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European Economic Review, ISSN 0014-2921, 2011, Volume 55, Issue 3, pp. 325 - 339
Journal Article
Journal of Money, Credit and Banking, ISSN 0022-2879, 10/2009, Volume 41, Issue 7, pp. 1481 - 1502
Journal Article
北京化工大学学报:社会科学版, ISSN 1671-6639, 2017, Issue 4, pp. 17 - 24
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 10/2009, Volume 25, Issue 4, pp. 642 - 675
Journal Article
International Economics, ISSN 2110-7017, 10/2017, Volume 151, pp. 71 - 84
The perception that inflation dynamics in Sub-Saharan Africa (SSA) are driven by supply shocks implies a limited role for monetary policy in influencing... 
Monetary policy | Spillovers | Inflation | Global VAR (GVAR) | Sub-Saharan Africa
Journal Article
ISSN 0140-9883, 2016
This paper investigates the global macroeconomic consequences of country-specific oil-supply shocks. Our contribution is both theoretical and empirical. On the... 
Saudi Arabia | country-specific oil supply shocks | identification of shocks | Global VAR (GVAR) | Iran | oil sanctions | impulse responses | global oil markets | oil prices | international business cycle | interconnectedness
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 04/2020, Volume 113, p. 105533
In this paper, we use a Bayesian global vector autoregressive model to analyze the macroeconomic effects of a flattening of euro area yield curves. Our... 
Minimum variance portfolio | Spillovers | GVAR | Unconventional monetary policy | IMPULSE-RESPONSE ANALYSIS | STOCHASTIC VOLATILITY | STOCK | UNCONVENTIONAL MONETARY-POLICY | VECTOR AUTOREGRESSIONS | BUSINESS, FINANCE | TRANSMISSION | MARKET IMPACT | INFLATION | TIME-SERIES | ECONOMICS
Journal Article
Empirical Economics, ISSN 0377-7332, 9/2015, Volume 49, Issue 2, pp. 403 - 421
Journal Article
Energy Economics, ISSN 0140-9883, 07/2014, Volume 44, pp. 113 - 134
We employ a set of sign restrictions on the impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2–2011Q2, as well... 
Sign restrictions | Global VAR (GVAR) | Global macroeconomic modeling | Impulse responses | Interconnectedness | International business cycle | Oil-demand and oil-supply shocks | COINTEGRATION | ECONOMICS | PRICE SHOCKS | EURO | Economic aspects | Analysis | Global economy
Journal Article
Annals of Tourism Research, ISSN 0160-7383, 09/2017, Volume 66, pp. 74 - 94
•We analyze the impact of tourism expenditures on GDP.•We develop a Network General Equilibrium GVAR model.•Results show that the less developed economies are... 
GVAR | USA | World economy | ECONOMIC-GROWTH NEXUS | LINKAGES | HOSPITALITY, LEISURE, SPORT & TOURISM | IMPULSE-RESPONSE ANALYSIS | CENTRALITY | SOCIOLOGY | Analysis | Travel industry | Global economy
Journal Article
REVIJA ZA SOCIJALNU POLITIKU, ISSN 1330-2965, 07/2017, Volume 24, Issue 2, pp. 189 - 217
The paper models the effects of various macroeconomic and business indicators as well as environmental impacts for the period from January 2002 to December... 
GVAR | COUNTRIES | COINTEGRATION | regional unemployment | SOCIAL ISSUES | LABOR-MARKET | Croatia
Journal Article
中国管理科学, ISSN 1003-207X, 2016, Issue 1, pp. 11 - 20
Journal Article
Journal of Housing Economics, ISSN 1051-1377, 2011, Volume 20, Issue 4, pp. 299 - 314
► Euro area house price spillovers are analysed in a GVAR with housing demand variables. ► We use quarterly data for 7 countries (90% of euro area GDP) over... 
International linkages | House price | Global VAR (GVAR) | ECONOMICS | URBAN STUDIES | House price Global VAR (GVAR) International linkages | Value-added resellers | Gross domestic product | Central banks
Journal Article
中国人口资源与环境, ISSN 1002-2104, 2015, Volume 25, Issue 11, pp. 52 - 58
Journal Article
国际贸易问题, ISSN 1002-4670, 2017, Issue 8, pp. 96 - 107
Journal Article
江西社会科学, ISSN 1004-518X, 2015, Issue 3, pp. 36 - 42
Journal Article
Journal of Empirical Finance, ISSN 0927-5398, 09/2016, Volume 38, pp. 394 - 416
Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to... 
Financial stability | GVAR | Contagion | Credit default swaps | Spillover indices | EUROPEAN DEBT CRISIS | SPREADS | BUSINESS, FINANCE | RISK SPILLOVERS | MODELS | VOLATILITY SPILLOVERS | ECONOMICS | FINANCIAL CONTAGION | EQUITY | Banks (Finance)
Journal Article
Journal of Econometrics, ISSN 0304-4076, 06/2016, Volume 192, Issue 2, pp. 349 - 365
This paper derives new theoretical results for forecasting with Global VAR (GVAR) models. It is shown that the presence of strong unobserved common factors can... 
Global VAR | Augmented GVAR | Data-rich methods | High-dimensional VAR | Forecasting | Nowcasting | GDP and PMIs | MIDAS | MONETARY-POLICY | GDP | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Federal Reserve banks | Analysis
Journal Article
世界经济研究, ISSN 1007-6964, 2016, Issue 5, pp. 30 - 41
Journal Article
世界经济研究, ISSN 1007-6964, 2016, Issue 2, pp. 101 - 110
Journal Article
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