The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Year of publication: |
2013
|
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Authors: | Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 90-116
|
Subject: | Monetary policy shocks | Financial markets | International transmission channels | Global integration | Turmoil periods | Time varying parameter FAVAR | Geldpolitik | Monetary policy | Schock | Shock | OECD-Staaten | OECD countries | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | USA | United States | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Schätzung | Estimation | Konjunkturzusammenhang | Business cycle synchronization |
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