Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
Year of publication: |
2012
|
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Authors: | Kaabia, Olfa ; Abid, Ilyes |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | Transmission channels | Contagion | Bayesian estimation and FAVAR models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012-40 |
Classification: | E44 - Financial Markets and the Macroeconomy ; F20 - International Factor Movements and International Business. General ; G15 - International Financial Markets ; G01 - Financial Crises ; C11 - Bayesian Analysis ; C32 - Time-Series Models |
Source: |
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