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International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts
16 references·1 citing·38 second hopsampled
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,889 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2003Implications of rational inattention3,869 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,299 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,986 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2003Disagreement about Inflation Expectations765 cited
  • 2005Determinants of business cycle comovement: a robust analysis713 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited
  • 2003Disagreement about Inflation Expectations591 cited
  • 2008GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*587 cited
  • 2001

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International transmission of U.S. monetary policy shocks: Evidence from VAR's
538 cited
  • 2005The transmission of US shocks to Latin America530 cited
  • Cited by

    • 2022The Spillover Effects of Chinese Shocks on the Belt and Road Initiative Economies: New Evidence Using Panel Vector Autoregression8 cited