It ain't over till it's over : a global perspective on the Great Moderation-Great Recession interconnection
Year of publication: |
October 2017
|
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Authors: | Bagliano, Fabio C. ; Morana, Claudio |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 49, p. 4946-4969
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Subject: | Great Moderation | Great Recession | Euro area sovereign debt crisis | risk factors | early warning system | macro-financial instability | Factor-Augmented Vector Autoregressive (FAVAR) models | PC-VAR estimation | Finanzkrise | Financial crisis | Eurozone | Euro area | Konjunktur | Business cycle | Wirtschaftskrise | Economic crisis | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Frühwarnsystem | Early warning system | Schätzung | Estimation | Öffentliche Schulden | Public debt | Wirkungsanalyse | Impact assessment |
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