International effects of euro area versus US policy uncertainty : a FAVAR approach
Year of publication: |
March 2017
|
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Authors: | Belke, Ansgar ; Osowski, Thomas |
Publisher: |
Duesseldorf, Germany : ROME, Research On Money in the Economy |
Subject: | Economic policy uncertainty | Europe | FAVAR analysis | large-scale econometric models | option value of waiting | uncertainty effects | international uncertainty spillovers | United States | Risiko | Risk | Eurozone | Euro area | EU-Staaten | EU countries | USA | Wirkungsanalyse | Impact assessment | Wirtschaftspolitik | Economic policy | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Geldpolitik | Monetary policy | Entscheidung unter Unsicherheit | Decision under uncertainty | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
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Series: | ROME discussion paper series. - Düsseldorf : ROME, ISSN 1865-7052, ZDB-ID 2563182-2. - Vol. no 2017, 03 (March 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/187449 [Handle] |
Classification: | C32 - Time-Series Models ; F42 - International Policy Coordination and Transmission ; D80 - Information and Uncertainty. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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International effects of euro area versus US policy uncertainty : a FAVAR approach
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International effects of euro area versus US policy uncertainty : a FAVAR approach
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