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The ever-evolving trade pattern : a global VAR approach

Zahedi, Razieh; Shahmoradi, Asghar; Taiebnia, Ali - In: Empirical economics : a quarterly journal of the … 63 (2022) 3, pp. 1193-1218

Persistent link: https://www.econbiz.de/10013440362

Third-country exchange rate effects on foreign direct investment flows : a global vector autoregessive approach

Sarnstrom, Todd <II>; Ryan, Michael - In: Review of international economics 31 (2023) 2, pp. 522-549

Persistent link: https://www.econbiz.de/10014278605

Measuring global macroeconomic uncertainty and cross-country uncertainty spillovers

Moramarco, Graziano - In: Econometrics : open access journal 11 (2023) 1, pp. 1-29

between countries using a global vector autoregressive (GVAR) model. Over the period 2000Q1-2020Q4, our global index is able … the COVID-19 pandemic. Global spillover effects are quantified through a novel GVAR-based decomposition of country …

Persistent link: https://www.econbiz.de/10014281497

Global spillover impact of US monetary shocks on China-based on empirical test of GVAR model

Tian, Suhua; Wang, Li - In: Journal of international trade & economic development : … 33 (2024) 3, pp. 462-481

Persistent link: https://www.econbiz.de/10014631590

Macroeconomic Interdependencies During Financial Crises

Schüler, Yves - 2014

Persistent link: https://www.econbiz.de/10010432425

Transmission of US monetary policy into the Canadian economy : a structural cointegration analysis

Barakchian, S. Mahdi - In: Economic modelling 46 (2015), pp. 11-26

Persistent link: https://www.econbiz.de/10011436204

International transmission of the US interest rate policy shocks : multi-country model analysis using FAVAR

Yim, Geunhyung - In: Seoul journal of economics 31 (2018) 4, pp. 401-447

Persistent link: https://www.econbiz.de/10011950671

Financial shocks, credit spreads and the international credit channel

Cesa-Bianchi, Ambrogio; Sokol, Andrej - 2017

Persistent link: https://www.econbiz.de/10011912910

If the Fed sneezes, who catches a cold?

Dedola, Luca; Rivolta, Giulia; Stracca, Livio - In: Journal of international economics 108 (2017), pp. 23-41

Persistent link: https://www.econbiz.de/10011916373

If the Fed sneezes, who catches a cold?

Dedola, Luca; Rivolta, Giulia; Stracca, Livio - 2017

This paper studies the international spillovers of US monetary policy shocks on a number of macroeconomic and financial variables in 36 advanced and emerging economies. In most countries, a surprise US monetary tightening leads to depreciation against the dollar; industrial production and real...

Persistent link: https://www.econbiz.de/10011645922