The transmission of international shocks to the UK : estimates based on a time-varying factor augmented VAR
Philip Liu; Haroon Mumtaz; Angeliki Theophilopoulou
| Year of publication: |
2014
|
|---|---|
| Authors: | Liu, Philip ; Mumtaz, Haroon ; Theophilopoulou, Angeliki |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 46.2014, p. 1-15
|
| Subject: | International transmission | FAVAR | Time-varying parameters | VAR-Modell | VAR model | Schock | Shock | Schätztheorie | Estimation theory | Geldpolitische Transmission | Monetary transmission | Großbritannien | United Kingdom | Schätzung | Estimation | Konjunkturzusammenhang | Business cycle synchronization |
| Extent: | graph. Darst. |
|---|---|
| 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/10010391033