International transmission of shocks : a time-varying factor-augmented VAR approach to the open economy
Year of publication: |
2011
|
---|---|
Authors: | Liu, Philip ; Mumtaz, Haroon ; Theophilopoulou, Angeliki |
Publisher: |
London : Bank of England |
Subject: | Internationaler Finanzmarkt | International financial market | Schock | Shock | Ansteckungseffekt | Contagion effect | Offene Volkswirtschaft | Open economy | VAR-Modell | VAR model | Welt | World |
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