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

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References

2009The Impact of Uncertainty Shocks5,941 cited
2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
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2011The Great Recession: US dynamics and spillovers to the world economy131 cited
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2010Do Credit Shocks Matter? A Global Perspective41 cited
2011Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis38 cited

Cited by

2013The World is Not Enough! Small Open Economies and Regional Dependence17 cited
2013Tracking Monetary-Fiscal Interactions Across Time and Space16 cited
2018Dynamic Effects of Credit Shocks in a Data-Rich Environment15 cited

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