Dees, Stephane; Mauro, Filippo di; Pesaran, M. Hashem; … - Society for Computational Economics - SCE - 2006
domestic variables are related to the country-specific foreign variables. The global VAR (GVAR) model is estimated for 26 …WORKING PAPER SERIES
NO. 568 / DECEMBER 2005
EXPLORING THE
INTERNATIONAL
LINKAGES OF
THE EURO AREA
A GLOBAL VAR …://ssrn.com/abstract_id=646983.
EXPLORING THE
INTERNATIONAL
LINKAGES OF
THE EURO AREA
A GLOBAL VAR ANALYSIS
1
by Stéphane Dées
2
,
Filippo di …