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Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs
16 references·1 citing·48 second hop
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2015An Illustrated User Guide to the World Input–Output Database: the Case of Global Automotive Production2,451 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,986 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
  • 2011When Fast Growing Economies Slow Down: International Evidence and Implications for China709 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
  • 2006Macroeconomic Dynamics and Credit Risk: A Global Perspective440 cited
  • 2002Explaining business cycles in small open economies418 cited
  • 2011Forecasting with Medium and Large Bayesian VARS385 cited
  • 2010The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration313 cited

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  • 1997Business Cycles for G7 and European Countries270 cited
  • 2012How the Subprime Crisis went global: Evidence from bank credit default swap spreads245 cited
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    • 2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach15 cited