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1. |
Record Nr. |
UNINA9910464062203321 |
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Autore |
Galesi Alessandro |
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Titolo |
Regional financial spillovers across Europe [[electronic resource] ] : a global VAR analysis / / prepared by Alessandro Galesi and Silvia Sgherri |
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Pubbl/distr/stampa |
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[Washington D.C.], : International Monetary Fund, 2009 |
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ISBN |
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1-4623-7293-7 |
1-4527-9952-0 |
9786612842450 |
1-282-84245-5 |
1-4518-7170-8 |
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Descrizione fisica |
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1 online resource (34 p.) |
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Collana |
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IMF working paper ; ; WP/09/23 |
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Altri autori (Persone) |
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Soggetti |
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Capital movements - Econometric models |
Econometrics |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; 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 |
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Sommario/riassunto |
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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 |
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using bilateral bank lending exposures. Results reveal consi |
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2. |
Record Nr. |
UNISALENTO991002838969707536 |
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Autore |
Bevan, Edwyn R |
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Titolo |
L'eredita di Israele : saggi di sir George Adam Smith, Edwyn Bevan, F. C. Burkitt ... / a cura di I. Abrahams e Edwin R. Bevan, Charles Singer ; con introduzione di A. D. Lindsay |
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Pubbl/distr/stampa |
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Descrizione fisica |
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XX, 566 p. : ill., 45 tav. ; 18 cm. |
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Collana |
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Altri autori (Persone) |
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Abrahams, Israel |
Marzano, R. |
Galimberti, Cesare |
Singer, Charles |
Lindsay, A.D. |
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Disciplina |
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Soggetti |
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Civiltà occidentale e Giudaismo |
Ebrei - Civilta - Storia |
Giudaismo - Storia |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Trad. C. Galimberti, R. Marzano. |
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