Debt dynamics in Europe: A Network General Equilibrium GVAR approach
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DOI: 10.1016/j.jedc.2018.01.047
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- Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt dynamics in Europe: a network general equilibrium GVAR approach," LSE Research Online Documents on Economics 86865, London School of Economics and Political Science, LSE Library.
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Cited by:
- Prelorentzos, Arsenios-Georgios N. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Goutte, Stephane & Thomakos, Dimitrios D., 2024. "Introducing the GVAR-GARCH model: Evidence from financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Miyakoshi, Tatsuyoshi & Shimada, Junji, 2022. "Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Dokas, Ioannis & Christopoulos, Apostolos & Samitas, Aristeidis, 2024. "The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model," Research in International Business and Finance, Elsevier, vol. 69(C).
- Kyriakos Drivas & Claire Economidou & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022. "Technological Leaders, Laggards and Spillovers: A Network GVAR Analysis," Open Economies Review, Springer, vol. 33(2), pages 231-269, April.
- Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Areistidis Samitas, 2024. "Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 955-977, October.
- Konstantinos N. Konstantakis & Panagiotis T. Cheilas & Ioannis G. Melissaropoulos & Panos Xidonas & Panayotis G. Michaelides, 2023. "Supply chains and fake news: a novel input–output neural network approach for the US food sector," Annals of Operations Research, Springer, vol. 327(2), pages 779-794, August.
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More about this item
Keywords
Bayesian; GVAR; Crisis; Transmission; Debt; EU12;All these keywords.
JEL classification:
- E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
- O5 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies
Statistics
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