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Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model
16 references·2 citing·50 second hop
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References

  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,330 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2001The nature and growth of vertical specialization in world trade3,223 cited
  • 1969Income and Price Elasticities in World Trade1,029 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2009Exports and Financial Shocks959 cited
  • 2011Weak and strong cross‐section dependence and estimation of large panels691 cited
  • 2003An Area Wide Model (Awm) for the Euro Area641 cited
  • 2004Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure610 cited
  • 2005Global Current Account Imbalances and Exchange Rate Adjustments590 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 2006Macroeconomic Dynamics and Credit Risk: A Global Perspective440 cited
  • 1997Generalised Impulse Response Analysis in Linear Multivariate Models417 cited
  • 1998Trade Elasticities for G-7 Countries329 cited
  • 2007The Unsustainable U.S. Current Account Position Revisited320 cited

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  • 2008Trade, production sharing, and the international transmission of business cycles312 cited
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    • 2014THEORY AND PRACTICE OF GVAR MODELLING227 cited
    • 2015Duration of bankruptcy proceedings and monetary policy effectiveness8 cited