Together in bad times? Connectedness and spillovers in recession and boom

Author:

Miescu Mirela Sorina1

Affiliation:

1. School of Economics and Finance Queen Mary University of London

Publisher

Wiley

Subject

Economics and Econometrics

Reference44 articles.

1. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR;Abbate A.;Journal of Money, Credit and Banking,2016

2. Financial Conditions and Density Forecasts for US Output and Inflation;Alessandri P.;Review of Economic Dynamics,2017

3. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?;Antonakakis N.;The Manchester School,2016

4. Measuring the Output Responses to Fiscal Policy;Auerbach A. J.;American Economic Journal: Economic Policy,2012

5. Large Bayesian Vector Auto Regressions;Bańbura M.;Journal of Applied Econometrics,2010

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