Is the international propagation of financial shocks non-linear?: Evidence from the ERM
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- Ilan Goldfajn & Taimur Baig, 1999.
"Financial market contagion in the Asian crisis,"
Textos para discussão
400, Department of Economics PUC-Rio (Brazil).
- Roberto Rigobon, 2000. "Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds," NBER Working Papers 7493, National Bureau of Economic Research, Inc.
- J. A. Hausman, 1976.
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- Uhlig, H.F.H.V.S., 1999.
"What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure,"
1999-28, Tilburg University, Center for Economic Research.
- Uhlig, Harald, 2005. "What are the effects of monetary policy on output? Results from an agnostic identification procedure," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 381-419, March.
- Uhlig, Harald, 1999. "What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure," CEPR Discussion Papers 2137, C.E.P.R. Discussion Papers.
- Bonfiglioli, Alessandra & Favero, Carlo A., 2000.
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- Carlo Favero & Alessandra Bonfiglioli, . "Measuring Co-movements Between US and European Stock Markets," Working Papers 165, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Hausman, Jerry A., 1983. "Specification and estimation of simultaneous equation models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 7, pages 391-448 Elsevier.
- Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-44, January.
- Roberto Rigobon, 1999. "On the Measurement of the International Propagation of Shocks," NBER Working Papers 7354, National Bureau of Economic Research, Inc.
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