THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS

Author:

Mumtaz Haroon1,Theodoridis Konstantinos2

Affiliation:

1. Queen Mary College

2. Bank of England

Publisher

Oxford University Press (OUP)

Subject

General Economics, Econometrics and Finance

Reference50 articles.

1. Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through;Adolfson;Journal of International Economics,2007

2. Alexopoulos , Michelle Jon Cohen 2009 Uncertain Times, Uncertain Measures University of Toronto, Department of Economics http://ideas.repec.org/p/tor/tecipa/tecipa-352.html

3. Andreasen , Martin Jesus Fernandez-Villaverde Juan Rubio-Ramirez 2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

4. Aruoba , Boragan Luigi Bocola Frank Schorfheide 2011 A New Class of Nonlinear Times Series Models for the Evaluation of DSGE Models University of Pennsylvania

5. Multivariate Stochastic Volatility, Leverage and News Impact Surfaces;Asai;Econometrics Journal,2009

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