Nothing Special   »   [go: up one dir, main page]
create a website
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR. (2007). Smith, Ronald ; Pesaran, M.
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:55-87.

Full description at Econpapers || Download paper

Cited: 109

Citations received by this document

Cites: 8

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0300.

    Full description at Econpapers || Download paper

  2. Giving up the euro can be a good and a bad idea. (2023). Zimmer, Blandine ; Coudert, Thomas.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2023-01.

    Full description at Econpapers || Download paper

  3. The effects of a shock to critical minerals prices on the world oil price and inflation. (2023). Galkin, Phillip ; Considine, Jennifer ; Aldayel, Abdullah ; Hatipoglu, Emre.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004322.

    Full description at Econpapers || Download paper

  4. The ever-evolving trade pattern: a global VAR approach. (2022). Zahedi, Razieh ; Taiebnia, Ali ; Shahmoradi, Asghar.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02182-5.

    Full description at Econpapers || Download paper

  5. Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

    Full description at Econpapers || Download paper

  6. Large fluctuations of Chinas commodity prices: Main sources and heterogeneous effects. (2021). Lin, Boqiang ; Xu, Bin.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2074-2089.

    Full description at Econpapers || Download paper

  7. A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model. (2021). Kawasaki, Kentaro ; Sato, Kiyotaka.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:60:y:2021:i:c:s0922142521000505.

    Full description at Econpapers || Download paper

  8. Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304.

    Full description at Econpapers || Download paper

  9. Brexit and the Euro. (2020). Campos, Nauro F ; Macchiarelli, Corrado.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:512.

    Full description at Econpapers || Download paper

  10. New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model. (2020). Kiyotaka, Sato ; Kentaro, Kawasaki .
    In: Discussion papers.
    RePEc:eti:dpaper:20091.

    Full description at Econpapers || Download paper

  11. The impact of euro Area monetary policy on Central and Eastern Europe. (2020). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Soa.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:42:y:2020:i:6:p:1310-1333.

    Full description at Econpapers || Download paper

  12. The United Kingdom and the stability of the Euro area: From Maastricht to Brexit. (2020). Macchiarelli, Corrado ; Campos, Nauro.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:7:p:1792-1808.

    Full description at Econpapers || Download paper

  13. .

    Full description at Econpapers || Download paper

  14. Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

    Full description at Econpapers || Download paper

  15. The US oil supply revolution and the global economy. (2019). Mohaddes, Kamiar ; Raissi, Mehdi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1505-9.

    Full description at Econpapers || Download paper

  16. Identify More, Observe Less: Mediation Analysis Synthetic Control. (2019). Pasquini, Alessandra ; Mellace, Giovanni.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:474.

    Full description at Econpapers || Download paper

  17. Short-Term macroeconomic evaluation of the German minimum wage with a VAR/VECM. (2019). Herzog-Stein, Alexander ; Logeay, Camille.
    In: IMK Working Paper.
    RePEc:imk:wpaper:197-2019.

    Full description at Econpapers || Download paper

  18. Price Transmission in Commodity Networks. (2019). Marini, Annalisa ; McCorriston, Steve.
    In: Discussion Papers.
    RePEc:exe:wpaper:1903.

    Full description at Econpapers || Download paper

  19. Scandinavia: Towards the European Monetary Union?. (2019). Stoupos, Nikolaos ; Kiohos, Apostolos.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:278-291.

    Full description at Econpapers || Download paper

  20. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G.
    In: MPRA Paper.
    RePEc:pra:mprapa:89998.

    Full description at Econpapers || Download paper

  21. Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe. (2018). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Sona.
    In: Working Papers.
    RePEc:ltv:wpaper:201804.

    Full description at Econpapers || Download paper

  22. Winners and losers from the €uro. (2018). Gomis-Porqueras, Pedro ; Puzzello, Laura .
    In: European Economic Review.
    RePEc:eee:eecrev:v:108:y:2018:i:c:p:129-152.

