The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Angela Abbate, Sandra Eickmeier, Wolfgang Lemke, Massimiliano Marcellino
| Year of publication: |
June 2016
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|---|---|
| Authors: | Abbate, Angela ; Eickmeier, Sandra ; Lemke, Wolfgang ; Marcellino, Massimiliano |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 4, p. 573-601
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| Subject: | international business and financial cycles | globalization | financial conditions index | global financial crisis | time-varying parameter FAVAR | Schock | Shock | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Konjunkturzusammenhang | Business cycle synchronization | Globalisierung | Globalization | Schätzung | Estimation | Welt | World | Spillover-Effekt | Spillover effect | Industrieländer | Industrialized countries | Europa | Europe | Multinationales Unternehmen | Transnational corporation | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011615515