1
by Sgherri, Silvia
Published 2009
International Monetary Fund
... across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess...

2
by Sgherri, Silvia
Published 2010
International Monetary Fund
... and a dismal growth over the last 15 years. The global financial crisis has exacerbated these long...

3
by Zoli, Edda
Published 2009
International Monetary Fund
... time-varying factor, mimicking global risk repricing. Since October 2008, however, there is evidence...

4
by Mano, Rui
Published 2020
International Monetary Fund
... across the sample. To assuage endogeneity concerns, estimates rely on the fact that global capital flows...