    Full description at Econpapers || Download paper

  23. International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries. (2018). Horvath, Roman ; Hajek, Jan.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:1:p:91-105.

    Full description at Econpapers || Download paper

  24. ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

    Full description at Econpapers || Download paper

  25. Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248.

    Full description at Econpapers || Download paper

  26. Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe. (2018). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Sona.
    In: Working Papers.
    RePEc:cnb:wpaper:2018/2.

    Full description at Econpapers || Download paper

  27. The transmission of international shocks to CIS economies : A Global VAR approach. (2018). Faryna, Oleksandr ; Simola, Heli.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2018_017.

    Full description at Econpapers || Download paper

  28. The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Wang, Liming ; Li, Chenguang ; Xue, Huidan.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
    RePEc:ags:aaea18:273971.

    Full description at Econpapers || Download paper

  29. .

    Full description at Econpapers || Download paper

  30. .

    Full description at Econpapers || Download paper

  31. Economic Costs and Benefits of EMU Membership from the Perspective of a Non-member. (2017). Gyoerk, Emilia.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9466-8.

    Full description at Econpapers || Download paper

  32. Propagation of Commodity Market Shocks. (2017). Marini, Annalisa ; McCorriston, Steve.
    In: Discussion Papers.
    RePEc:exe:wpaper:1708.

    Full description at Econpapers || Download paper

  33. EU unification and linkages among the European currencies: new evidence from the EU and the EEA. (2017). Stoupos, Nikolaos ; Kiohos, Apostolos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:28-36.

    Full description at Econpapers || Download paper

  34. International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe. (2017). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25.

    Full description at Econpapers || Download paper

  35. Fair weather or foul? The macroeconomic effects of El Niño. (2017). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:106:y:2017:i:c:p:37-54.

    Full description at Econpapers || Download paper

  36. International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2017/05.

    Full description at Econpapers || Download paper

  37. Tests of Policy Interventions in DSGE Models. (2017). Smith, Ronald ; Pesaran, M.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1706.

    Full description at Econpapers || Download paper

  38. ARCO: an artificial counterfactual approach for high-dimensional panel time-series data. (2016). Medeiros, Marcelo ; Carvalho, Carlos ; Masini, Ricardo ; de Carvalho, Carlos Viana.
    In: Textos para discussão.
    RePEc:rio:texdis:653.

    Full description at Econpapers || Download paper

  39. Monetary policies and the macroeconomic performance of Vietnam. (2016). Mai, Nhat Chi.
    In: OSF Preprints.
    RePEc:osf:osfxxx:akzy4.

    Full description at Econpapers || Download paper

  40. Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland. (2016). Huber, Florian ; Eller, Markus ; Schuberth, Helene.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2016:i:1:b:3.

    Full description at Econpapers || Download paper

  41. The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach. (2016). Horvath, Roman ; Hajek, Jan.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9378-4.

    Full description at Econpapers || Download paper

  42. The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:263.

    Full description at Econpapers || Download paper

  43. Density forecasting using Bayesian global vector autoregressions with stochastic volatility. (2016). Huber, Florian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837.

    Full description at Econpapers || Download paper

  44. Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:1-26.

    Full description at Econpapers || Download paper

  45. The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1605.

    Full description at Econpapers || Download paper

  46. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2016). von Schweinitz, Gregor ; El-Shagi, Makram ; Lindner, Axel.
    In: Review of International Economics.
    RePEc:bla:reviec:v:24:y:2016:i:1:p:37-66.

    Full description at Econpapers || Download paper

  47. Domestic versus international determinants of European business cycles: a GVAR approach. (2015). Salotti, Simone ; Boschi, Melisso ; Marzo, Massimiliano.
    In: Empirical Economics.
    RePEc:spr:empeco:v:49:y:2015:i:2:p:403-421.

    Full description at Econpapers || Download paper

  48. The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/259.

    Full description at Econpapers || Download paper

  49. Fair Weather or Foul? The Macroeconomic Effects of El Niño. (2015). Mohaddes, Kamiar ; Cashin, Paul ; Raissi, Mehdi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/089.

    Full description at Econpapers || Download paper

  50. Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels. (2015). Rebillard, Cyril ; Gauvin, Ludovic.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141401.

    Full description at Econpapers || Download paper

  51. Fair weather or foul? the macroeconomic effects of El Niño. (2015). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:239.

    Full description at Econpapers || Download paper

  52. Modelling spillover effects of public transportation means: An intra-modal GVAR approach for Athens. (2015). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karlaftis, Matthew G ; Milioti, Christina.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:82:y:2015:i:c:p:1-18.

    Full description at Econpapers || Download paper

  53. A global macro model for emerging Europe. (2015). Feldkircher, Martin.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:43:y:2015:i:3:p:706-726.

    Full description at Econpapers || Download paper

  54. System estimation of GVAR with two dominants and network theory: Evidence for BRICs. (2015). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Minou, Chrysanthi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:604-616.

    Full description at Econpapers || Download paper

  55. Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels. (2015). Rebillard, Cyril ; Gauvin, Ludovic.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-21.

    Full description at Econpapers || Download paper

  56. Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis. (2014). von Schweinitz, Gregor ; El-Shagi, Makram ; Lindner, Axel.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-6-14.

    Full description at Econpapers || Download paper

  57. Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. (2014). Huber, Florian.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4280.

    Full description at Econpapers || Download paper

  58. Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. (2014). Huber, Florian.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp179.

    Full description at Econpapers || Download paper

  59. Forecasting with Bayesian Global Vector Autoregressions. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Crespo-Cuaresma, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa14p25.

    Full description at Econpapers || Download paper

  60. Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006). (2014). Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: MPRA Paper.
    RePEc:pra:mprapa:67111.

    Full description at Econpapers || Download paper

  61. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus.
    In: Working Papers.
    RePEc:onb:oenbwp:189.

    Full description at Econpapers || Download paper

  62. International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model. (2014). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas.
    In: Working Papers.
    RePEc:ltv:wpaper:201405.

    Full description at Econpapers || Download paper

  63. Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:180.

    Full description at Econpapers || Download paper

  64. Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach. (2014). Michaelides, Panayotis ; Konstantakis, Konstantinos.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:76:y:2014:i:c:p:115-132.

    Full description at Econpapers || Download paper

  65. The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:113-134.

    Full description at Econpapers || Download paper

  66. Would it have paid to be in the eurozone?. (2014). Wesołowski, Grzegorz ; Makarski, Krzysztof ; Brzoza-Brzezina, Michal ; Wesoowski, Grzegorz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:66-79.

    Full description at Econpapers || Download paper

  67. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4807.

    Full description at Econpapers || Download paper

  68. Fair Weather or Foul? The Macroeconomic Effects of El Niño. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1418.

    Full description at Econpapers || Download paper

  69. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1408.

    Full description at Econpapers || Download paper

  70. The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model. (2014). Korhonen, Iikka ; Feldkircher, Martin.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:19:y:2014:i:1:p:61-89.

    Full description at Econpapers || Download paper

  71. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2014). Smith, Ronald ; Pesaran, M.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1406.

    Full description at Econpapers || Download paper

  72. .

    Full description at Econpapers || Download paper

  73. .

    Full description at Econpapers || Download paper

  74. The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR. (2013). van Eyden, Renee ; De Waal, Annari.
    In: Working Papers.
    RePEc:pre:wpaper:201328.

    Full description at Econpapers || Download paper

  75. Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model. (2013). Rebillard, Cyril ; Gauvin, Ludovic.
    In: MPRA Paper.
    RePEc:pra:mprapa:65457.

    Full description at Econpapers || Download paper

  76. A Global Macro Model for Emerging Europe. (2013). Feldkircher, Martin.
    In: Working Papers.
    RePEc:onb:oenbwp:185.

    Full description at Econpapers || Download paper

  77. Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach. (2013). Feldkircher, Martin ; Slacik, Toma ; Backe, Peter.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2013:i:4:b:1.

    Full description at Econpapers || Download paper

  78. Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR. (2013). Gray, Dale F.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/218.

    Full description at Econpapers || Download paper

  79. The GVAR approach and the dominance of the U.S. economy. (2013). Chudik, Alexander ; Smith, Vanessa .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:136.

    Full description at Econpapers || Download paper

  80. The Differential Effects of Oil Demand and Supply Shocks on the Global Economy. (2013). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Working Papers.
    RePEc:erg:wpaper:757.

    Full description at Econpapers || Download paper

  81. Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach. (2013). Salotti, Simone ; Boschi, Melisso ; Marzo, Massimiliano.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-28.

    Full description at Econpapers || Download paper

  82. Cross-country effects of regulatory capital arbitrage. (2013). Milcheva, Stanimira.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5329-5345.

    Full description at Econpapers || Download paper

  83. Trade shocks from BRIC to South Africa: A global VAR analysis. (2013). Kabundi, Alain ; Çakır, Mustafa ; akr, Mustafa Yavuz .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:190-202.

    Full description at Econpapers || Download paper

  84. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2012). Smith, Ronald ; Pesaran, M.
    In: Working Paper series.
    RePEc:rim:rimwps:37_12.

    Full description at Econpapers || Download paper

  85. Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:18:y:2012:i:3:p:247-258:10.1007/s11294-012-9357-0.

    Full description at Econpapers || Download paper

  86. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2012). Smith, Ronald ; Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6618.

    Full description at Econpapers || Download paper

  87. Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L..
    In: Working Papers.
    RePEc:gwc:wpaper:2012-006.

    Full description at Econpapers || Download paper

  88. Evaluating a global vector autoregression for forecasting. (2012). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1056.

    Full description at Econpapers || Download paper

  89. Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title. (2012). Fratzscher, Marcel ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:107.

    Full description at Econpapers || Download paper

  90. Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis. (2012). Fratzscher, Marcel ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121416.

    Full description at Econpapers || Download paper

  91. Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis. (2012). Fratzscher, Marcel ; Chudik, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8787.

    Full description at Econpapers || Download paper

  92. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2012). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3879.

    Full description at Econpapers || Download paper

  93. The rise of China and its implications for emerging markets : Evidence from a GVAR model. (2012). Korhonen, Iikka ; Feldkircher, Martin.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2012_020.

    Full description at Econpapers || Download paper

  94. Monetary policy, financial intermediation, current account and housing market - how do they fit together?. (2012). Milcheva, Stanimira.
    In: ERES.
    RePEc:arz:wpaper:eres2012_151.

    Full description at Econpapers || Download paper

  95. Should the UK Join the Euro Zone? Evidence from a Synthetic OCA Assessment. (2011). Lee, Kang-Soek ; Saucier, Philippe .
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:8:y:2011:i:1:p:77-96.

    Full description at Econpapers || Download paper

  96. Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model. (2011). Fratzscher, Marcel ; Chudik, Alexander.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:325-339.

    Full description at Econpapers || Download paper

  97. Infinite-dimensional VARs and factor models. (2011). Pesaran, M ; Chudik, Alexander.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:4-22.

    Full description at Econpapers || Download paper

  98. In or out? The welfare costs of EMU membership. (2010). Lopes, Alexandra ; Ferreira-Lopes, Alexandra.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:2:p:585-594.

    Full description at Econpapers || Download paper

  99. Supply, demand and monetary policy shocks in a multi-country New Keynesian Model. (2010). Smith, Ronald ; Pesaran, M ; Dees, Stephane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101239.

