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Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Chen, Pu; Semmler, Willi - In: Journal of economic dynamics & control 91 (2018), pp. 318-348
Persistent link: https://www.econbiz.de/10011974207
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Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks
Georgiadis, Georgios; Jančoková, Martina - In: Journal of economic dynamics & control 121 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012504163
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Cross-border banking flows spillovers in the Eurozone : evidence from an estimated DSGE model
Poutineau, Jean-Christophe; Vermandel, Gauthier - In: Journal of economic dynamics & control 51 (2015), pp. 378-403
Persistent link: https://www.econbiz.de/10011474422
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Financial fragility and distress propagation in a network of regions
Vitali, Stefania; Battiston, Stefano; Gallegati, Mauro - In: Journal of economic dynamics & control 62 (2016), pp. 56-75
Persistent link: https://www.econbiz.de/10011708166
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The macroeconomic effects of uncertainty shocks : the role of the financial channel
Popp, Aaron; Zhang, Fang - In: Journal of economic dynamics & control 69 (2016), pp. 319-349
Persistent link: https://www.econbiz.de/10011708586
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Uncertainty shocks, banking frictions and economic activity
Bonciani, Dario; Roye, Björn van - In: Journal of economic dynamics & control 73 (2016), pp. 200-219
Persistent link: https://www.econbiz.de/10011709101
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Revisiting the behavior of small and large firms during the 2008 financial crisis
Kudlyak, Marianna; Sanchez, Juan M. - In: Journal of economic dynamics & control 77 (2017), pp. 48-69
Persistent link: https://www.econbiz.de/10011817427
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Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
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A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi - In: Journal of economic dynamics & control 146 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
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Domestic barriers to entry and external vulnerability in emerging economies
Barreto, Leonardo; Finkelstein Shapiro, Alan; Nuguer, … - In: Journal of economic dynamics & control 154 (2023), pp. 1-58
Persistent link: https://www.econbiz.de/10014479696