Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Pu Chen, Willi Semmler
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Chen, Pu ; Semmler, Willi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 91.2018, p. 318-348
|
| Subject: | Financial Stress | Macro dynamics | MRGVAR | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Geldpolitik | Monetary policy | Schock | Shock | Schätzung | Estimation | Volatilität | Volatility | Markov-Kette | Markov chain | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974207