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Labor market decisions and Greek manufacturing competitiveness

Milas, Costas - In: Journal of policy modeling : JPMOD ; a social science … 21 (1999) 4, pp. 505-513

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Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach

Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250

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Of votes and viruses : the UK economy and economic policy uncertainty

Ellington, Michael; Michalski, Marcin; Milas, Costas - In: The European journal of finance 29 (2023) 16, pp. 1849-1865

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Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR

Ellington, Michael; Florackis, Chris; Milas, Costas - In: Journal of international money and finance 72 (2017), pp. 93-117

Persistent link: https://www.econbiz.de/10011787683

Liquidity Shocks and Real GDP Growth : Evidence from a Bayesian Time-Varying Parameter VAR

Ellington, Michael - 2016

We examine the dynamic impact of liquidity shocks resonating in stock and housing markets on real GDP growth. We fit a Bayesian time-varying parameter VAR model with stochastic volatility to US data from 1970 to 2014. GDP becomes highly sensitive to house market liquidity shocks as disruptions...

Persistent link: https://www.econbiz.de/10012977876