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The Transmission of International Shocks: A Factor-Augmented VAR Approach. (2009). Surico, Paolo ; mumtaz, haroon.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:41:y:2009:i:s1:p:71-100.

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  4. Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat.
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  7. House Bubbles, global imbalances and monetary policy in the US. (2023). Malliaris, Anastasios ; Evgenidis, Anastasios.
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  11. Systematic variations in exchange rate returns. (2022). Chang, Yu-Chien ; Liu, De-Chih.
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  12. Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi.
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  19. Investigating the effect of climate uncertainty on global commodity markets. (2021). Nam, Kyungsik.
    In: Energy Economics.
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  20. Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:915.

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  21. INTERNATIONAL TRANSMISSION MECHANISM AND WORLD BUSINESS CYCLE. (2021). Shen, Yifan ; Abeysinghe, Tilak.
    In: Economic Inquiry.
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  22. Joint Bayesian inference about impulse responses in VAR models. (2020). Kilian, Lutz ; Inoue, Atsushi.
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    RePEc:zbw:cfswop:650.

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  23. Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices?. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: CFS Working Paper Series.
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  24. Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:35:y:2020:i:6:p:673-691.

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  25. On the contribution of international shocks in Australian business cycle fluctuations. (2020). Poon, Aubrey ; Cross, Jamie.
    In: Empirical Economics.
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  26. The Impact of Domestic and Foreign Monetary Policy on Iran\s economy: Global Modeling. (2020). Dehbaghi, Simin Akbari ; Ahangari, Majid ; Arman, Seyed Aziz .
    In: Journal of Money and Economy.
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  27. Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi.
    In: Working Papers.
    RePEc:fip:feddwp:88408.

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  28. International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

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  29. Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian.
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  30. Conventional and unconventional monetary policies: effects on the Finnish housing market. (2020). Rosenberg, Signe.
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  31. Global Economic Divergence and Portfolio Capital Flows to Emerging Markets. (2019). Mandalinci, Zeyyad ; Mumtaz, Haroon.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:6:p:1713-1730.

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  32. Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective. (2019). Siriopoulos, Costas ; Philippas, Dionisis ; Evgenidis, Anastasios.
    In: Empirical Economics.
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  33. Are we ignoring supply shocks? A proposal for monitoring cyclical fluctuations. (2019). Pagliacci, Carolina.
    In: Empirical Economics.
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  34. Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael.
    In: Working Papers in Economics.
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  35. International effects of a compression of euro area yield curves. (2019). Huber, Florian ; Feldkircher, Martin ; Florian, Huber ; Thomas, Gruber.
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  36. Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela S.
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  37. External Shocks and Business Cycle Fluctuations in Oil-exporting Small Open Economies: The Case of Nigeria. (2019). Oladunni, Sunday.
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  38. Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela.
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  39. Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Zhou, Xiaoqing ; Kilian, Lutz.
    In: Working Papers.
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  40. Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls. (2019). Boero, Gianna ; Taylor, Mark P ; Mandalinci, Zeyyad.
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  41. International propagation of shocks: A dynamic factor model using survey forecasts. (2019). Lahiri, Kajal ; Zhao, Yongchen.
    In: International Journal of Forecasting.
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  42. Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela.
    In: Journal of Financial Markets.
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  43. Dynamic credit convergence in CARD: The spreading of common shocks. (2019). Pagliacci, Carolina.
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  44. Price rigidity in China: Empirical results at home and abroad. (2019). CHONG, Terence Tai Leung ; Wu, Zhang .
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  45. The importance of terms of trade in the Colombian economy. (2019). Sierra, Lya Paola ; Oviedo, Andres Felipe.
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  46. Importancia de los términos de intercambio en la economía colombiana. (2019). Sierra, Lya Paola ; Oviedo, Andres Felipe.
    In: Revista CEPAL.
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  47. Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael.
    In: Papers.
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  48. Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy. (2018). Ho, Steven Wei ; Zhou, Hao ; Zhang, JI.
    In: Journal of Money, Credit and Banking.
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  49. The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries. (2018). Rosenberg, Signe .
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  50. International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts. (2018). Zhao, Yongchen ; Lahiri, Kajal.
    In: Working Papers.
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  51. Global Uncertainty, Macroeconomic Activity and Commodity Price. (2018). Shen, Yifan ; Shi, Xunpeng ; Zeng, Ting .
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  52. Producer Price Inflation Connectedness and Input-Output Networks. (2018). Yilmaz, Kamil ; Bilgin, Melisa N.
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  53. Housing Price, Credit, and Output Cycles: How Domestic and External Shocks Impact Lithuanias Credit. (2018). Ioannou, Iacovos.
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  54. Estimation and inference of dynamic structural factor models with over-identifying restrictions. (2018). Han, XU.
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  55. EXCHANGE RATE AND US MACROECONOMY: EVIDENCE FROM THE FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE MODEL. (2017). An, Lian ; Xu, Jing ; Li, Huimin ; Ren, Xiaomei .
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  56. International inflation spillovers - the role of different shocks. (2017). Känzig, Diego ; Gubler, Matthias ; Baeurle, Gregor ; Kanzig, Diego R ; Baurle, Gregor.
    In: Working Papers.
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  57. The Globalisation of Inflation: the Growing Importance of Global Value Chains. (2017). Filardo, Andrew ; BORIO, Claudio ; Auer, Raphael.
    In: Globalization Institute Working Papers.
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  58. Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

