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DP9436 Time Variation in Macro-Financial Linkages 智库出版物
2013
作者:  Massimiliano Marcellino;  Sandra Eickmeier;  Esteban Prieto
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Financial shocks  Global financial crisis  Macro-financial linkages  Time-varying parameter var model  
DP8720 How Do Credit Supply Shocks Propagate Internationally? A GVAR approach 智库出版物
2011
作者:  Sandra Eickmeier;  Tim Ng
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International business cycles  Credit supply shocks  Trade and financial integration  Global var  Sign restrictions  
DP8321 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 智库出版物
2011
作者:  Massimiliano Marcellino;  Sandra Eickmeier;  Wolfgang Lemke
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Favar  Forecasting  Monetary transmission  Time-varying parameters  
DP8341 The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 智库出版物
2011
作者:  Massimiliano Marcellino;  Sandra Eickmeier;  Wolfgang Lemke
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Financial conditions index  Financial markets  Global financial crisis  Globalization  International business cycles  International transmission channels  Time-varying favar