The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model
Rangan Gupta, Chi Keung Marco Lau, Mark E. Wohar
| Year of publication: |
2019
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|---|---|
| Authors: | Gupta, Rangan ; Lau, Chi Keung ; Wohar, Mark E. |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 46.2019, 2, p. 353-368
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| Subject: | Economic policy uncertainty | US-Euro area spillovers | Quantile structural vector autoregressive model | VAR-Modell | VAR model | Eurozone | Euro area | Schock | Shock | EU-Staaten | EU countries | Wirtschaftspolitik | Economic policy | Risiko | Risk | USA | United States | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-018-9400-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012241954