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  59. To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios.
    In: Journal of International Economics.
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  60. The globalisation of inflation: the growing importance of global value chains. (2017). Filardo, Andrew ; BORIO, Claudio ; Auer, Raphael.
    In: CEPR Discussion Papers.
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  61. The Globalisation of Inflation: The Growing Importance of Global Value Chains. (2017). Filardo, Andrew ; BORIO, Claudio ; Auer, Raphael.
    In: CESifo Working Paper Series.
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  62. How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D.
    In: The World Economy.
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  63. The globalisation of inflation: the growing importance of global value chains. (2017). Filardo, Andrew ; BORIO, Claudio ; Auer, Raphael.
    In: BIS Working Papers.
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  64. Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo.
    In: Occasional Papers.
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  65. Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach. (2016). Potjagailo, Galina.
    In: Kiel Working Papers.
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  66. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR. (2016). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra ; Abbate, Angela.
    In: Journal of Money, Credit and Banking.
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  67. International Great Inflation and Common Monetary Policy. (2016). Zervou, Anastasia ; Suda, Jacek.
    In: Working Papers.
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  68. Empirical identification of factor models. (2016). Yagihashi, Takeshi ; Phiromswad, Piyachart .
    In: Empirical Economics.
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  69. Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid .
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  70. The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach. (2016). Horvath, Roman ; Hajek, Jan.
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  71. The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach. (2016). Tsang, Andrew ; Chen, Hongyi.
    In: Working Papers.
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  72. How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR. (2016). Moussa, Zakaria.
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  73. How big is the comeback? Japanese exchange rate pass-through assessed by time-varying FAVAR. (2016). Moussa, Zakaria .
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  74. To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models. (2016). Georgiadis, Georgios.
    In: EcoMod2016.
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  75. Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
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  76. Macroeconomic shocks, bank stability and the housing market in Venezuela. (2016). Carvallo, Oscar ; Pagliacci, Carolina.
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  77. The international transmission of US shocks—Evidence from Bayesian global vector autoregressions. (2016). Huber, Florian ; Feldkircher, Martin.
    In: European Economic Review.
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  78. What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy. (2016). Vehbi, Tugrul ; Steenkamp, Daan ; Karagedikli, Ozer ; Ryan, Michael.
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  79. Not all international monetary shocks are alike for the Japanese economy. (2016). Vespignani, Joaquin ; Ratti, Ronald.
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  80. Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls. (2016). Taylor, Mark ; Mandalinci, Zeyyad ; Boero, Gianna.
    In: CEPR Discussion Papers.
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  81. TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA. (2015). Lahiani, Amine ; Slama, Ines ; Belhedi, Mohamed .
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    In: Working Papers.
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  84. Global Economic Divergence and Portfolio Capital Flows to Emerging Markets. (2015). mumtaz, haroon ; Mandalinci, Zeyyad.
    In: Working Papers.
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  85. Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks. (2015). Uhlig, Harald ; Amir Ahmadi, Pooyan ; Amirahmadi, Pooyan .
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  86. Trend Inflation in Advanced Economies. (2015). Nelson, Edward ; Mertens, Elmar ; Garnier, Christine .
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  87. What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald.
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  88. Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?. (2015). Rubio-Ramirez, Juan F ; Rabanal, Pau.
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  89. Does tax policy affect credit spreads? Evidence from the US and UK. (2015). Qian, Zongxin ; Ji, Kan.
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  90. Examining industrial interdependence between Japan and South Korea: A FAVAR approach. (2015). Yagihashi, Takeshi ; Selover, David.
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  91. Can international macroeconomic models explain low-frequency movements of real exchange rates?. (2015). Rubio-Ramirez, Juan F ; Rabanal, Pau.
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  132. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR. (2011). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra.
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  136. The world is not enough! Small open economies and regional dependence. (2011). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C..
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  138. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany. (2010). Eickmeier, Sandra.
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  140. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
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  141. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
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  142. The Global Financial Crisis and the Behaviour of Short-Term Interest Rates International and Serbian Aspects. (2009). uki, Malia .
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  143. The dynamic e ects of monetary policy: A structural factor model approach. (2008). Gambetti, Luca ; Forni, Mario.
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  144. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach. (2008). Gambetti, Luca ; Forni, Mario.
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  145. Globalization and Monetary Policy Effectiveness. (2008). Ahuja, Ashvin ; Subhanij, Tientip ; Piamchol, Suchot ; Punnarach, Bunnaree .
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  146. International Transmission of Growth Shocks and the World Business Cycle. (). Shen, Yifan ; Abeysinghe, Tilak ; Yifan, Shen .
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