Work

Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

Year: 2013

Type: article

Source: Journal of Applied Econometrics

DOI: 10.1002/jae.2501

Authors: Monica Billio, Roberto Casarin, Francesco Ravazzolo, Herman K. Van Dijk

Institutions: Ca' Foscari University of Venice, Gruppi di Ricerca Economica Teorica ed Applicata, BI Norwegian Business School, Norges Bank, Tinbergen Institute, Erasmus University Rotterdam

Language: English

Topic: Global Financial Crisis and Policies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Global Risk Institute in Financial Services, European Commission, Ministero dell’Istruzione, dell’Università e della Ricerca, Seventh Framework Programme

Awards: G1184370674, G2365727610, G297885364, G3207356259, G385539970, G393177772, G5562135935, G5702163051, G649171734, SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions

OpenAlex ID: W2273441241

FWCI: 6.212

Cites: 83

Cited by: 75

Related to: 10