    Full description at Econpapers || Download paper

  100. Methodological advances in the assessment of equilibrium exchange rates. (2010). Dieppe, Alistair ; Chudik, Alexander ; Ca' Zorzi, Michele ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101151.

    Full description at Econpapers || Download paper

  101. Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model. (2010). Fratzscher, Marcel ; Chudik, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8093.

    Full description at Econpapers || Download paper

  102. Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model. (2010). Smith, Ronald ; Pesaran, M ; Dees, Stephane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3081.

    Full description at Econpapers || Download paper

  103. Too Much to Lose, or More to Gain? Should Sweden Join the Euro?. (2010). Volz, Ulrich ; Reade, J.
    In: Discussion Papers.
    RePEc:bir:birmec:10-13.

    Full description at Econpapers || Download paper

  104. Too Much to Lose, or More to Gain? Should Sweden Join the Euro?. (2009). Volz, Ulrich ; Reade, J.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:442.

    Full description at Econpapers || Download paper

  105. Infinite-dimensional VARs and factor models. (2009). Pesaran, M ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2009998.

    Full description at Econpapers || Download paper

  106. EMU and the adjustment to asymmetric shocks: the case of Italy. (2009). Stracca, Livio ; amisano, gianni ; Giammarioli, Nicola .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091128.

    Full description at Econpapers || Download paper

  107. Modelling global trade flows: results from a GVAR model. (2009). Sestieri, Giulia ; Chudik, Alexander ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091087.

    Full description at Econpapers || Download paper

  108. What if the euro had never been launched? A counterfactual analysis of the macroeconomic impact of euro membership. (2009). Mignon, Valérie ; Héricourt, Jérôme ; Dubois, Emmanuel ; Hericourt, Jerome.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00317.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alogoskoufis GS, Smith RP. 1991. The Phillips curve, the persistence of inflation and the Lucas critique: evidence from exchange rate regimes. American Economic Review 81(5): 1254-1275.

  2. Dees S, di Mauro F, Pesaran MH, Smith LV. 2007. Exploring the international linkages of the Euro area: a global VAR analysis. Journal of Applied Econometrics, forthcoming.

  3. Fogel RW. 1964. Railroads and American Economic Growth. Johns Hopkins Press: Baltimore.
    Paper not yet in RePEc: Add citation now

  4. Garratt A, Lee K, Pesaran MH, Shin Y. 2003. Forecast uncertainties in macroeconometric modelling: an application to the UK economy. Journal of the American Statistical Association, Applications and Case Studies 98: 829-838.

  5. HMT. 2003. UK Membership of the Single Currency: Assessment of the Five Economic Tests. H.M. Treasury, June.
    Paper not yet in RePEc: Add citation now
  6. Neyman J. 1935. Statistical problems in agricultural experiments. Supplement to the Journal of the Royal Statistical Society II: 107-180.
    Paper not yet in RePEc: Add citation now

  7. Pesaran MH, Smith RP. 2006. Macroeconometric modelling with a global perspective. The Manchester School, Supplement 74: 24-49.

  8. Rose AK. 2000. One money, one market: the effect of common currencies on trade. Economic Policy 30: 9-45.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070099.

    Full description at Econpapers || Download paper

  2. MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001. (2007). Santos, Carlos ; Oliveira, Maria Alberta .
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:7:y:2007:i:1_5.

    Full description at Econpapers || Download paper

  3. Aggregate Wage Flexibility in Selected New EU Member States. (2007). Babecký, Jan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1916.

    Full description at Econpapers || Download paper

  4. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4756.

    Full description at Econpapers || Download paper

  5. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:529.

    Full description at Econpapers || Download paper

  6. Chronicles of a deflation unforetold. (2006). Velde, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-06-12.

    Full description at Econpapers || Download paper

  7. Aggregate Wage Flexibility in Selected New EU Member States. (2006). Babecký, Jan ; Babetskii, Ian .
    In: Working Papers.
    RePEc:cnb:wpaper:2006/1.

