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International Spillovers of Output Growth and Output Growth Volatility : Evidence from the G7 Countries

Antonakakis, Nikolaos - 2014

This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960Q1 – 2010Q4, using a multivariate GARCH model and volatility impulse response functions (VIRFs) to identify the source, magnitude and the duration of volatility spillovers....

Persistent link: https://www.econbiz.de/10013058576

Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 countries

Antonakakis, Nikolaos; Badinger, Harald - 2012

Persistent link: https://www.econbiz.de/10009622257

International business cycle spillovers since the 1870s

Antonakakis, Nikolaos; Badinger, Harald - In: Applied economics 46 (2014) 28/30, pp. 3682-3694

Persistent link: https://www.econbiz.de/10010419962

From Rome to Lisbon and beyond : member states' power, efficiency, and proportionality in the EU Council of Ministers

Antonakakis, Nikolaos; Badinger, Harald; Reuter, Wolf … - 2014

Persistent link: https://www.econbiz.de/10010360805

International spillovers of output growth and output growth volatility : evidence from the G7

Antonakakis, Nikolaos; Badinger, Harald - 2010

Persistent link: https://www.econbiz.de/10008903111

Efficiency, proportionality and member states' power in the EU Council of Ministers

Antonakakis, Nikolaos; Badinger, Harald; Reuter, Wolf … - In: Routledge handbook of the economics of European integration, (pp. 449-466). 2016

Persistent link: https://www.econbiz.de/10011435748

International Spillovers of Output Growth and Output Growth Volatility : Evidence from the G7

Antonakakis, Nikolaos; Badinger, Harald - 2010

This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960 q1 - 2009 q3, using a multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model to identify the source and magnitude of spillovers. Results...

Persistent link: https://www.econbiz.de/10011374385

Economic growth, volatility, and cross-country spillovers : new evidence for the G7 countries

Antonakakis, Nikolaos; Badinger, Harald - In: Economic modelling 52 (2016), pp. 352-365

Persistent link: https://www.econbiz.de/10011642774

International spillovers of output growth and output growth volatility : evidence from the G7

Antonakakis, Nikolaos; Badinger, Harald - In: International economic journal 26 (2012) 4, pp. 635-653

Persistent link: https://www.econbiz.de/10009734508

Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 countries

Antonakakis, Nikolaos; Badinger, Harald - 2012

Persistent link: https://www.econbiz.de/10009711373