|
|
|
|
| LEADER |
00000cam a2200000Mu 4500 |
| 001 |
ocn870245279 |
| 003 |
OCoLC |
| 005 |
20241006213017.0 |
| 006 |
m o d |
| 007 |
cr |n||||||||| |
| 008 |
140208s2009 dcu o 000 0 eng d |
| 040 |
|
|
|a EBLCP
|b eng
|e pn
|c EBLCP
|d OCLCQ
|d YDXCP
|d OCLCQ
|d ZCU
|d MERUC
|d ICG
|d OCLCO
|d OCLCF
|d OCLCQ
|d DKC
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCL
|
| 020 |
|
|
|a 9781451916065
|
| 020 |
|
|
|a 145191606X
|
| 035 |
|
|
|a (OCoLC)870245279
|
| 050 |
|
4 |
|a HG3891
|b .G35 2009
|
| 049 |
|
|
|a HCDD
|
| 100 |
1 |
|
|a Sgherri, Silvia.
|
| 245 |
1 |
0 |
|a Regional Financial Spillovers Across Europe.
|
| 260 |
|
|
|a Washington :
|b International Monetary Fund,
|c 2009.
|
| 300 |
|
|
|a 1 online resource (34 pages)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 490 |
1 |
|
|a IMF Working Papers
|
| 588 |
0 |
|
|a Print version record.
|
| 505 |
0 |
|
|a I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe.
|
| 505 |
8 |
|
|a 3. GIRFs: Rates of Growth of Real Equity Prices4. GIRFs: Rates of Growth of Real Credit to Corporations; 5. GIRFs: Rates of Growth of Real Gross Domestic Product; 6. GIRFs: Real Interbank Rates; 7. GIRFs: A One 3D Negative Shock to US Real Equity Prices Growth Rate; Tables; 1. Countries and Regions in the GVAR model; 2. Number of Cointegrating Relationships in the Country-Specific Models; 3. F-statistics for Testing theWeak Exogeneity; 4. Contemporaneous Effects of Foreign Variables; 5. Augmented Dickey-Fuller (ADF) Unit Root Test Statistics; 6. Weighted Symmetric ADF Unit Root Test Statistics.
|
| 505 |
8 |
|
|a 7. FinancialWeights8. Average Pair-Wise Cross-Section Correlations; 9. Cointegration Rank Statistics; 10. GFEVDs: A One 3D Negative Shock to US Real Equity Prices Growth Rate; 11. Country Names and ISO Codes; References.
|
| 520 |
|
|
|a The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of international spillovers following a historical slowdown in U.S. equity prices. The GVAR model contains 27 country-specific models, including the United States, 17 European advanced economies, and 9 European emerging economies. Each country model is linked to the others by a set of country-specific foreign variables, computed using bilateral bank lending exposures. Results reveal consi.
|
| 650 |
|
0 |
|a Capital movements
|x Econometric models.
|
| 650 |
|
0 |
|a Econometrics.
|
| 650 |
|
7 |
|a Capital movements
|x Econometric models
|2 fast
|
| 650 |
|
7 |
|a Econometrics
|2 fast
|
| 700 |
1 |
|
|a Galesi, Alessandro.
|
| 758 |
|
|
|i has work:
|a Regional financial spillovers across Europe (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFR6VkCQCP76QHxFrHhW6q
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Sgherri, Silvia.
|t Regional Financial Spillovers Across Europe:A Global VAR Analysis.
|d Washington : International Monetary Fund, ©2009
|z 9781451871708
|
| 830 |
|
0 |
|a IMF Working Papers.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=1608159
|y Click for online access
|
| 903 |
|
|
|a EBC-AC
|
| 994 |
|
|
|a 92
|b HCD
|