| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multi-Country Structural VAR Model |
0 |
2 |
3 |
580 |
2 |
5 |
8 |
1,197 |
| A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS |
1 |
1 |
3 |
299 |
1 |
3 |
5 |
575 |
| A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion |
0 |
0 |
1 |
115 |
0 |
0 |
2 |
229 |
| A web of shocks: Crises across Asian real estate market |
0 |
0 |
0 |
120 |
0 |
1 |
2 |
373 |
| ARE FINANCIAL CRISES ALIKE? |
0 |
0 |
0 |
301 |
0 |
3 |
3 |
561 |
| Actually This Time Is Different |
0 |
0 |
0 |
80 |
1 |
1 |
4 |
232 |
| Are Financial Crises Alike? |
0 |
1 |
1 |
166 |
0 |
1 |
1 |
318 |
| COMMODITY CURRENCIES AND CURRENCY COMMODITIES |
0 |
0 |
0 |
558 |
0 |
1 |
1 |
1,901 |
| Capital Market Liberalization and Equity Market Interdependence |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
56 |
| Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises |
0 |
0 |
0 |
289 |
0 |
0 |
1 |
988 |
| Chinese Resource Demand and the Natural Resource Supplier |
0 |
0 |
1 |
35 |
0 |
1 |
3 |
116 |
| Chinese resource demand and the natural resource supplier |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
86 |
| Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
179 |
| Commodity Currencies and Currency Commodities |
0 |
1 |
2 |
442 |
0 |
2 |
5 |
1,414 |
| Currency Intervention: A Case Study of an Emerging Market |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
165 |
| Disentangling Commodity Demand, Commodity Supply, and International Liquidity Shocks on an Emerging Market |
0 |
1 |
1 |
36 |
1 |
2 |
3 |
66 |
| Does Inflation Targeting Outperform Alternative Policies during Global Downturns? |
0 |
0 |
1 |
48 |
0 |
2 |
3 |
68 |
| ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS |
0 |
0 |
0 |
224 |
0 |
1 |
1 |
535 |
| Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach |
0 |
0 |
2 |
130 |
0 |
1 |
5 |
158 |
| Empirical Modeling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
401 |
0 |
0 |
0 |
906 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
339 |
0 |
2 |
5 |
827 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
1 |
326 |
0 |
1 |
2 |
806 |
| Extremal Dependence and Contagion |
0 |
0 |
0 |
51 |
0 |
1 |
4 |
101 |
| Extremal dependence tests for contagion |
0 |
0 |
0 |
77 |
0 |
2 |
2 |
115 |
| Financial Contagion and Asset Pricing |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
121 |
| Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis |
0 |
0 |
2 |
56 |
5 |
7 |
12 |
94 |
| Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
26 |
| How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
34 |
| Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
349 |
| International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse |
0 |
0 |
1 |
428 |
0 |
1 |
2 |
1,246 |
| Joint tests of contagion with applications to financial crises |
0 |
0 |
0 |
47 |
0 |
1 |
4 |
51 |
| Joint tests of contagion with applications to financial crises |
0 |
0 |
0 |
78 |
0 |
1 |
1 |
141 |
| MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY |
0 |
0 |
1 |
94 |
0 |
1 |
2 |
329 |
| Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence |
0 |
0 |
2 |
18 |
2 |
3 |
12 |
37 |
| Measuring financial interdependence in asset returns with an application to euro zone equities |
0 |
0 |
1 |
35 |
0 |
1 |
3 |
103 |
| Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? |
0 |
0 |
0 |
157 |
0 |
1 |
3 |
415 |
| Recovery from Dutch Disease |
0 |
0 |
0 |
67 |
0 |
3 |
6 |
167 |
| SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 |
0 |
0 |
0 |
134 |
0 |
1 |
1 |
427 |
| SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH |
0 |
0 |
3 |
583 |
0 |
2 |
8 |
818 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
1 |
796 |
0 |
1 |
5 |
1,693 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
2 |
356 |
0 |
1 |
9 |
663 |
| Some Issues in Using Sign Restrictions for Identifying Structural VARs |
1 |
6 |
25 |
1,099 |
4 |
11 |
37 |
2,024 |
| THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR |
0 |
0 |
3 |
370 |
0 |
3 |
7 |
683 |
| Transmission of a Resource Boom: The Case of Australia |
0 |
0 |
0 |
43 |
0 |
1 |
3 |
64 |
| Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
325 |
| Total Working Papers |
2 |
12 |
57 |
9,327 |
16 |
76 |
192 |
21,782 |
LogEc is hosted by the
Örebro University School of Business.