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The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity. (2012). Guillaumin, Cyriac ; COUHARDE, Cécile ; Allegret, Jean-Pierre.
In: EconomiX Working Papers.
RePEc:drm:wpaper:2012-1.

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Cited: 22

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Cites: 43

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  1. External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models. (2024). Salvatierra, Lorena Yamuca ; Rodriguez, Gabriel ; Guevara, Brenda.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00529.

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  2. Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks. (2023). Bulut, Umit.
    In: International Journal of Economic Policy Studies.
    RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00095-4.

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  3. External Shocks and Their Transmission Channels in Nigeria: A Dynamic Stochastic General Equilibrium Approach. (2023). Yinusa, Dauda Olalekan ; Ojeyinka, Titus Ayobami.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:15:y:2023:i:1:p:132-153.

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  4. An anatomy of external shocks in the Andean region. (2023). Díaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Diaz-Cassou, Javier.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000075.

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  5. The effects of government investment shocks on private investment: Empirical evidence from the developing economy. (2019). Mallick, Jagannath.
    In: Indian Economic Review.
    RePEc:spr:inecre:v:54:y:2019:i:2:d:10.1007_s41775-019-00052-7.

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  6. Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248.

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  7. Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity. (2018). Vu, Tuan Khai ; Nakata, Hayato.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:54:y:2018:i:c:p:1-21.

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  8. ANALYSE DE LA VULNERABILITE MACROECONOMIQUE DE LA ZONE FRANC. (2016). Besso, Christophe Raoul ; Chameni, Celestin .
    In: MPRA Paper.
    RePEc:pra:mprapa:75143.

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  9. Fiscal and monetary policies in the BRICS: A panel VAR approach. (2016). Sousa, Ricardo ; Mallick, Sushanta ; JAWADI, Fredj.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:535-542.

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  10. Recent Trends in Regional Financial Integration and Trade Liberalization in Maghreb Countries: A Multivariate Threshold Autoregressive Analysis. (2015). Zenasni, Soumia .
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2015:i:145.

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  11. The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1504.

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  12. Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:136-160.

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  13. CONTAGION DES CRISES DE 1997 ET 2008 EN ASEAN+3 : UN MODÈLE VAR STRUCTUREL. (2014). Coupaud, Marine .
    In: Region et Developpement.
    RePEc:tou:journl:v:40:y:2014:p:113-138.

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  14. The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity. (2014). Vu, Tuan Khai ; Nakata, Hayato.
    In: Discussion Paper Series.
    RePEc:hit:hituec:619.

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  15. The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance. (2014). Zakaria, Suliman .
    In: Working Papers.
    RePEc:erg:wpaper:887.

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  16. The impact of oil prices on economic activity in administrated price structure: the case of Tunisia. (2013). Issaoui, Fakhri ; Necibi, Thameur .
    In: MPRA Paper.
    RePEc:pra:mprapa:50420.

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  17. Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel. (2013). Coupaud, Marien .
    In: Larefi Working Papers.
    RePEc:laf:wpaper:cr1306.

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  18. CONTAGION DES CRISES DE 1997 ET 2008 EN ASEAN+3: UN MODELE VAR STRUCTUREL. (2013). Coupaud, Marine .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00913175.

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  19. Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study. (2013). Ella, Giscard Assoumou .
    In: The Empirical Econometrics and Quantitative Economics Letters.
    RePEc:chi:journl:v:2:y:2013:i:3:p:41-54.

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    RePEc:oec:ecoaaa:866-en.

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  44. Should Unconventional Balance Sheet Policies Be Added to the Central Bank toolkit? a Review of the Experience so Far. (2011). Stone, Mark ; Fujita, Kenji ; Ishi, Kotaro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/145.

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  45. International liquidity provision during the financial crisis: a view from Switzerland. (2011). Kraenzlin, Sébastien ; Auer, Raphael.
    In: Review.
    RePEc:fip:fedlrv:y:2011:i:nov:p:409-418:n:v.93no.6.

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  46. Dollar illiquidity and central bank swap arrangements during the global financial crisis. (2011). Spiegel, Mark ; Rose, Andrew ; AndrewK. Rose, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-18.

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  47. International reserves and swap lines: Substitutes or complements?. (2011). PARK, DONGHYUN ; Jinjarak, Yothin ; Aizenman, Joshua.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:1:p:5-18.

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  48. Hoarding international reserves versus a Pigovian tax-cum-subsidy scheme: Reflections on the deleveraging crisis of 2008-2009, and a cost benefit analysis. (2011). Aizenman, Joshua.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:9:p:1502-1513.

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  49. Hoarding international reserves versus a Pigovian tax-cum-subsidy scheme: Reflections on the deleveraging crisis of 2008-9, and a cost benefit analysis. (2010). Aizenman, Joshua.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2010:i:oct:x:2.

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  50. International Reserves and Swap Lines in Times of Financial Distress : Overview and Interpretations. (2010). Aizenman, Joshua.
    In: Finance Working Papers.
    RePEc:eab:financ:23008.

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