Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman K. Van Dijk
| Year of publication: |
November-Decemberr 2016
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| Authors: | Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco ; Dijk, Herman K. van |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 7, p. 1352-1370
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| Subject: | Konjunkturzusammenhang | Business cycle synchronization | Schock | Shock | VAR-Modell | VAR model | Modellierung | Scientific modelling | Eurozone | Euro area | USA | United States | 1991-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2501 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687515