International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe
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DOI: 10.1016/j.jimonfin.2016.08.001
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More about this item
Keywords
Credit shock; Global vector autoregressions; Emerging Europe; Sign restrictions;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- O54 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean
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