International effects of euro area versus US policy uncertainty : a FAVAR approach
Year of publication: |
April 2017
|
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Authors: | Belke, Ansgar ; Osowski, Thomas |
Publisher: |
Essen, Germany : Universität Duisburg-Essen, Department of Economics |
Subject: | Economic policy uncertainty | Europe | FAVAR analysis | large-scale econometric models | option value of waiting | uncertainty effects | international uncertainty spillovers | United States | Risiko | Risk | Eurozone | Euro area | EU-Staaten | EU countries | USA | Wirkungsanalyse | Impact assessment | Wirtschaftspolitik | Economic policy | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Geldpolitik | Monetary policy | Entscheidung unter Unsicherheit | Decision under uncertainty | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
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Series: | Ruhr economic papers. - Essen : RWI, ISSN 1864-4872, ZDB-ID 2278825-6. - Vol. # 689 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zusammenfassung in deutscher Sprache |
ISBN: | 978-3-86788-799-1 |
Other identifiers: | 10.4419/86788799 [DOI] hdl:10419/157631 [Handle] |
Classification: | C32 - Time-Series Models ; F42 - International Policy Coordination and Transmission ; D80 - Information and Uncertainty. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar, (2017)
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International effects of euro area versus US policy uncertainty : a FAVAR approach
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