Financial Stress, Regime Switching and Spill-Over Effects: Evidence from a Multi-Regime Global VAR Model

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2016 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

Copyright policy )

Authors: Chen, Pu; Semmler, Willi;

doi: 10.2139/ssrn.2907541 , 10.1016/j.jedc.2018.03.001

Financial Stress, Regime Switching and Spill-Over Effects: Evidence from a Multi-Regime Global VAR Model

- Summary
- Subjects
- Metrics

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Related Organizations

Bielefeld University
Germany
Melbourne Institute of Technology
Australia
International Institute for Applied Systems Analysis
Austria
New School
United States

Keywords

financial stress, Macroeconomic theory (monetary models, models of taxation), macro dynamics, Applications of statistics to economics, MRGVAR

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	28
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Top 10%
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average