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On the identification of interdependence and contagion of financial crises
Bacchiocchi, Emanuele
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
6
,
pp. 1148-1175
Persistent link: https://www.econbiz.de/10011772197
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Identification in structural vector autoregressive models with structural changes, with an application to us monetary policy
Bacchiocchi, Emanuele
;
Fanelli, Luca
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
6
,
pp. 761-779
Persistent link: https://www.econbiz.de/10011396514
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