The cross-country importance of global sentiments—evidence for smaller EU countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stillwagon, Josh R., 2015.
"Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR,"
Journal of International Financial Markets, Institutions and Money,
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- Josh Stillwagon, 2014. "Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR," Working Papers 1401, Trinity College, Department of Economics.
More about this item
KeywordsCointegration; European integration; Financial markets; Restricted autoregressive model; Sentiments; E44; G15; P2;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- P2 - Economic Systems - - Socialist Systems and Transition Economies
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