International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy

SSRN Electronic Journal
doi 10.2139/ssrn.1854325
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

The Transmission of Domestic Shocks in the Open Economy

2007English

Time-Varying Effects of Oil Supply Shocks on the US Economy

American Economic Journal: Macroeconomics
EconomicsEconometricsFinance
2013English

Liquidity Shocks and Real GDP Growth: Evidence From a Bayesian Time-Varying Parameter VAR

Journal of International Money and Finance
EconomicsEconometricsFinance
2017English

Exchange Rate Pass-Through in a Small Open Economy: A Structural Var Approach

Bulletin of Economic Research
EconomicsEconometrics
2018English

Measuring Monetary Policy Shocks in a Small Open Economy

Economic Notes
EconomicsEconometrics
2001English

Modelling the Outcome of Credit Shocks in Small Open Economy

Mediterranean Journal of Social Sciences
2013English

International Transmission of Monetary Shocks and the Non-Neutrality of International Money

Review of International Economics
DevelopmentPlanningGeography
2012English

International Risk-Sharing and the Transmission of Productivity Shocks

Working paper (Federal Reserve Bank of Philadelphia)
2003English

Financial Exposure and the International Transmission of Financial Shocks

SSRN Electronic Journal
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy