The international transmission channels of US supply and demand shocks : evidence from a non-stationary dynamic factor model for the G7 countries
Max Hanisch, Bernd Kempa
| Year of publication: |
November 2017
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| Authors: | Hanisch, Max ; Kempa, Bernd |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 70-88
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| Subject: | International business cycles | International transmission channels | Dynamic factor models | Sign restrictions | Non-stationarity | Konjunkturzusammenhang | Business cycle synchronization | Schock | Shock | Schätzung | Estimation | G7-Staaten | G7 countries | VAR-Modell | VAR model | Geldpolitische Transmission | Monetary transmission | Theorie | Theory | Faktorenanalyse | Factor analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011938077