Similar Search Results

Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR

Eickmeier, Sandra - 2009

Die vorliegende Arbeit untersucht, wie sich Angebots-, Nachfrage- und geldpolitische Schocks aus den Vereinigten Staaten auf Deutschland übertragen. Dabei wird ein so genanntes factor-augmented vector autoregressive model (FAVAR) auf einen neu zusammengestellten Datensatz mit mehr als 200...

Persistent link: https://www.econbiz.de/10003919815

The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR

Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011

financial crisis shock' being very large by historical standards and explaining 30 percent of the variation in GDP growth on …

Persistent link: https://www.econbiz.de/10008937395

The Changing International Transmission of Financial Shocks : Evidence from a Classical Time-Varying FAVAR

Eickmeier, Sandra - 2016

financial crisis shock' being very large by historical standards and explaining 30 percent of the variation in GDP growth on …

Persistent link: https://www.econbiz.de/10012991047

To bi, or not to bi? : differences between spillover estimates from bilateral and multilateral multi-country models

Georgiadis, Georgios - In: Journal of international economics 107 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011753752

Trade linkages and output-multiplier effects : a structural VAR approach with a focus on Asia

Abeysinghe, Tilak; Forbes, Kristin - 2001

Persistent link: https://www.econbiz.de/10001628193

Trade linkages and output-multiplier effects : a structural VAR approach with a focus on Asia

Abeysinghe, Tilak; Forbes, Kristin - In: Review of international economics 13 (2005) 2, pp. 356-375

Persistent link: https://www.econbiz.de/10002802345

Spatial Consumption Risk Sharing

Hu, Chenyue; Arora, Prateek; Choo, Dongwan - 2023

This paper examines how bilateral economic linkages shape consumption synchronization across economies. Using state-level data from the US, we find that the degree of bilateral consumption risk sharing decreases with geographic distance. To explain this novel fact, we develop an open economy...

Persistent link: https://www.econbiz.de/10014357675

Intra-and international risk-sharing in the short run and the long run

Becker, Sascha O.; Hoffmann, Mathias - 2003

We investigate empirically how industrialized countries and U.S. states share consumption risk at horizons between one and thirty years. U.S. federal states share about 50 percent of their permanent idiosyncratic risk through cross-state capital income flows. While insurance against transitory...

Persistent link: https://www.econbiz.de/10011404294

Trade Linkages and Output-Multiplier Effects : A Structural VAR Approach with a Focus on Asia

Abeysinghe, Tilak; Forbes, Kristin - 2005

This paper develops a structural VAR model to measure how a shock to one country affects other countries' GDP. It uses … trade linkages to estimate the multiplier effects as a shock is transmitted through output fluctuations and introduces a new …

Persistent link: https://www.econbiz.de/10014065259

Trade Linkages and Output-Multiplier Effects : A Structural VAR Approach with a Focus on Asia

Abeysinghe, Tilak - 2001

This paper develops a structural VAR model to measure how a shock to one country can affect the GDP of other countries …. It uses trade linkages to estimate the multiplier effects of a shock as it is transmitted through other countries' output …-trade matrix. For example, due to these output-multiplier effects, a shock to one country can have a large impact on countries that …

Persistent link: https://www.econbiz.de/10012470116