    Full description at Econpapers || Download paper

  8. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0602.

    Full description at Econpapers || Download paper

  9. UK monetary regimes and macroeconomic stylised facts. (2006). Benati, Luca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:290.

    Full description at Econpapers || Download paper

  10. How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects. (2005). Portugal Duarte, António ; Andrade, João.
    In: Method and Hist of Econ Thought.
    RePEc:wpa:wuwpmh:0505002.

    Full description at Econpapers || Download paper

  11. The persistence of inflation in OECD countries: A fractionally integrated approach. (2005). Mayoral, Laura.
    In: Economics Working Papers.
    RePEc:upf:upfgen:958.

    Full description at Econpapers || Download paper

  12. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach. (2005). Mayoral, Laura ; Gadea, María.
    In: MPRA Paper.
    RePEc:pra:mprapa:815.

    Full description at Econpapers || Download paper

  13. Optimal Monetary Policy under Hysteresis. (2005). Kapadia, Sujit.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:250.

    Full description at Econpapers || Download paper

  14. Inflation Persistence and Exchange Rate Regimes: Evidence from Developing Countries. (2005). Francisco, Manuela ; Bleaney, Michael.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:1/2005.

    Full description at Econpapers || Download paper

  15. Can Endogenous Changes in Price Flexibility Alter the Relative Welfare Performance of Exchange Rate Regimes?. (2005). Sutherland, Alan ; Senay, Ozge.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11092.

    Full description at Econpapers || Download paper

  16. Learning, Structural Instability and Present Value Calculations. (2005). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1650.

    Full description at Econpapers || Download paper

  17. Inflation Persistence under Semi-Fixed Exchange Rate Regimes:The European Evidence 1974-1998. (2004). Stam, Erik ; Kool, Clemens ; Lammertsma, Alex ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0404.

    Full description at Econpapers || Download paper

  18. Endogenous Price Flexibility, the Expenditure Switching Effect and Exchange Rate Regime Choice. (2004). Sutherland, Alan ; Senay, Ozge.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:68.

    Full description at Econpapers || Download paper

  19. Nonlinear inflation dynamics: evidence from the UK. (2004). Milas, Costas ; Martin, Christopher ; Arghyrou, Michael.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:59.

    Full description at Econpapers || Download paper

  20. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1196.

    Full description at Econpapers || Download paper

  21. Capital mobility and inflation persistence: theory and evidence from Greece. (2004). Sidiropoulos, Moise ; MOSCHOS, DEMETRIOS ; Karfakis, Costas.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:9:y:2004:i:2:p:125-133.

    Full description at Econpapers || Download paper

  22. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

    Full description at Econpapers || Download paper

  23. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

    Full description at Econpapers || Download paper

  24. Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data. (2004). Lazaretou, Sophia ; Hondroyiannis, George.
    In: Working Papers.
    RePEc:bog:wpaper:13.

    Full description at Econpapers || Download paper

  25. Monetary Policy for Inattentive Economies. (2003). Reis, Ricardo ; Mankiw, N. Gregory ; Ball, Laurence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9491.

    Full description at Econpapers || Download paper

  26. Monetary Policy for Inattentive Economies. (2003). Reis, Ricardo ; Mankiw, N. Gregory ; Ball, Laurence.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:491.

    Full description at Econpapers || Download paper

  27. Computation and analysis of multiple structural change models. (2003). Perron, Pierre ; Bai, Jushan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

    Full description at Econpapers || Download paper

  28. Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks. (2003). Timmermann, Allan ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_990.

    Full description at Econpapers || Download paper

  29. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_875.

    Full description at Econpapers || Download paper

  30. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0306.

    Full description at Econpapers || Download paper

  31. Greek Monetary Economics in Retrospect: The Adventures of the Drachma. (2003). Lazaretou, Sophia ; Sophia, .
    In: Working Papers.
    RePEc:bog:wpaper:02.

