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International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts · Study

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ArticleInternational Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts

Kajal Lahiri2018

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International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts

Kajal Lahiri · Yongchen Zhao

10 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2003Implications of rational inattention 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2003International Business Cycles: World, Region, and Country-Specific Factors 2007Exploring the international linkages of the euro area: a global VAR analysis

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2022The Spillover Effects of Chinese Shocks on the Belt and Road Initiative Economies: New Evidence Using Panel Vector Autoregression

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Year2018

Typearticle

Published2018-01-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations10

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2019.04.002

openalex_workW2914745824

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