Bayesian GVAR with k-endogenous dominants & input-output weights : financial and trade channels in crisis transmission for BRICs
Efthymios G. Tsionas, Konstantinos N. Konstantakis, Panayotis G. Michaelides
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Tsionas, Efthymios G. ; Konstantakis, Konstantinos N. ; Michaēlidēs, Panagiōtēs G. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 42.2016, p. 1-26
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| Subject: | Financial sector | Crisis transmission | BRICs | GVAR | Input-Output | Bayesian | Input-Output-Analyse | Input-output analysis | BRICS-Staaten | BRICS countries | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Finanzsektor | Bayes-Statistik | Bayesian inference | Internationale Wirtschaft | International economy | Konjunkturzusammenhang | Business cycle synchronization | Schock | Shock | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011673401