    Full description at Econpapers || Download paper

  32. Credibility Of Monetary Regimes : Is Inflation Targeting Different?. (2002). Kunter, Kursat ; Janssen, Norbert.
    In: Discussion Papers.
    RePEc:tcb:dpaper:0201.

    Full description at Econpapers || Download paper

  33. Central Bank Independence, Exchange Rate Policy and Inflation Persistence Empirical Evidence on Selected EMU Countries. (2001). Sidiropoulos, Moise ; Papadopoulos, Athanasios.
    In: Working Papers.
    RePEc:crt:wpaper:0107.

    Full description at Econpapers || Download paper

  34. Near-Rationality and Inflation in Two Monetary Regimes. (2000). Ball, Laurence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7988.

    Full description at Econpapers || Download paper

  35. Near-Rationality and Inflation in Two Monetary Regimes. (2000). Ball, Laurence.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:435.

    Full description at Econpapers || Download paper

  36. A Return to the Convertibility Principle? Monetary And Fiscal Regimes in Historical Perspective.. (2000). Jonung, Lars ; Bordo, Michael.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0415.

    Full description at Econpapers || Download paper

  37. Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:721.

    Full description at Econpapers || Download paper

  38. Currency Crisis and Unemployment: Sterling in 1931. (1998). Jeanne, Olivier ; Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6563.

    Full description at Econpapers || Download paper

  39. The Rise and Fall of a Barbarous Relic: The Role of Gold in the International Monetary SYstem. (1998). Eichengreen, Barry ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6436.

    Full description at Econpapers || Download paper

  40. Computation and Analysis of Multiple Structural-Change Models. (1998). Perron, Pierre ; Bai, Jushan.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9807.

    Full description at Econpapers || Download paper

  41. Capital Accumulation and Unemployment: A Tale of Two Continents. (1998). Moutos, Thomas ; Malley, Jim.
    In: Working Papers.
    RePEc:gla:glaewp:9820.

    Full description at Econpapers || Download paper

  42. Did the underlying behaviour of inflation change in the 1980s? A study of 17 countries. (1997). Anderton, Robert.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:133:y:1997:i:1:p:22-38.

    Full description at Econpapers || Download paper

  43. Monetary Regimes, Inflation And Monetary Reform: An Essay in Honor of Axel Leijonhufvud. (1996). Jonung, Lars ; Bordo, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:199407.

    Full description at Econpapers || Download paper

  44. The ERM and structural change in European labour markets: A study of 10 countries. (1995). Anderton, Robert ; Barrell, Ray.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:131:y:1995:i:1:p:47-66.

    Full description at Econpapers || Download paper

  45. Inflation and Wage Indexation in the Postwar U.S.. (1994). Holland, Steven.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9402001.

    Full description at Econpapers || Download paper

  46. Are there adverse real effects from monetary policy coordination? Some evidence from Austria, Belgium and the Netherlands. (1994). Tatom, John ; Proske, Dieter .
    In: Working Papers.
    RePEc:fip:fedlwp:1994-018.

    Full description at Econpapers || Download paper

  47. The federal funds rate as an indicator of monetary policy: evidence from the 1980s. (1994). Balke, Nathan ; Emery, Kenneth M..
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:1994:i:qi:p:1-15.

    Full description at Econpapers || Download paper

  48. The gold standard, Bretton Woods and other monetary regimes: a historical appraisal. (1993). Bordo, Michael.
    In: Review.
    RePEc:fip:fedlrv:y:1993:i:mar:p:123-191.

    Full description at Econpapers || Download paper

  49. Three Perspectives on the Bretton Woods System. (1992). Eichengreen, Barry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4141.

    Full description at Econpapers || Download paper

  50. The Adjustment Mechanism. (1991). Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3943.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-05 22:53:33 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.