scholarly journals External Shocks and International Inflation Linkages: A Global VAR Analysis

2009 ◽  
Author(s):  
Alessandro Galesi ◽  
Marco Jacopo Lombardi
Keyword(s):  
External Shocks ◽  
Var Analysis ◽  
Global Var

scholarly journals World Oil and Inventory Study: A Global VAR Analysis

2020 ◽  
Author(s):  
Jennifer Considine ◽  
Abdullah Aldayel ◽  
Emre Hatipoglu
Keyword(s):  
Var Analysis ◽  
Global Var

scholarly journals Cross-Country Linkages in Europe: A Global VAR Analysis

2013 ◽  
Author(s):  
Yan Sun ◽  
Frigyes Heinz ◽  
Giang Ho
Keyword(s):  
Var Analysis ◽  
Global Var ◽  
Cross Country

Regional Financial Spillovers Across Europe: A Global VAR Analysis

2009 ◽  
Vol 09 (23) ◽  
pp. 1 ◽  
Author(s):  
Silvia Sgherri ◽  
Alessandro Galesi ◽  
◽  
Keyword(s):  
Var Analysis ◽  
Global Var

Cross-Country Linkages in Europe: A Global VAR Analysis

2013 ◽  
Vol 13 (194) ◽  
pp. 1 ◽  
Author(s):  
Yan Sun ◽  
Frigyes F Heinz ◽  
Giang Ho ◽  
◽  
◽  
...  
Keyword(s):  
Var Analysis ◽  
Global Var ◽  
Cross Country

scholarly journals Exploring the international linkages of the euro area: a global VAR analysis

2007 ◽  
Vol 22 (1) ◽  
pp. 1-38 ◽  
Author(s):  
Stephane Dees ◽  
Filippo di Mauro ◽  
M. Hashem Pesaran ◽  
L. Vanessa Smith
Keyword(s):  
Euro Area ◽  
Var Analysis ◽  
International Linkages ◽  
Global Var

scholarly journals Regional Integration, Monetary Cooperation: Evidence from Global VAR Models for the Member States of the Shanghai Cooperation Organization

2019 ◽  
Vol 11 (1-2) ◽  
pp. 65-79
Author(s):  
Mohsen Khezri ◽  
Muhamed Zulkhibri ◽  
Reza Ghazal
Keyword(s):  
Regional Integration ◽  
Central Banks ◽  
External Shocks ◽  
Var Models ◽  
Shanghai Cooperation Organization ◽  
Short Term ◽  
Macroeconomic Variables ◽  
Monetary Cooperation ◽  
Global Var ◽  
Global Vector

Using quarterly data over the 1996 Q1 to 2015 Q5 period and a global vector regression (GVAR) model, this article empirically investigates the effect of supply, demand, and external shocks on member countries of the Shanghai Cooperation Organization (SCO) in order to examine if these countries have the ground to form a monetary union. The results suggest asymmetric response of central banks in these countries to domestic and external shocks and differentials in the impulse response of the macroeconomic variables to shocks: the response of the central banks of Kyrgyzstan and Russia to domestic shocks and of Belarus, Kyrgyzstan, and Russia to external shocks are short term and severe. Based on our results, forming a monitory union may not be feasible.

Trade shocks from BRIC to South Africa: A global VAR analysis

2013 ◽  
Vol 32 ◽  
pp. 190-202 ◽  
Author(s):  
Mustafa Yavuz Çakır ◽  
Alain Kabundi
Keyword(s):  
South Africa ◽  
Trade Shocks ◽  
Var Analysis ◽  
Global Var
Sign in / Sign up

Export Citation Format

Share Document