Cross-Country Linkages in Europe : A Global VAR Analysis /

This paper uses the Global VAR (GVAR) model proposed by Pesaran and others (2004) to study cross-country linkages among euro area countries, other advanced European countries (including the Nordics, the UK, et cetera), and the Central, Eastern and Southeastern European (CESEE) countries. An innovati...

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Bibliografische gegevens
Hoofdauteur: Sun, Yan
Andere auteurs: Heinz, Frigyes, Ho, Giang
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2013.
Reeks:IMF Working Papers; Working Paper ; No. 2013/194
Online toegang:Full text available on IMF