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150128 ||| eng |
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|a 9781484345474
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|a Sun, Yan
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| 245 |
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|a Cross-Country Linkages in Europe
|b A Global VAR Analysis
|c Yan Sun, Frigyes Heinz, Giang Ho
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2013
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| 300 |
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|a 74 pages
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| 651 |
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4 |
|a Russian Federation
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| 653 |
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|a Interest rates
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| 653 |
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|a Inflation
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| 653 |
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|a Credit
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| 653 |
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|a Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
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| 653 |
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|a Finance
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| 653 |
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|a Econometric analysis
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| 653 |
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|a Dynamic Treatment Effect Models
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| 653 |
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|a Monetary economics
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| 653 |
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|a Financial services
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| 653 |
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|a Deflation
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| 653 |
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|a Monetary Policy, Central Banking, and the Supply of Money and Credit: General
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| 653 |
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|a Production
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| 653 |
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|a Diffusion Processes
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| 653 |
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|a General Aggregative Models: Forecasting and Simulation
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| 653 |
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|a Production; Economic theory
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| 653 |
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|a Money
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| 653 |
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|a Vector autoregression
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| 653 |
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|a Time-Series Models
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| 653 |
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|a Macroeconomics: Production
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| 653 |
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|a Price Level
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Prices
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| 653 |
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|a Macroeconomics
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| 653 |
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|a Interest Rates: Determination, Term Structure, and Effects
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| 653 |
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|a Econometrics
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| 653 |
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|a Dynamic Quantile Regressions
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| 653 |
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|a Long term interest rates
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| 653 |
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|a Econometrics & economic statistics
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| 653 |
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|a State Space Models
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| 653 |
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|a Money and Monetary Policy
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| 653 |
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|a Production growth
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| 700 |
1 |
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|a Heinz, Frigyes
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| 700 |
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|a Ho, Giang
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| 041 |
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|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
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|a IMF Working Papers
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| 028 |
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|a 10.5089/9781484345474.001
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| 856 |
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|u https://elibrary.imf.org/view/journals/001/2013/194/001.2013.issue-194-en.xml?cid=40940-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
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|a 330
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| 520 |
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|a This paper uses the Global VAR (GVAR) model proposed by Pesaran et al. (2004) to study cross-country linkages among euro area countries, other advanced European countries (including the Nordics, the UK, etc.), and the Central, Eastern and Southeastern European (CESEE) countries. An innovative feature of the paper is the use of combined trade and financial weights (based on BIS reporting banks’ external position data) to capture the very close trade and financial ties of the CESEE countries with the advanced Europe countries. The results show strong co-movements in output growth and interest rates but weaker linkages bewteen inflation and real credit growth within Europe. While the euro area is the dominant source of economic influences, there are also interesting subregional linkages, e.g. between the Nordic and the Baltic countries, and a small but notable impact of CESEE countries on the rest of the Europe
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