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International bond market linkages: a structural VAR analysis

✍ Scribed by Jian Yang

Book ID
116575166
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
153 KB
Volume
15
Category
Article
ISSN
1042-4431

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## Abstract This paper presents a quarterly global model combining individual country vector error‐correcting models in which the domestic variables are related to the country‐specific foreign variables. The global VAR (GVAR) model is estimated for 26 countries, the euro area being treated as a sin