Galvão, Ana Beatriz; Artis, Michael; Marcellino, … - In: Journal of Applied Econometrics 22 (2007) 1, pp. 39-61
The paper aims to identify those factors that cause changes in the speed and strength of the international transmission of output shocks from the USA to specified European economies. These factors are identified through the use of generalized impulse response functions conditioned on histories...
