Risk sharing channels in OECD countries : a heterogeneous panel VAR approach
Pierfederico Asdrubali, Soyoung Kim, Filippo Maria Pericoli, Pilar Poncela
| Year of publication: |
2023
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|---|---|
| Authors: | Asdrubali, Pierfederico ; Kim, So-yŏng ; Pericoli, Filippo Maria ; Poncela, Pilar |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 131.2023, p. 1-16
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| Subject: | Consumption smoothing | Exchange rates | Government consumption | Risk sharing | OECD-Staaten | OECD countries | Privater Konsum | Private consumption | Risiko | Risk | VAR-Modell | VAR model | Schock | Shock | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Risikomanagement | Risk management | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2023.102804 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248866