Ambrogio, 2013.
"Housing cycles and macroeconomic fluctuations: A global perspective,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
- Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
- Cesa-Bianchi, Ambrogio, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," IDB Publications (Working Papers) 4085, Inter-American Development Bank.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016.
"Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR,"
Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018.
"Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe,"
Working Papers
2018/04, Latvijas Banka.
- Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018. "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers 2018/2, Czech National Bank.
- Bacchiocchi, Emanuele & Dragomirescu-Gaina, Catalin, 2024.
"Uncertainty spill-overs: When policy and financial realms overlap,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2021. "Uncertainty spill-overs: when policy and financial realms overlap," Papers 2102.06404, arXiv.org.
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2022. "Uncertainty spill-overs: when policy and financial realms overlap," Working Papers wp1174, Dipartimento Scienze Economiche, Universita' di Bologna.
- Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi, 2015. "System estimation of GVAR with two dominants and network theory: Evidence for BRICs," Economic Modelling, Elsevier, vol. 51(C), pages 604-616.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
- Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob, 2017. "Leading indicators of financial stress: New evidence," Journal of Financial Stability, Elsevier, vol. 28(C), pages 240-257.
- Konstantinos N. Konstantakis & Panayotis G. Michaelides & Livia Chatzieleftheriou & Arsenios‐Georgios N. Prelorentzos, 2022. "Crisis and the Chinese miracle: A network—GVAR model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 900-921, July.
- Chisiridis, Konstantinos & Mouratidis, Kostas & Panagiotidis, Theodore, 2022.
"The north-south divide, the euro and the world,"
Journal of International Money and Finance, Elsevier, vol. 121(C).
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2018. "The North-South Divide, the Euro and the World," Working Papers 377, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020. "The North-South Divide, the Euro and the Worlds," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 147, Hellenic Observatory, LSE.
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020. "The North-South Divide, the Euro and the World," Working Paper series 20-10, Rimini Centre for Economic Analysis.
- Chisiridis, Konstantinos & Mouratidis, Kostas & Panagiotidis, Theodore, 2020. "The north-south divide, the Euro and the world," LSE Research Online Documents on Economics 104470, London School of Economics and Political Science, LSE Library.
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2018. "The North-South Divide, the Euro and the World," Working Papers 2018015, The University of Sheffield, Department of Economics.
- Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
- Paredes, Joan, 2017. "Subsidising car purchases in the euro area: any spill-over on production?," Working Paper Series 2094, European Central Bank.
- Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2020.
"The Determinants of Indonesia’s Business Cycle,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 215-235.
- Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2018. "The Determinants Of Indonesian Business Cycle," Working Papers WP/30/2018, Bank Indonesia.
- Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
- Apostolakis, George & Papadopoulos, Athanasios P., 2015. "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, vol. 19(C), pages 1-21.
More about this item
Keywords
Financial stress; Financial crises; Business cycles; Dynamic Factor Model; Global VAR;
All these keywords.JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:ifwkwp:1844. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/iwkiede.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.