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Spillovers from US monetary policy : evidence from a time-varying parameter GVAR model

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2018

This paper develops a global vector autoregressive (GVAR) model with time-varying parameters and stochastic volatility to analyze whether international spillovers of US monetary policy have changed over time. The proposed model allows assessing whether coefficients evolve gradually over time or...

Persistent link: https://www.econbiz.de/10011930284

Ist der Euro sicher?

Tojner, Michael; Keuschnigg, Christian; Crespo … - 2018

Persistent link: https://www.econbiz.de/10011992440

Wechselkurse und Arbeitsmärkte in der Europäischen Währungsunion : ein wirtschaftspolitisches Spannungsfeld

Crespo Cuaresma, Jesús; Corazza, Arthur - In: Ist der Euro sicher?, (pp. 114-126). 2018

Persistent link: https://www.econbiz.de/10011996476

Democracy, geography and model uncertainty

Oberdabernig, Doris A.; Humer, Stefan; Crespo Cuaresma, … - In: Scottish journal of political economy : the journal of … 65 (2018) 2, pp. 154-185

Persistent link: https://www.econbiz.de/10011972153

Does income inequality affect aggregate consumption? : revisiting the evidence

Crespo Cuaresma, Jesús; Kubala, Jozef; Petrikova, Kristina - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 905-912

Persistent link: https://www.econbiz.de/10011949960

Spillovers from US monetary policy : evidence from a time-varying parameter GVAR model

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2018

Persistent link: https://www.econbiz.de/10011950429

Forecasting with global vector autoregressive models : a Bayesian approach

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391

Persistent link: https://www.econbiz.de/10011687530

Weighting schemes in global VAR modelling : a forecasting exercise

Martin, Florian; Crespo Cuaresma, Jesús - In: Letters in spatial and resource sciences : LSRS 10 (2017) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10011689450

Aging and income convergence in Europe : a survey of the literature and insights from a demographic projection exercise

Crespo Cuaresma, Jesús; Loichinger, Elke; Vincelette, … - In: Economic systems 40 (2016) 1, pp. 4-17

Persistent link: https://www.econbiz.de/10011668181

Bayesian variable selection in spatial autoregressive models

Piribauer, Philipp; Crespo Cuaresma, Jesús - In: Spatial economic analysis : the journal of the Regional … 11 (2016) 4, pp. 457-479

Persistent link: https://www.econbiz.de/10011669993