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Regional Financial Spillovers Across Europe
12 references·16 citing·30 second hop
Regional Financial Spillovers Across Europe (2009)Regional Financial Spillovers Across Euro…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…A Long run structural macroeconometric model of the UK (2003)A Long run structural macroec…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS (1995)ALTERNATIVE ESTIMATORS AND UN…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Macroeconomics and Reality (1980)Macroeconomics and RealityDoes fintech matter for financial inclusion and financial stability in BRICS markets? (2024)Does fintech matter for finan…Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period* (2020)Do ECB's Monetary Policies Be…Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach (2019)Equity market and money suppl…Financial sector bailouts, sovereign bailouts, and the transfer of credit risk (2018)Financial sector bailouts, so…Estimating GVAR weight matrices (2018)Estimating GVAR weight matric…The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR (2016)The Changing International Tr…Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis (2016)Macroeconomic policy uncertai…The Rise of C hina and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model (2014)The Rise of C hina and Its Im…Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis (2014)Linkages between the Eurozone…Interdependence and Contagion in Global Asset Markets (2014)Interdependence and Contagion…A global macro model for emerging Europe (2014)A global macro model for emer…The role of credit in international business cycles (2012)The role of credit in interna…Growth Spillover Dynamics From Crisis to Recovery (2011)Growth Spillover Dynamics Fro…The credit default swap market and the settlement of large defaults (2010)The credit default swap marke…Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework (2010)Probabilistic forecasting of …International Transmission of Bank and Corporate Distress (2010)International Transmission of…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Unit Roots and Cointegration in Panels (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Testing for Unit Roots in Seasonal Time Series (1984)On the Theory of Testing for Unit Roots in Observed Time Series (1986)A pair-wise approach to testing for output and growth convergence (2006)Energy consumption and growth in South America: Evidence from a panel error correction model (2010)Causal relationship between CO2 emissions, real GDP, energy consumption, financial development, trade openness, and urbanization in Tunisia (2015)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Panel Vector Autoregressive Models: A Survey (2013)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Testing for Error Correction in Panel Data* (2007)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
  • 1995ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS254 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems241 cited
  • 2003A Long run structural macroeconometric model of the UK225 cited

Cited by

  • 2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR81 cited
  • 2016Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis80 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2014Interdependence and Contagion in Global Asset Markets71 cited
  • 2010Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework58 cited
  • 2014A global macro model for emerging Europe47 cited
  • 2014The Rise of C hina and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model44 cited
  • 2010International Transmission of Bank and Corporate Distress39 cited
  • 2024Does fintech matter for financial inclusion and financial stability in BRICS markets?38 cited
  • 2010The credit default swap market and the settlement of large defaults36 cited
  • 2018Financial sector bailouts, sovereign bailouts, and the transfer of credit risk35 cited
  • 2012The role of credit in international business cycles34 cited
  • 2019Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach31 cited
  • 2011Growth Spillover Dynamics From Crisis to Recovery31 cited
  • 2014Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis30 cited
  • 2018Estimating GVAR weight matrices29 cited
  • 2020Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period*14 cited