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Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2018
Persistent link: https://www.econbiz.de/10012672302
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Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
Persistent link: https://www.econbiz.de/10012223662
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Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
Persistent link: https://www.econbiz.de/10012024425
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Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
The paper contributes to the growing global VAR (GVAR) literature by showing how global and national shocks can be identified within a GVAR framework. The usefulness of the proposed approach is illustrated in an application to the analysis of the interactions between public debt and real output...
Persistent link: https://www.econbiz.de/10011956353
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Supply, demand and monetary policy shocks in a multi-country New Keynesian model
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2010
-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest …
Persistent link: https://www.econbiz.de/10003974674
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Supply, demand and monetary policy shocks in a multi-country New Keynesian Model
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa - 2010
-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest …
Persistent link: https://www.econbiz.de/10008657123
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Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021
-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest …
Persistent link: https://www.econbiz.de/10013316169
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Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
Dees, Stephane - 2013
-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest …
Persistent link: https://www.econbiz.de/10013094653
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032