Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR
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Citations
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Cited by:
- Baglioni, Angelo & Cherubini, Umberto, 2013. "Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1581-1597.
- Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014.
"Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions,"
Journal of International Money and Finance, Elsevier, vol. 45(C), pages 17-37.
- Christian Proano & Christian Schoder & Willi Semmler, 2014. "Financial Stress, Sovereign Debt, and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," SCEPA working paper series. 2014-06, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Paper Series 167, WU Vienna University of Economics and Business.
- Christian R. Proaño & Christian Schoder & Willi Semmler, 2014. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Papers wuwp167, Vienna University of Economics and Business, Department of Economics.
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Keywords
US and EU ; Macroeconometric modeling; Finance;All these keywords.
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