Estimating financial integration in Europe : how to separate structural trends from cyclical fluctuations
Year of publication: |
2024
|
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Authors: | Maurin, Laurent ; Minnella, Enrico ; Lake, Alfred |
Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 95.2024, p. 85-97
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Subject: | Business cycle | FAVAR models | Financial markets | Macroeconomic shocks | Konjunktur | Finanzmarkt | Financial market | Schock | Shock | EU-Staaten | EU countries | Schätzung | Estimation | Volatilität | Volatility | VAR-Modell | VAR model | Theorie | Theory | Wirkungsanalyse | Impact assessment | Eurozone | Euro area |
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