International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression

Author:

Antonakakis Nikolaos,Gabauer David,Gupta Rangan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. Distribution of the kurtosis statistic b2 for normal samples;Anscombe;Biometrika,1983

2. Refined measures of dynamic connectedness based on TVP-VAR;Antonakakis,2017

3. Dynamic connectedness of uncertainty across developed economies: A time-varying approach;Antonakakis;Economics Letters,2018

4. International spillovers in global asset markets;Belke;Economic Systems,2018

5. Bond yield spillovers from major advanced economies to emerging Asia;Belke;Pacific Economic Review,2018

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